Chi-Hsiou Daniel Hung : Citation Profile


Are you Chi-Hsiou Daniel Hung?

University of Glasgow

6

H index

4

i10 index

140

Citations

RESEARCH PRODUCTION:

15

Articles

3

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 10
   Journals where Chi-Hsiou Daniel Hung has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 7 (4.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu310
   Updated: 2021-01-16    RAS profile: 2019-09-21    
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Relations with other researchers


Works with:

Banerjee, Anurag (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chi-Hsiou Daniel Hung.

Is cited by:

Calès, Ludovic (4)

Sherif, Mo (3)

Ftiti, Zied (3)

JAWADI, Fredj (3)

Zhu, Sheng (2)

Yuan, Yu (2)

Pedio, Manuela (2)

Smales, Lee (2)

Stambaugh, Robert (2)

Guidolin, Massimo (2)

Florackis, Chris (1)

Cites to:

Fama, Eugene (15)

French, Kenneth (14)

Titman, Sheridan (11)

Shleifer, Andrei (10)

Harvey, Campbell (10)

Stambaugh, Robert (9)

Campbell, John (8)

Pastor, Lubos (7)

Acharya, Viral (6)

Amihud, Yakov (5)

Shanken, Jay (4)

Main data


Where Chi-Hsiou Daniel Hung has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of International Financial Markets, Institutions and Money3
Journal of Business Finance & Accounting2

Recent works citing Chi-Hsiou Daniel Hung (2021 and 2020)


YearTitle of citing document
2020Modeling asset allocation strategies and a new portfolio performance score. (2020). Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:2012.05088.

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2020A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041.

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2020Time-varying lead–lag structure between investor sentiment and stock market. (2020). Li, Hong-Yu ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303973.

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2020The effect of timely loss recognition and accrual quality on corporate bond spread: The influence of legal and financial institutions. (2020). , Mohamed ; Zaher, Noha Aly. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119301544.

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2020The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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2020Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets. (2020). Ahmed, Bouteska. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300190.

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2020Why are some Chinese firms failing in the US capital markets? A machine learning approach. (2020). HASAN, IFTEKHAR ; Colak, Gonul ; Fu, Mengchuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20300822.

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2020The role of political patronage in the risk-taking behaviour of banks in the Middle East and North Africa. (2020). de Peretti, Christian ; Braham, Rihem ; Belkacem, Lotfi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919301205.

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2020The Determinants of the U.S. Consumer Sentiment: Linear and Nonlinear Models. (2020). Azoury, Nehme ; Bouri, Elie ; El Alaoui, Marwane . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:38-:d:379094.

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2020Investor Sentiment, Portfolio Returns, and Macroeconomic Variables. (2020). Lim, Sophyafadeth ; Abidin, Sazali ; Banchit, Azilawati ; Morni, Fareiny. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:259-:d:436968.

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2020Higher Co-Moment CAPM and Hedge Fund Returns. (2020). Knif, Johan ; Koutmos, Gregory. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:1:d:10.1007_s11293-020-09659-1.

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2020A Non-parametric Test and Predictive Model for Signed Path Dependence. (2020). Dias, Fabio S ; Peters, Gareth W. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09934-7.

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2020The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts. (2020). Shen, Jianfu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00868-7.

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2020Executive compensation and risk-taking of Chinese banks. (2020). Huang, Qhuang. In: MPRA Paper. RePEc:pra:mprapa:100377.

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2020Stock returns and investor sentiment: textual analysis and social media. (2020). Hall, Joshua ; Nowak, Adam ; McGurk, Zachary. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09494-4.

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2020Bank Lending and Monetary Transmission: Does Politics Matter?. (2020). Ghosh, Saibal. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:2:d:10.1007_s40953-019-00190-y.

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Works by Chi-Hsiou Daniel Hung:


YearTitleTypeCited
2015Non-Tradable Share Reform, Liquidity, and Stock Returns in China In: International Review of Finance.
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article4
2004CAPM, Higher Co‐moment and Factor Models of UK Stock Returns In: Journal of Business Finance & Accounting.
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article3
2008Return Predictability of Higher‐Moment CAPM Market Models In: Journal of Business Finance & Accounting.
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article0
2007Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns In: Working Papers.
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paper1
2007Exploiting Predictability in International Anomalies In: Working Papers.
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paper0
2007Return Explanatory Ability and Predictability of Non-Linear Market Models In: Working Papers.
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paper0
2014How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea? In: Emerging Markets Review.
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article3
2012When does investor sentiment predict stock returns? In: Journal of Empirical Finance.
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article49
2012Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence In: International Review of Financial Analysis.
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article4
2017Bank political connections and performance in China In: Journal of Financial Stability.
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article13
2014Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods In: Journal of International Financial Markets, Institutions and Money.
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article1
2014Corporate bond prices and idiosyncratic risk: Evidence from Australia In: Journal of International Financial Markets, Institutions and Money.
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article1
2016An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis In: Journal of International Financial Markets, Institutions and Money.
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article10
2009Investor sentiment as conditioning information in asset pricing In: Journal of Banking & Finance.
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article37
2011Informed momentum trading versus uninformed naive investors strategies In: Journal of Banking & Finance.
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article6
2018Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks In: Journal of Banking & Finance.
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article1
2017Corporate financing and anticipated credit rating changes In: Review of Quantitative Finance and Accounting.
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article6
2013Active momentum trading versus passive naive diversification In: Quantitative Finance.
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article1

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