Honghui Chen

Department of Finance, University of Central Florida

Professor of Finance

PO Box 161400

Orlando, FL 32816

United States

SCHOLARLY PAPERS

17

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7,111

SSRN CITATIONS
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SSRN RANKINGS

Top 13,384

in Total Papers Citations

50

CROSSREF CITATIONS

27

Scholarly Papers (17)

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 2,004 (8,088)
Citation 1

Abstract:

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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 894 (27,992)
Citation 2

Abstract:

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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 824 (31,416)
Citation 40

Abstract:

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

4.
Downloads 787 ( 33,431)
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 787 (32,943)
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

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 662 (42,265)
Citation 6

Abstract:

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6.
Downloads 588 ( 49,425)
Citation 3

A First Look at Mutual Funds That Use Short Sales

Number of pages: 46 Posted: 12 Mar 2008 Last Revised: 12 Jan 2012
Department of Finance, University of Central Florida, Southern Methodist University (SMU) - Accounting Department and North Carolina State University - Poole College of Management
Downloads 588 (48,792)
Citation 3

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
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 459 (67,446)
Citation 7

Abstract:

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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 352 (92,176)
Citation 1

Abstract:

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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 236 (140,411)

Abstract:

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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.

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

Number of pages: 68 Posted: 08 Nov 2016 Last Revised: 07 Jul 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 142 (221,575)

Abstract:

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

11.
Downloads 103 (281,255)
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 92 (305,017)

Abstract:

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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 (647,676)
Citation 2

Abstract:

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12.

The Geography of Information Acquisition

Number of pages: 63 Posted: 24 Apr 2019 Last Revised: 13 Nov 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 59 (388,448)
Citation 1

Abstract:

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mutual funds, information acquisition, local bias, portfolio choice

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 (736,354)
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Abstract:

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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

Abstract:

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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