Access Statistics for Chi-Hsiou Daniel Hung

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exploiting Predictability in International Anomalies 0 0 0 3 0 0 2 34
Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns 0 0 0 10 0 1 3 48
Return Explanatory Ability and Predictability of Non-Linear Market Models 0 0 0 4 0 1 5 44
When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation? 0 0 2 3 0 1 7 19
Total Working Papers 0 0 2 20 0 3 17 145


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Active momentum trading versus passive ' naive diversification' 0 0 0 23 0 0 0 54
An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis 0 0 1 6 0 0 4 40
Bank political connections and performance in China 0 0 3 9 1 5 21 54
CAPM, Higher Co-moment and Factor Models of UK Stock Returns 0 0 0 115 0 0 3 307
Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks 0 0 1 2 1 2 16 28
Corporate bond prices and idiosyncratic risk: Evidence from Australia 0 0 0 5 0 1 1 56
Corporate financing and anticipated credit rating changes 0 1 4 8 1 3 10 24
Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods 0 1 2 21 1 2 3 76
How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea? 0 0 0 5 0 1 6 27
Informed momentum trading versus uninformed "naive" investors strategies 0 0 0 18 1 1 2 112
Investor sentiment as conditioning information in asset pricing 0 3 4 83 4 8 16 240
Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence 0 0 3 24 0 0 10 95
Non-Tradable Share Reform, Liquidity, and Stock Returns in China 0 0 1 2 1 2 5 17
Return Predictability of Higher-Moment CAPM Market Models 0 0 1 55 1 1 3 151
When does investor sentiment predict stock returns? 0 0 1 46 0 0 6 208
Total Journal Articles 0 5 21 422 11 26 106 1,489


Statistics updated 2019-07-03