7
H index
6
i10 index
274
Citations
Chi-Hsiou Daniel Hung : Citation Profile
University of Glasgow | RESEARCH PRODUCTION: 18 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2004 - 2022). Relations with other researchers
Works with: 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:
| Cites to:
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Main data
Where Chi-Hsiou Daniel Hung has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 3 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Journal of Business Finance & Accounting | 2 |
Recent works citing Chi-Hsiou Daniel Hung (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The Impact of Customer Online Satisfaction on Stock Returns: Evidence from the E-commerce Reviews in China. (2023). Yin, Libo ; Wu, Junran ; Zhou, Zhenkun ; Su, Zhi. In: Papers. RePEc:arx:papers:2306.12119. Full description at Econpapers || Download paper |
| 2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper |
| 2023 | Political connections of Chinese fund management companies and fund performance. (2023). Zhao, Yunfei ; Kryzanowski, Lawrence ; He, Chao. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:597-627. Full description at Econpapers || Download paper |
| 2023 | How revolving-door recruitment makes firms stand out in land market: Evidence from China. (2023). Wang, Hui ; Lu, Shenghua. In: China Economic Review. RePEc:eee:chieco:v:78:y:2023:i:c:s1043951x23000275. Full description at Econpapers || Download paper |
| 2023 | Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments. (2023). Su, Zhihao ; Zhu, Yingke ; Huang, Xiaoru ; Deng, Shangkun ; Shimada, Tatsuro ; Fu, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001838. Full description at Econpapers || Download paper |
| 2023 | Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438. Full description at Econpapers || Download paper |
| 2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper |
| 2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper |
| 2023 | Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744. Full description at Econpapers || Download paper |
| 2023 | Staying on top: Political cycles in private bank lending. (2023). Weill, Laurent ; Fungáčová, Zuzana ; Solanko, Laura ; Schoors, Koen ; Fungaova, Zuzana. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:51:y:2023:i:3:p:899-917. Full description at Econpapers || Download paper |
| 2023 | The role of investor behavior in emerging stock markets: Evidence from Vietnam. (2023). Phan, Truc ; Vo, Xuan Vinh ; Bertrand, Philippe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:367-376. Full description at Econpapers || Download paper |
| 2023 | Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185. Full description at Econpapers || Download paper |
| 2023 | Analyses for the effects of investor sentiment on the price adjustment behaviors for stock market and REIT market. (2023). Tsai, Ming Shann ; Chiang, Shu Ling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:425-439. Full description at Econpapers || Download paper |
| 2023 | Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948. Full description at Econpapers || Download paper |
| 2023 | The predictability of skewness risk premium on stock returns: Evidence from Chinese market. (2023). Wang, Linyu ; Ni, Zhongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:576-594. Full description at Econpapers || Download paper |
| 2023 | Do the Levels of Environmental Sustainability Disclosure and Indebtness Affect the Quality of Earnings?. (2023). Lima, Armindo ; Silva, Diana ; Monteiro, Albertina ; Pereira, Claudia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2871-:d:1058392. Full description at Econpapers || Download paper |
| 2023 | China and U.S. organizational culture via value statements: an emic-etic yin-yang approach. (2023). Deng, Yiheng ; Koch, Pamela Tremain. In: Asian Business & Management. RePEc:pal:abaman:v:22:y:2023:i:3:d:10.1057_s41291-022-00194-2. Full description at Econpapers || Download paper |
| 2023 | A Statistical Analysis of Chinese Stock Indices Returns From Approach of Parametric Distributions Fitting. (2023). Nadarajah, Saralees ; Si, Yuancheng. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:1:d:10.1007_s40745-022-00421-9. Full description at Econpapers || Download paper |
| 2023 | Impact of public news sentiment on stock market index return and volatility. (2023). Corazza, Marco ; Costola, Michele ; Anese, Gianluca ; Pelizzon, Loriana. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00454-2. Full description at Econpapers || Download paper |
| 2023 | Conventional and Islamic Equity Market Reaction Towards Terrorism: Evidence Based on Target Types, Location and Islamic Calendar Months. (2023). Yassir, Hussain Rana ; Haroon, Hussain ; Mohd, Taib Hasniza ; Hira, Irshad. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:33:y:2023:i:4:p:70-116:n:2. Full description at Econpapers || Download paper |
| 2024 | Corporate governance, policies, and outcomes: The appointment of military connected boards and sustainability. (2024). Maneenop, Sakkakom ; Jaroenjitrkam, Anutchanat ; Treepongkaruna, Sirimon. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:1:p:448-471. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Chi-Hsiou Daniel Hung:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Non-Tradable Share Reform, Liquidity, and Stock Returns in China In: International Review of Finance. [Full Text][Citation analysis] | article | 6 |
| 2004 | CAPM, Higher Co?moment and Factor Models of UK Stock Returns In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 21 |
| 2008 | Return Predictability of Higher?Moment CAPM Market Models In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
| 2007 | Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Exploiting Predictability in International Anomalies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Return Explanatory Ability and Predictability of Non-Linear Market Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 4 |
| 2012 | When does investor sentiment predict stock returns? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 97 |
| 2012 | Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2021 | Investor sentiment and the pre-FOMC announcement drift In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2017 | Bank political connections and performance in China In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 36 |
| 2014 | Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2014 | Corporate bond prices and idiosyncratic risk: Evidence from Australia In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2016 | An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 12 |
| 2009 | Investor sentiment as conditioning information in asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 54 |
| 2011 | Informed momentum trading versus uninformed naive investors strategies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2018 | Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | The Fed and the stock market: A tale of sentiment states In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | Corporate financing and anticipated credit rating changes In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 11 |
| 2020 | Peer firms’ credit rating changes and corporate financing In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Active momentum trading versus passive naive diversification In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team