Chi-Hsiou Daniel Hung : Citation Profile

University of Glasgow

8

H index

6

i10 index

337

Citations

RESEARCH PRODUCTION:

18

Articles

3

Papers

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 18
   Journals where Chi-Hsiou Daniel Hung has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 8 (2.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu310
   Updated: 2026-06-20    RAS profile: 2026-02-17    
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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:

Benchimol, Jonathan (6)

Saadon, Yossi (6)

Merella, Vincenzo (4)

Calès, Ludovic (4)

Cepni, Oguzhan (4)

Segev, Nimrod (4)

GUPTA, RANGAN (4)

Duxbury, Darren (4)

Ravazzolo, Francesco (3)

Sherif, Mo (3)

JAWADI, Fredj (3)

Cites to:

Fama, Eugene (15)

Shleifer, Andrei (15)

French, Kenneth (14)

Stambaugh, Robert (12)

Titman, Sheridan (12)

Harvey, Campbell (10)

Campbell, John (10)

Baker, Malcolm (9)

Gürkaynak, Refet (9)

Wurgler, Jeffrey (9)

Summers, Lawrence (8)

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 (2025 and 2024)

YearTitle of citing document
2024Internet sentiment exacerbates intraday overtrading, evidence from A-Share market. (2024). Yifeng, Peng. In: Papers. RePEc:arx:papers:2404.12001.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2026DisSim-FinBERT: Text Simplification for Core Message Extraction in Complex Financial Texts. (2025). Handschuh, Siegfried ; Lee, Choong Lyol ; Niklaus, Christina ; Kim, Wonseong. In: Papers. RePEc:arx:papers:2501.04959.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024Political connections, corruption, and investment decisions of Chinese mutual funds. (2024). Kryzanowski, Lawrence ; He, Chao. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923001622.

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2025Does party organization construction improve chinese banks stability? Evidence from a new textual index. (2025). Jing, Zhongbo ; Wu, Yifei ; Wei, Mingye. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25001993.

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2026Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573.

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2025Expectation formation in financial markets: Heterogeneity and sentiment. (2025). Frijns, Bart ; Huynh, Thanh. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000995.

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2024Economic growth targets and bank risk exposure: Evidence from China. (2024). Liang, Quanxi ; Huang, Jinlan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000580.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2025Tax credit rating changes and the cost of debt financing: Evidence from China. (2025). Wang, Yiying ; Cui, Dangdang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001639.

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2024Local official turnover and bank risk-taking: Evidence from China. (2024). Yuan, Rongli ; Zhang, Siyu ; Luo, Danglun ; Chen, LI ; Li, Yukun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001031.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024Do ‘Lehman Sisters’ work in China? Women on boards and bank risk. (2024). Huang, Yichu ; Fan, Yaoyao ; Ly, Kim Cuong ; Fang, Feifei. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000619.

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2024Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis. (2024). Ali, Shoaib ; Bejaoui, Azza ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006306.

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2024Exploring the investment value of retail sales growth: Evidence from the China Retailer Alliance. (2024). Su, Zhi ; Zhou, Zhenkun ; Ren, Tao ; Wu, Danni. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003945.

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2024Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017.

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2024Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market. (2024). Wang, YE ; Zhao, Xiaojuan ; Liu, Weiyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000234.

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2024One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945.

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2024Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China. (2024). Zhang, Yaojie ; Xiao, Jihong ; Jiang, Jiajie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000544.

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2024Social media sentiment contagion and stock price jumps and crashes. (2024). Xiong, Yan ; Yang, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002725.

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2025What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market. (2025). , Keith ; Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500023x.

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2025Revisiting the role of investor sentiment in the stock market. (2025). Tiwari, Aviral ; Pham, Huy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002527.

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2025Evolution of investor sentiment: A systematic literature review and bibliometric analysis. (2025). Li, Kai ; de Mello, Lurion ; Huynh, Nhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002783.

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2025News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703.

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2024Does haze-related sentiment affect income inequality in China?. (2024). Lei, Yongyu ; Zong, Xiangyu ; Guo, Minjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003484.

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2025Investor sentiment and market returns: A multi-horizon analysis. (2025). Ngo, Vu Minh ; Nguyen, Huan Huu ; van Nguyen, Phuc ; Pham, Luan Minh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400494x.

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2025Newly-constructed Chinese geopolitical risk index and trade stock returns. (2025). Gözgör, Giray ; Zeng, Qing ; Zhang, Jixiang ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004987.

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2025The effect of political connections on earnings management: Evidence from ECB-supervised banks. (2025). Augusto, Mrio ; Proena, Catarina ; Murteira, Jos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400504x.

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2025The role of Guru investor in Bitcoin: Evidence from Kolmogorov-Arnold Networks. (2025). Shen, Dehua ; Wu, Yize. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000455.

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2025Board digital expertise and digital innovation: Evidence from commercial banks in China. (2025). Zheng, Xiaolan ; Yu, Shengjing ; Liu, Martin J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001102.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2025What’s Trending? Stock-Level Investor Sentiment and Returns. (2025). Hu, Huajing ; Liu, Hongqi ; Krystyniak, Karolina. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:158-:d:1736668.

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2025Order Book Liquidity on Crypto Exchanges. (2025). Hanke, Michael ; Gramlich, Marius ; Angerer, Martin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:3:p:124-:d:1601444.

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2024The Impact of Heterogeneous Market Sentiments on Corporate Risk-Taking and Governance. (2024). Liu, Hangbo ; Guo, Xuemeng ; Sheng, Dachen. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3505-:d:1517532.

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2024How Does Government Information Access Interplay with Resources of Emerging Market Small and Medium-Sized Enterprises for Innovation? Evidence from Vietnam. (2024). Ri, YU ; Roh, Taewoo. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5703-:d:1428436.

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2025Investor Sentiment and the Pricing of Macro Risks for Hedge Funds. (2025). Chen, Zhuo ; Zhu, Xiaoquan ; Lu, Andrea. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:2:p:1623-1645.

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2024Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing. (2024). Lawal, Rodiat ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01214-8.

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2025A befektetési alapok tőkeáramlásai és a befektetői hangulat kapcsolata a magyar részvénypiacon. (2025). Nagy, Attila Zoltn. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2250.

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2024Development and Validation of an Islamic Investor€™s Sentiment Scale for Stock Market Investment. (2024). Begam, Rahila M ; Sulphey, M M ; Babu, Manivannan. In: Business Perspectives and Research. RePEc:sae:busper:v:12:y:2024:i:1:p:26-44.

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2024Investors€™ Irrational Sentiment and Stock Market Returns: A Quantile Regression Approach Using Indian Data. (2024). Yadav, Yamini ; Naik, Pramod Kumar. In: Business Perspectives and Research. RePEc:sae:busper:v:12:y:2024:i:1:p:45-64.

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2025Sentiment and Tone Analysis of Corporate Communication in Different Market Conditions. (2025). Nettayanun, Sampan ; Kwanjai, Mesirin. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:3:p:21582440251363860.

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2025Consumer negative opinions on stock returns: evidence from E-commerce reviews in China. (2025). Zhou, Zhenkun ; Wu, Danni ; Su, Zhi. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00746-9.

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2025Cross-sectional anomalies and conditional asset pricing models based on investor sentiment: evidence from the Chinese stock market. (2025). Zhou, Zhongqiang ; Wu, Jiajia ; Xiong, Xiong ; Huang, Ping. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00774-z.

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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2025Financial stability through a global perspective: an in-depth integrative review. (2025). Singh, Jagvinder ; Singhania, Shubham ; Sardana, Varda ; Khetan, Rishika. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:16:y:2025:i:8:d:10.1007_s13198-025-02831-3.

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2024Financial Literacy, Financial Innovation, and Financial Inclusion as Mitigating Factors of the Adverse Effect of Corruption on Banking Stability Indicators. (2024). Madaleno, Mara ; Jungo, Joo ; Botelho, Anabela. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01442-2.

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2025The Relationship Between CEO Characteristics and Banks’ Risk-Taking: Review and Research Directions. (2025). Hertrampf, Patrick ; Brunner-Kirchmair, Thomas M ; Wiedemann, Arnd. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:77:y:2025:i:1:d:10.1007_s41471-024-00199-x.

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2024Corporate governance, policies, and outcomes: The appointment of military connected boards and sustainability. (2024). Treepongkaruna, Sirimon ; Maneenop, Sakkakom ; Jaroenjitrkam, Anutchanat. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:1:p:448-471.

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2025Financial flexibility and the persistence of extreme financial leverage policies: A new empirical approach. (2025). Ebrahimi, Tahera ; Alnajjar, Basil. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:34:y:2025:i:2:p:85-108.

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2024Investor trading behavior and asset prices: Evidence from quantile regression analysis. (2024). Lin, Weinan ; Zhou, Liyun ; Yang, Chunpeng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1722-1744.

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2024Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI‐listed firms. (2024). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3487-3509.

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2025Do political connections matter for bank efficiency in times of crisis?. (2025). Elmasry, Ahmed A ; Tortosaausina, Emili ; Mollah, Sabur ; Abdelsalam, Omneya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:602-625.

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2026The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms. (2026). Le, Khai ; Judge, Amrit ; Ly, Kim. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:3:p:562-581.

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2025Corruption‐induced bank nonperforming loans. (2025). Hou, Wanyue ; Ye, Yongwei ; Tao, Yunqing. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:4:p:2014-2028.

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2026Sentiment volatility and financial constraints in stock returns. (2026). Lau, Jin. In: Review of Financial Economics. RePEc:wly:revfec:v:44:y:2026:i:1:n:e70019.

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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.
[Full Text][Citation analysis]		article7
2004CAPM, Higher Co‐moment and Factor Models of UK Stock Returns In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article21
2008Return Predictability of Higher‐Moment CAPM Market Models In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article1
2007Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper3
2007Exploiting Predictability in International Anomalies In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2007Return Explanatory Ability and Predictability of Non-Linear Market Models In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2014How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea? In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2012When does investor sentiment predict stock returns? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article129
2012Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2021Investor sentiment and the pre-FOMC announcement drift In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2017Bank political connections and performance in China In: Journal of Financial Stability.
[Full Text][Citation analysis]		article49
2014Determinants 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]		article1
2014Corporate bond prices and idiosyncratic risk: Evidence from Australia In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2016An 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]		article13
2009Investor sentiment as conditioning information in asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article58
2011Informed momentum trading versus uninformed naive investors strategies In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2018Competition 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]		article4
2022The Fed and the stock market: A tale of sentiment states In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2017Corporate financing and anticipated credit rating changes In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article13
2020Peer firms’ credit rating changes and corporate financing In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2013Active momentum trading versus passive naive diversification In: Quantitative Finance.
[Full Text][Citation analysis]		article2

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