| When does investor sentiment predict stock returns? SL Chung, CH Hung, CY Yeh Journal of Empirical Finance 19 (2), 217-240, 2012 | 400 | 2012 |
| Investor sentiment as conditioning information in asset pricing C Ho, CH Hung Journal of Banking & Finance 33 (5), 892-903, 2009 | 217 | 2009 |
| CAPM, higher co‐moment and factor models of UK stock returns DCH Hung, M Shackleton, X Xu Journal of Business Finance & Accounting 31 (1‐2), 87-112, 2004 | 163 | 2004 |
| Bank political connections and performance in China CHD Hung, Y Jiang, FH Liu, H Tu, S Wang Journal of Financial Stability 32, 57-69, 2017 | 118 | 2017 |
| Predicting stock market returns and volatility with investor sentiment: Evidence from eight developed countries JC Ho, CHD Hung Available at SSRN 2279339, 2012 | 38 | 2012 |
| Corporate financing and anticipated credit rating changes CHD Hung, A Banerjee, Q Meng Review of quantitative finance and accounting 48, 893-915, 2017 | 31* | 2017 |
| Momentum, size and value factors versus systematic co-moments in stock returns CHD Hung Available at SSRN 965765, 2008 | 25 | 2008 |
| Non‐Tradable Share Reform, Liquidity, and Stock Returns in C hina CHD Hung, Q Chen, V Fang International Review of Finance 15 (1), 27-54, 2015 | 24 | 2015 |
| Return Predictability of Higher‐Moment CAPM Market Models CH Hung Journal of Business Finance & Accounting 35 (7‐8), 998-1022, 2008 | 23 | 2008 |
| Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the US banks CHD Hung, Y Jiang, FH Liu, H Tu Journal of Banking & Finance 88, 442-454, 2018 | 22 | 2018 |
| An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis A Banerjee, CHD Hung, KL Lo Journal of International Financial Markets, Institutions and Money 41, 102-120, 2016 | 21 | 2016 |
| Linking the interest rate swap markets to the macroeconomic risk: the UK and US evidence ASMS Azad, V Fang, CH Hung International Review of Financial Analysis 22, 38-47, 2012 | 17 | 2012 |
| Informed momentum trading versus uninformed “naive” investors strategies A Banerjee, CH Hung Journal of Banking & Finance 35 (11), 3077-3089, 2011 | 15 | 2011 |
| Investor sentiment and the pre-FOMC announcement drift H Guo, CHD Hung, A Kontonikas Finance Research Letters 38, 101443, 2021 | 14 | 2021 |
| Active momentum trading versus passive ‘1/N naive diversification AN Banerjee, CHD Hung Quantitative Finance 13 (5), 655-663, 2013 | 12 | 2013 |
| The four-moment CAPM and non-linear market models in momentum and size strategies CHD Hung EFMA, 2007 | 12 | 2007 |
| Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods CHD Hung, ASMS Azad, V Fang Journal of International Financial Markets, Institutions and Money 31, 14-29, 2014 | 11 | 2014 |
| When to pick the losers: Do sentiment indicators improve dynamic asset allocation? D Basu, CHD Hung, RCA Oomen, A Stremme EFA 2006 Zurich Meetings Paper, Cass Business School Research Paper, Durham …, 2006 | 11 | 2006 |
| The Fed and the stock market: A tale of sentiment states H Guo, CHD Hung, A Kontonikas Journal of International Money and Finance 128, 102707, 2022 | 10 | 2022 |
| How do momentum strategies ‘score’against individual investors in Taiwan, Hong Kong and Korea? CHD Hung, AN Banerjee Emerging Markets Review 21, 67-81, 2014 | 10 | 2014 |
Anurag N BanerjeeDurham UniversityVerified email at durham.ac.uk
