All Stories

  1. Flight to Lottery Ahead of FOMC Announcements: Institutional Investors or Retail Investors?

    Article • British Journal of Management, July 2023, Wiley

    Professor Chi-Hsiou Hung

  2. The Fed and the stock market: A tale of sentiment states

    Article • Journal of International Money and Finance, November 2022, Elsevier

    Professor Chi-Hsiou Hung

  3. Investor sentiment and the pre-FOMC announcement drift

    Article • Finance Research Letters, January 2021, Elsevier

    Professor Chi-Hsiou Hung

  4. Peer firms’ credit rating changes and corporate financing

    Article • European Journal of Finance, October 2019, Taylor & Francis

    Professor Chi-Hsiou Hung

  5. Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks

    Article • Journal of Banking & Finance, March 2018, Elsevier

    Professor Chi-Hsiou Hung

  6. Bank political connections and performance in China

    Article • Journal of Financial Stability, October 2017, Elsevier

    Professor Chi-Hsiou Hung

  7. Capital Structure Adjustments of Bank Holding Companies and Subsidiary Failure

    Article • SSRN Electronic Journal, January 2017, Elsevier

    Professor Chi-Hsiou Hung

  8. Corporate financing and anticipated credit rating changes

    Article • Review of Quantitative Finance and Accounting, April 2016, Springer Science + Business Media

    Professor Chi-Hsiou Hung

  9. An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis

    Article • Journal of International Financial Markets Institutions and Money, March 2016, Elsevier

    Professor Chi-Hsiou Hung

  10. Non-Tradable Share Reform, Liquidity, and Stock Returns in China

    Article • International Review of Finance, January 2015, Wiley

    Professor Chi-Hsiou Hung

  11. How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?

    Article • Emerging Markets Review, December 2014, Elsevier

    Professor Chi-Hsiou Hung

  12. Corporate bond prices and idiosyncratic risk: Evidence from Australia

    Article • Journal of International Financial Markets Institutions and Money, November 2014, Elsevier

    Professor Chi-Hsiou Hung

  13. Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods

    Article • Journal of International Financial Markets Institutions and Money, July 2014, Elsevier

    Professor Chi-Hsiou Hung

  14. Non-Tradable Share Reform, Liquidity and Stock Returns in China

    Article • SSRN Electronic Journal, January 2014, Elsevier

    Professor Chi-Hsiou Hung

  15. Active momentum trading versus passive ‘ naive diversification’

    Article • Quantitative Finance, May 2013, Taylor & Francis

    Professor Chi-Hsiou Hung

  16. Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence

    Article • International Review of Financial Analysis, April 2012, Elsevier

    Professor Chi-Hsiou Hung

  17. When does investor sentiment predict stock returns?

    Article • Journal of Empirical Finance, March 2012, Elsevier

    Professor Chi-Hsiou Hung

  18. Fama-Macbeth Test Under Firm Dynamics

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Professor Chi-Hsiou Hung

  19. Informed momentum trading versus uninformed “naive” investors strategies

    Article • Journal of Banking & Finance, November 2011, Elsevier

    Professor Chi-Hsiou Hung

  20. Informed Momentum Trading versus Uninformed 'Naive' Investors Strategies

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Professor Chi-Hsiou Hung

  21. Active Momentum Trading versus Passive '1/N Naive Diversification'

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Professor Chi-Hsiou Hung

  22. When Does Investor Sentiment Predict Stock Returns?

    Article • SSRN Electronic Journal, January 2010, Elsevier

    Professor Chi-Hsiou Hung

  23. Investor sentiment as conditioning information in asset pricing

    Article • Journal of Banking & Finance, May 2009, Elsevier

    Dr. Jerry Chienwei Ho, Professor Chi-Hsiou Hung

  24. Return Predictability of Higher‐Moment CAPM Market Models

    Article • Journal of Business Finance &amp Accounting, September 2008, Wiley

    Professor Chi-Hsiou Hung

  25. Anomaly Timing

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Professor Chi-Hsiou Hung

  26. Return Predictability of Higher-Moment CAPM Market Models

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Professor Chi-Hsiou Hung

  27. Investor Sentiment as Conditioning Information in Asset Pricing

    Article • SSRN Electronic Journal, January 2008, Elsevier

    Professor Chi-Hsiou Hung

  28. Exploiting Predictability in International Anomalies

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Professor Chi-Hsiou Hung

  29. Return Explanatory Ability and Predictability of Non-Linear Market Models

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Professor Chi-Hsiou Hung

  30. CAPM, Higher Co‐moment and Factor Models of UK Stock Returns

    Article • Journal of Business Finance &amp Accounting, January 2004, Wiley

    Professor Chi-Hsiou Hung

  31. CAPM, Higher Co-moment and Factor Models of UK Stock Returns

    Article • SSRN Electronic Journal, January 2003, Elsevier

    Professor Chi-Hsiou Hung