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How do momentum strategies 'score' against individual investors in Taiwan, Hong Kong and Korea?
Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan - In: Emerging markets review 21 (2014), pp. 67-81
Persistent link: https://www.econbiz.de/10011304337
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Corporate financing and anticipated credit rating changes
Hung, Chi-Hsiou D.; Banerjee, Anurag Narayan; Meng, Qingrui - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 893-915
Persistent link: https://www.econbiz.de/10011796915
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How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?
Hung, Chi-Hsiou D.; Banerjee, Anurag N. - In: Emerging Markets Review 21 (2014) C, pp. 67-81
We compare the momentum strategies to “naive” uninformed strategies in Taiwan, Hong Kong, and Korea. The high participation of individual investors in these economies makes it an ideal setting to use the score function proposed by Banerjee and Hung (BH, 2011). As in BH we find that the...
Persistent link: https://www.econbiz.de/10011117807
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Determinants of stock returns : factors or systematic co-moments? ; crisis versus non-crisis periods
Hung, Chi-Hsiou D.; Azad, A. S. M. Sohel; Fang, Victor - In: Journal of international financial markets, … 31 (2014), pp. 14-29
Persistent link: https://www.econbiz.de/10011299361
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Corporate bond prices and idiosyncratic risk : evidence from Australia
Fang, Victor; Hung, Chi-Hsiou D. - In: Journal of international financial markets, … 33 (2014), pp. 99-114
Persistent link: https://www.econbiz.de/10011299865
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Non-tradable share reform, liquidity, and stock returns in China
Hung, Chi-Hsiou D.; Chen, Qiuliang; Fang, Victor - In: International review of finance 15 (2015) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10011337046
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Investor sentiment and the pre-FOMC announcement drift
Guo, Haifeng; Hung, Chi-Hsiou D.; Kontonikas, Alexandros - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012485731
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Competition or manipulation? : an empirical evidence of determinants of the earnings persistence of the U.S. banks
Hung, Chi-Hsiou D.; Jiang, Yuxiang; Liu, Hong; Tu, Hong - In: Journal of banking & finance 88 (2018), pp. 442-454
Persistent link: https://www.econbiz.de/10011962960
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Bank political connections and performance in China
Hung, Chi-Hsiou D.; Jiang, Yuxiang; Liu, Hong; Tu, Hong; … - In: Journal of financial stability 32 (2017), pp. 57-69
Persistent link: https://www.econbiz.de/10011877635
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Peer firms' credit rating changes and corporate financing
Hung, Chi-Hsiou D.; Naeem, Shammyla; Wei, K. C. John - In: The European journal of finance 26 (2020) 1, pp. 41-63
Persistent link: https://www.econbiz.de/10012207179