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

    • Email
    • Tel: 407-823-0895
SCHOLARLY PAPERS

17

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63

CROSSREF CITATIONS

31

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 2,061 (10,796)
Citation 1

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

2.

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 945 (34,876)
Citation 51

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

3.

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 918 (36,380)
Citation 2

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4.

Do Short Sellers Cause the Weekend Effect?

Downloads 813 ( 43,003)
Citation 3

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 813 (42,411)
Citation 3

Abstract:

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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

Abstract:

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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

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 690 (53,466)
Citation 6

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6.

A First Look at Mutual Funds That Use Short Sales

Downloads 605 ( 63,250)
Citation 4

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 605 (62,496)
Citation 4

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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 495 (81,284)
Citation 11

Abstract:

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Index funds, Index changes, Agency costs

8.

The Geography of Information Acquisition

Journal of Financial and Quantitative Analysis
Number of pages: 81 Posted: 24 Apr 2019 Last Revised: 29 Nov 2021
Honghui Chen, Yuanyu Qu, Tao Shen, Qinghai Wang, David Xiaoyu Xu and David Xiaoyu Xu
Department of Finance, University of Central Florida, University of International Business and Economics (UIBE) - School of Banking and Finance, Tsinghua University, University of Central Florida - College of Business Administration and University of Texas at AustinUniversity of Texas at Austin - Department of Finance
Downloads 371 (113,576)
Citation 2

Abstract:

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mutual funds, information acquisition, local bias, portfolio choice

9.

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 356 (118,979)
Citation 1

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10.

A December Effect with Tax-Gain Selling

Downloads 260 (165,159)

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 260 (164,539)

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A December Effect with Tax-Gain Selling

Posted: 18 Sep 2003
Honghui Chen and Vijay Singal
Department of Finance, University of Central Florida and Virginia Tech

Abstract:

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11.

Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill

University of Miami Business School Research Paper No. 2865206
Number of pages: 68 Posted: 08 Nov 2016 Last Revised: 06 Aug 2020
Honghui Chen, Alok Kumar, Yan Lu and Ajai K. Singh
Department of Finance, University of Central Florida, University of Miami - Miami Herbert Business School, University of Central Florida - College of Business Administration and Department of Finance, University of Central Florida
Downloads 216 (197,287)
Citation 1

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

12.

Comovement Revisited

Downloads 111 (338,575)
Citation 8

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 95 (377,886)

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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 Feb 2022
Honghui Chen, Vijay Singal and Robert Whitelaw
Department of Finance, University of Central Florida, Virginia Tech and New York University
Downloads 16 (761,203)
Citation 2

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13.

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

Downloads 2 (878,396)

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 2 (916,279)

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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

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

Abstract:

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16.

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

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

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