User profiles for J. Christopher Hughen
J. Christopher HughenAssociate Professor of Finance, University of Denver Verified email at du.edu Cited by 242 |
The efficiency of international information flow: Evidence from the ETF and CEF prices
While similar in their trading and organization, closed-end funds (CEFs) and exchange-traded
funds (ETFs) differ in their liquidity and ease of arbitrage. We compare their price …
funds (ETFs) differ in their liquidity and ease of arbitrage. We compare their price …
Who are the noise traders?
JC Hughen, CG McDonald - Journal of Financial Research, 2005 - Wiley Online Library
Closed‐end funds often trade at a discount to net asset value. Previous research suggests
that the positive correlation in discounts is associated with investor sentiment that causes …
that the positive correlation in discounts is associated with investor sentiment that causes …
How effective is arbitrage of foreign stocks? The case of the Malaysia Exchange‐Traded Fund
JC Hughen - Multinational Business Review, 2003 - emerald.com
… J. Christopher Hughen, CFA is an assistant professor in the finance department at Bowling
Green State University. His research interests include international financial investments and …
Green State University. His research interests include international financial investments and …
Stock returns and the US dollar: the importance of monetary policy
Purpose – In the increasingly globalized economy, foreign exchange fluctuations have
multiple, conflicting effects on domestic stock prices. The purpose of this paper is to examine …
multiple, conflicting effects on domestic stock prices. The purpose of this paper is to examine …
Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China
D Liu, Q Qiu, JC Hughen, P Lung - International Review of Economics & …, 2019 - Elsevier
We study the price discovery in price disagreement between the China ETF 50 index and
option markets. The price disagreement is measured by upper and lower option boundary …
option markets. The price disagreement is measured by upper and lower option boundary …
Risk management in student-managed funds: Earnings announcements and the collar strategy
JC Hughen, PP Lung - Managerial Finance, 2020 - emerald.com
Purpose Student-managed investment funds typically pursue “plain vanilla” objectives. The
purpose of this paper is to demonstrate the value of adding option strategies to reduce the …
purpose of this paper is to demonstrate the value of adding option strategies to reduce the …
Does order flow commonality extend across trade sizes and securities?
JC Hughen, CG McDonald - Financial Management, 2006 - Wiley Online Library
We examine commonality in order imbalances across different types of securities and find
that the extent of commonality is greater than previously documented. Order imbalances in …
that the extent of commonality is greater than previously documented. Order imbalances in …
Withdrawal patterns and rebalancing costs for taxable portfolios
JC Hughen, FE Laatsch, DP Klein - Financial Services Review, 2002 - search.proquest.com
This article quantifies the effect of taxes on the magnitude and variability of cash flows from
taxable retirement portfolios. While previous research focuses on pretax cash flows, this …
taxable retirement portfolios. While previous research focuses on pretax cash flows, this …
[BOOK][B] Portfolio allocations using fundamental ratios: are profitability measures effective in selecting firms and sectors?
JC Hughen, J Strauss - 2019 - researchgate.net
The authors applied out-of-sample sector forecasts with firm fundamentals ratios to form real-time
portfolio allocation strategies. Results documented the importance of profitability …
portfolio allocation strategies. Results documented the importance of profitability …
A reexamination of information flow in financial markets: the impact of regulation FD and decimalization
We investigate the impact of Regulation FD on information flow in the equities market. Our
analysis indicates that information flow around earnings announcements, proxied by …
analysis indicates that information flow around earnings announcements, proxied by …