Honghui Chen

Department of Finance, University of Central Florida

Professor of Finance

PO Box 161400

Orlando, FL 32816

United States

  • Department of Finance, University of Central Florida

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    • Tel: 407-823-0895
SCHOLARLY PAPERS

17

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52

Scholarly Papers (17)

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1.

What Drives the January Effect?

Virginia Tech Working Paper
Number of pages: 47 Posted: 11 Dec 2000
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 1,974 (7,303)
Citation 1

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January Effect, Seasonality, Window-Dressing, Tax Loss Selling, Tax Gain Selling

2.

January Effect - a Re-Examination

Number of pages: 41 Posted: 22 Mar 2002
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 888 (25,546)
Citation 2

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3.

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

Number of pages: 45 Posted: 18 Sep 2003
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Downloads 795 (29,791)
Citation 1

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index changes, S&P 500, index additions, index deletions, price pressure, investor awareness, downward sloping demand curves

4.

Do Short Sellers Cause the Weekend Effect?

Downloads 772 ( 31,009)
Citation 2

Do Short Sellers Cause the Weekend Effect?

Number of pages: 30 Posted: 11 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 772 (30,522)
Citation 2

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short sales, Monday, Friday, seasonality, day-of-the-week, anomaly, mispricing, short selling, weekend effect

Do Short Sellers Cause the Weekend Effect?

Journal of Investment Management, Forthcoming
Posted: 11 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

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short sales, Monday, Friday, seasonality, day-of-the-week, anomaly, mispricing, short selling, weekend effect

5.

Investor Awareness and Market Segmentation: Evidence from S&P 500 Index Changes

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 57 Posted: 22 Mar 2002
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business
Downloads 652 (38,955)
Citation 5

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6.

A First Look at Mutual Funds That Use Short Sales

Downloads 579 ( 45,669)

A First Look at Mutual Funds That Use Short Sales

Number of pages: 46 Posted: 12 Mar 2008 Last Revised: 12 Jan 2012
Honghui Chen, Hemang Desai and Srinivasan Krishnamurthy
Department of Finance, University of Central Florida, Southern Methodist University (SMU) - Accounting Department and North Carolina State University - Poole College of Management
Downloads 579 (45,057)

Abstract:

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Mutual fund, Performance evaluation, Short sales

A First Look at Mutual Funds that Use Short Sales

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 18 Jan 2012
Honghui Chen, Hemang Desai and Srinivasan Krishnamurthy
Department of Finance, University of Central Florida, Southern Methodist University (SMU) - Accounting Department and North Carolina State University - Poole College of Management

Abstract:

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Mutual funds, Performance evaluation, Short sales

7.

Index Changes and Unexpected Losses to Investors in S&P 500 and Russell 2000 Index Funds

Number of pages: 52 Posted: 22 Jan 2005
Honghui Chen, Gregory Noronha and Vijay Singal
Department of Finance, University of Central Florida, University of Washington, Tacoma - Milgard School of Business and Virginia Tech
Downloads 439 (64,619)
Citation 1

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Index funds, Index changes, Agency costs

8.

Role of Short Sellers in Price Formation - the Weekend Effect

Number of pages: 32 Posted: 22 Mar 2002
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 348 (84,960)

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9.

A December Effect with Tax-Gain Selling

Downloads 232 (130,874)

A December Effect with Tax-Gain Selling

Number of pages: 27 Posted: 18 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech
Downloads 232 (130,392)

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A December Effect with Tax-Gain Selling

Financial Analysts Journal, Vol. 59, No. 4, pp. 78-90, July/August 2003
Posted: 18 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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10.

Presidential Elections, Political Sensitivity, and Hedge Fund Performance

Number of pages: 44 Posted: 08 Nov 2016 Last Revised: 18 Nov 2016
Honghui Chen, Alok Kumar, Yan Lu and Ajai K. Singh
Department of Finance, University of Central Florida, University of Miami - School of Business Administration, University of Central Florida - College of Business Administration and Department of Finance, University of Central Florida
Downloads 132 (215,466)

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Hedge funds, political sensitivity, Presidential elections, portfolio adjustments, performance evaluation, managerial skill.

11.

Comovement Revisited

Downloads 102 (260,021)
Citation 7

Comovement Revisited

Number of pages: 53 Posted: 19 Jun 2015
Honghui Chen, Vijay Singal and Robert Whitelaw
Department of Finance, University of Central Florida, Virginia Tech and New York University
Downloads 91 (282,283)

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market efficiency, non-fundamental comovement, asset class demand, time-varying betas

Comovement Revisited

NBER Working Paper No. w21281
Number of pages: 53 Posted: 22 Jun 2015 Last Revised: 24 Jun 2015
Honghui Chen, Vijay Singal and Robert Whitelaw
Department of Finance, University of Central Florida, Virginia Tech and New York University
Downloads 11 (596,244)
Citation 1

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12.

The Geography of Information Acquisition

Number of pages: 54 Posted: 24 Apr 2019
Honghui Chen, Yuanyu Qu, Tao Shen and Qinghai Wang
Department of Finance, University of Central Florida, University of International Business and Economics (UIBE) - School of Banking and Finance, Tsinghua University and University of Central Florida - College of Business Administration
Downloads 32 (455,198)
Citation 1

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mutual funds, information acquisition, local bias, portfolio choice

13.

The Information Content of REIT Short Interest: Investment Focus and Heterogeneous Beliefs

Downloads 1 (648,213)

The Information Content of REIT Short Interest: Investment Focus and Heterogeneous Beliefs

Real Estate Economics, Vol. 40, Issue 2, pp. 249-283, 2012
Posted: 23 May 2012
Honghui Chen, David H. Downs and Gary A. Patterson
Department of Finance, University of Central Florida, Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of South Florida
Downloads 1 (680,350)
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The Information Content of REIT Short Interest: Investment Focus and Heterogeneous Beliefs

Real Estate Economics, March 2012
Posted: 19 Apr 2011
David H. Downs, Honghui Chen and Gary A. Patterson
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Department of Finance, University of Central Florida and University of South Florida

Abstract:

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REITs, Short Interest, Valuation, Transparency

14.

S&P 500 Index Changes and Investor Awareness

Journal of Investment Management, Forthcoming
Posted: 22 Jan 2005
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business

Abstract:

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Index changes, index funds, S&P 500 index, investor awareness, downward sloping demand curve

15.

All Things Considered, Taxes Drive the January Effect

Journal of Financial Research, Forthcoming
Posted: 24 Jan 2004
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

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16.

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

Journal of Finance, Forthcoming
Posted: 18 Sep 2003
Honghui Chen, Vijay Singal and Gregory Noronha
Department of Finance, University of Central Florida, Virginia Tech and University of Washington, Tacoma - Milgard School of Business

Abstract:

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index changes, S&P 500, index additions, index deletions, price pressure, investor awareness, downward sloping demand curves

17.

Role of Speculative Short Sales in Price Formation: Case of the Weekend Effect

Journal of Finance, Vol. 58, No. 2, April 2003
Posted: 26 May 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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short sellers, short sales, weekend, options, seasonality