by members of
Department of Accounting and Finance
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
Adam Smith Business School
University of Glasgow
Glasgow, United Kingdom
| Working papers | Journal articles |
- Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007. "Exploiting Predictability in International Anomalies," Working Papers 2007_03, Durham University Business School.
- Chi-Hsiou Hung, 2007. "Return Explanatory Ability and Predictability of Non-Linear Market Models," Working Papers 2007_05, Durham University Business School.
- Chi-Hsiou Hung, 2007. "Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns," Working Papers 2007_02, Durham University Business School.
- Devraj Basu & Chi-Hsiou Hung & Roel Oomen & Alexander Stremme, 2006. "When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?," Working Papers, Warwick Business School, Finance Group wpn06-13, Warwick Business School, Finance Group.
- Anurag N. Banerjee & Chi-Hsiou D. Hung, 2013. "Active momentum trading versus passive ' naive diversification'," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(5), pages 655-663, January.
- Azad, A.S.M. Sohel & Fang, Victor & Hung, Chi-Hsiou, 2012. "Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence," International Review of Financial Analysis, Elsevier, Elsevier, vol. 22(C), pages 38-47.
- Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012. "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, Elsevier, vol. 19(2), pages 217-240.
- Banerjee, Anurag & Hung, Chi-Hsiou, 2011. "Informed momentum trading versus uninformed "naive" investors strategies," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(11), pages 3077-3089, November.
- Ho, Chienwei & Hung, Chi-Hsiou, 2009. "Investor sentiment as conditioning information in asset pricing," Journal of Banking & Finance, Elsevier, Elsevier, vol. 33(5), pages 892-903, May.
- Chi-Hsiou Hung, 2008. "Return Predictability of Higher-Moment CAPM Market Models," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 35(7-8), pages 998-1022.
- Daniel Chi-Hsiou Hung & Mark Shackleton & Xinzhong Xu, 2004. "CAPM, Higher Co-moment and Factor Models of UK Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 31(1-2), pages 87-112.