• 國籍 Nationality:
• 英國 United Kingdom

• 受獎年度 Year:
• 2016

• 研究機構 Position Then:
• 
  University of Glasgow

• 職稱 Title:
• Associate professor
  副教授

• 研究主題 Topic of Research Plan:
• Macro Liquidity, Micro Liquidity and Proximity of China’s Stock Bubble Burst

• 網頁 Web Site:
• http://www.gla.ac.uk/schools/business/staff/danielhung/

• 著作目錄 Article Catalog:
• • Hung, C.-H. D., Chen, Quiliang and Fang, V., 2015, Non-Tradable Share Reform, Liquidity and Stock Returns in China, International Review of Finance, 15, 27-54.
  • Hung, C.-H. D. and Banerjee, A., 2014, How Do Momentum Strategies Score against Individual Investors in Taiwan, Hong Kong and Korea, Emerging Markets Review, 21, 67-81.
  • Fang, Victor and Hung, Chi-Hsiou D., 2014, Corporate Bond Prices and Idiosyncratic Risk: Evidence from Australia. Journal of International Financial Markets, Institutions and Money, 33, 99-114.
  • Hung, Chi-Hsiou D., Azad, A.S.M. Sohel, and 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, 31, 14-29.
  • Banerjee, A. and Hung, C.-H. D., 2013, Active Momentum Trading versus Passive "1/N Naive Diversification, Quantitative Finance, 13 (5), 655-663.
  • Azad, S., Fang, V. and Hung, C.-H. D., 2012, Linking Interest Rate Swap Markets to Macroeconomic Risk: US and UK evidence, International Review of Financial Analysis, 22, 38-47.
  • Hung, C.-H. D., Chen, Quiliang and Fang, V., 2015, Non-Tradable Share Reform, Liquidity and Stock Returns in China, International Review of Finance, 15, 27-54.
  • Hung, C.-H. D. and Banerjee, A., 2014, How Do Momentum Strategies Score against Individual Investors in Taiwan, Hong Kong and Korea, Emerging Markets Review, 21, 67-81.
  • Fang, Victor and Hung, Chi-Hsiou D., 2014, Corporate Bond Prices and Idiosyncratic Risk: Evidence from Australia. Journal of International Financial Markets, Institutions and Money, 33, 99-114.
  • Hung, Chi-Hsiou D., Azad, A.S.M. Sohel, and 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, 31, 14-29.
  • Banerjee, A. and Hung, C.-H. D., 2013, Active Momentum Trading versus Passive "1/N Naive Diversification, Quantitative Finance, 13 (5), 655-663.
  • Azad, S., Fang, V. and Hung, C.-H. D., 2012, Linking Interest Rate Swap Markets to Macroeconomic Risk: US and UK evidence, International Review of Financial Analysis, 22, 38-47.

• 獎助成果發表 Research Report: