Chi-Hsiou Daniel Hung : Citation Profile


Are you Chi-Hsiou Daniel Hung?

University of Glasgow

4

H index

3

i10 index

101

Citations

RESEARCH PRODUCTION:

15

Articles

4

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 7
   Journals where Chi-Hsiou Daniel Hung has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 7 (6.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu310
   Updated: 2018-10-20    RAS profile: 2018-03-07    
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Relations with other researchers


Works with:

Banerjee, Anurag (3)

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:

JAWADI, Fredj (3)

Yuan, Yu (2)

Stambaugh, Robert (2)

Guidolin, Massimo (2)

Smales, Lee (2)

KOSTAKIS, ALEXANDROS (2)

Hashem, Nawar (2)

Florackis, Chris (1)

Ftiti, Zied (1)

Kocsis, Zalan (1)

Brooks, Robert (1)

Cites to:

French, Kenneth (13)

Titman, Sheridan (13)

Fama, Eugene (12)

Shleifer, Andrei (10)

Stambaugh, Robert (10)

Harvey, Campbell (9)

Campbell, John (8)

Pastor, Lubos (7)

Hirshleifer, David (6)

Shackleton, Mark (5)

Amihud, Yakov (5)

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 (2018 and 2017)


YearTitle of citing document
2018Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain. (2018). Jiang, Yong ; Zhou, Zhongbao. In: Papers. RePEc:arx:papers:1803.02962.

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2018Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. (2018). Calès, Ludovic ; Fisikopoulos, Vissarion ; Emiris, Ioannis Z ; Chalkis, Apostolos. In: Papers. RePEc:arx:papers:1803.05861.

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2018Consumer confidence’s boom and bust in Latin America. (2018). Camacho, Maximo ; Soto, Fernando. In: Working Papers. RePEc:bbv:wpaper:1802.

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2017The Validity of Investor Sentiment Proxies. (2017). Smales, Lee ; Khuu, Joyce ; Durand, Robert B ; Chan, Felix. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:473-477.

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2018Measuring the effect of watch-preceded and direct rating changes: a note on credit markets. (2018). Kiesel, F ; Kolaric, S. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:87386.

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2018Policy announcement and credit risk: zero interest rate policy and quantitative monetary easing policy. (2018). Hanabusa, Kunihiro. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00759.

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2017Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia. (2017). Gunathilaka, Chandana ; Balia, Sophee Sulong ; Jais, Mohamad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-57.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2018The effect of the political connections of government bank CEOs on bank performance during the financial crisis. (2018). Chen, Hung-Kun ; Yen, Ju-Fang ; Lin, Chih-Yung ; Liao, Yin-Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:130-143.

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2018Financial stability in Europe: Banking and sovereign risk. (2018). Kočenda, Evžen ; Bruha, Jan ; Koenda, Even ; Brha, Jan. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:305-321.

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2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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2018What does investors online divergence of opinion tell us about stock returns and trading volume?. (2018). Al-Nasseri, Alya ; Ali, Faek Menla. In: Journal of Business Research. RePEc:eee:jbrese:v:86:y:2018:i:c:p:166-178.

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2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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2018Analytical valuation for geometric Asian options in illiquid markets. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:175-191.

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2018Seasonality in the Saudi stock market: The Hajj effect. (2018). Wasiuzzaman, Shaista. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:273-281.

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2018Investor sentiment and evaporating liquidity during the financial crisis. (2018). Chiu, Junmao ; Wu, Chih-Chiang ; Ho, Keng-Yu ; Chung, Huimin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:21-36.

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2018Bank stability and refinancing operations during the crisis: Which way causality?. (2018). , Ivo ; Soederhuizen, Beau. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:79-89.

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2018Shorter and easier is more useful: A longitudinal analysis of how financial report enforcement affects individual investors. (2018). Pascual-Ezama, David ; de Liao, Beatriz Gil-Gomez ; Sanchez-Martin, Maria-del-Pilar, ; Paredes, Mercedes Rodriguez . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:74:y:2018:i:c:p:29-37.

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2017An Empirical Examination of the Incremental Contribution of Stock Characteristics in UK Stock Returns. (2017). Fletcher, Jonathan. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:21-:d:114588.

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2018The role of political patronage on risk-taking behavior of banks in Middle East and North Africa region. (2018). de Peretti, Christian ; Belkacem, Lotfi ; Braham, Rihem . In: Working Papers. RePEc:hal:wpaper:hal-01762523.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2018Measuring the effect of watch-preceded and direct rating changes: a note on credit markets. (2018). Kiesel, Florian ; Kolaric, Sascha . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0641-1.

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2018Policy uncertainty, derivatives use, and firm-level FDI. (2018). Nguyen, Quang ; Papanastassiou, Marina ; Kim, Trang. In: Journal of International Business Studies. RePEc:pal:jintbs:v:49:y:2018:i:1:d:10.1057_s41267-017-0090-z.

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2018Loss or gain? The impact of Chinese local celebrity endorser scandal on the global market value of the endorsed brands. (2018). Zhang, Junzhou ; Huang, Lei. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:6:y:2018:i:1:d:10.1057_s41270-018-0028-8.

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2018Investors’ Uncertainty and Stock Market Risk. (2018). Escobari, Diego ; Jafarinejad, Mohammad . In: MPRA Paper. RePEc:pra:mprapa:86975.

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2017Whether profitability and investment factors have additional explanatory power comparing with Fama-French Three-Factor Model: empirical evidence on Chinese A-share stock market. (2017). Jiao, Wenting ; Lilti, Jean-Jacques. In: China Finance and Economic Review. RePEc:spr:chfecr:v:5:y:2017:i:1:d:10.1186_s40589-017-0051-5.

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2018Investor Sentiment, Corporate Transparency and Market Returns: Evidence from Taiwan Intraday Data. (2018). Hu, Wu-Yueh ; Chang, Heng-Yu. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:8:y:2018:i:6:f:8_6_4.

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2017Deriving momentum strategies in Chinese stock Market: Using Gene Expression Programming. (2017). Zhu, Yujie ; Wang, Tieqi . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:6:f:7_6_4.

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2017A tale of two states: asymmetries in the UK small, value and momentum premiums. (2017). Sarwar, Golam ; Todorovic, Natasa ; Mateus, Cesario. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:5:p:456-476.

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2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification. (2018). Ftiti, Zied ; JAWADI, Fredj ; Hachicha, Nejib ; Namouri, Hela. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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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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article3
2004CAPM, Higher Co-moment and Factor Models of UK Stock Returns In: Journal of Business Finance & Accounting.
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article17
2008Return Predictability of Higher-Moment CAPM Market Models In: Journal of Business Finance & Accounting.
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article1
2007Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns In: Working Papers.
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paper0
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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article1
2012When does investor sentiment predict stock returns? In: Journal of Empirical Finance.
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article31
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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article2
2017Bank political connections and performance in China In: Journal of Financial Stability.
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article2
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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article0
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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article7
2009Investor sentiment as conditioning information in asset pricing In: Journal of Banking & Finance.
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article29
2011Informed momentum trading versus uninformed naive investors strategies In: Journal of Banking & Finance.
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article2
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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article0
2017Corporate financing and anticipated credit rating changes In: Review of Quantitative Finance and Accounting.
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article2
2013Active momentum trading versus passive naive diversification In: Quantitative Finance.
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article0
2006When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation? In: Working Papers.
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paper3

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