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Chi-Hsiou Daniel Hung

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Personal Details

First Name:Chi-Hsiou
Middle Name:Daniel
Last Name:Hung
RePEc Short-ID:phu310
Postal Address:
Location: Glasgow, United Kingdom
Phone: +44 (0) 141 330 3993
Fax: +44 (0)141 330 4939
Postal: Adam Smith Building, Glasgow G12 8RT
Handle: RePEc:edi:dfglauk (more details at EDIRC)
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  1. Chi-Hsiou Hung, 2007. "Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns," Working Papers 2007_02, Durham University Business School.
  2. Devraj Basu & Chi-Hsiou Hung & Alexander Stremme, 2007. "Exploiting Predictability in International Anomalies," Working Papers 2007_03, Durham University Business School.
  3. Chi-Hsiou Hung, 2007. "Return Explanatory Ability and Predictability of Non-Linear Market Models," Working Papers 2007_05, Durham University Business School.
  4. Devraj Basu & Chi-Hsiou Hung & Roel Oomen & Alexander Stremme, 2006. "When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?," Working Papers wpn06-13, Warwick Business School, Finance Group.
  1. Fang, Victor & Hung, Chi-Hsiou D., 2014. "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 99-114.
  2. Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor, 2014. "Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 14-29.
  3. Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014. "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, vol. 21(C), pages 67-81.
  4. Anurag N. Banerjee & Chi-Hsiou D. Hung, 2013. "Active momentum trading versus passive ' naive diversification'," Quantitative Finance, Taylor & Francis Journals, vol. 13(5), pages 655-663, January.
  5. 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, vol. 22(C), pages 38-47.
  6. Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012. "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 217-240.
  7. Banerjee, Anurag & Hung, Chi-Hsiou, 2011. "Informed momentum trading versus uninformed "naive" investors strategies," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3077-3089, November.
  8. Ho, Chienwei & Hung, Chi-Hsiou, 2009. "Investor sentiment as conditioning information in asset pricing," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 892-903, May.
  9. Chi-Hsiou Hung, 2008. "Return Predictability of Higher-Moment CAPM Market Models," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7-8), pages 998-1022.
  10. 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, vol. 31(1-2), pages 87-112.

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