J. Christopher Hughen

University of Denver - Daniels College of Business

Associate Professor of Finance

2101 S. University Blvd

Denver, CO 80208-8951

United States

http://www.hughen.com

SCHOLARLY PAPERS

10

DOWNLOADS

890

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (10)

1.

The Efficiency of International Information Flow: Evidence from the ETF and CEF Prices

Number of pages: 31 Posted: 16 Nov 2007
J. Christopher Hughen and Prem G. Mathew
University of Denver - Daniels College of Business and Oregon State University - Department of Accounting, Finance, and Information Management
Downloads 557 (93,880)
Citation 3

Abstract:

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Exchange-Traded Funds, Closed-End Country Funds, Market Efficiency, International Market Integration

2.

Stock Returns and the U.S. Dollar: The Importance of Monetary Policy

Number of pages: 20 Posted: 28 Jun 2013 Last Revised: 15 Jul 2015
J. Christopher Hughen
University of Denver - Daniels College of Business
Downloads 133 (399,362)

Abstract:

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dollar, exchange rate, stock market, monetary policy, stock returns, stock prices

3.

Risk Management in Student-Managed Funds: Earnings Announcements and the Collar Strategy

Number of pages: 24 Posted: 25 Jul 2018
J. Christopher Hughen and Pei Lung
University of Denver - Daniels College of Business and University of Denver
Downloads 110 (460,693)
Citation 2

Abstract:

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student-managed investment funds, option hedging, collar strategies, earnings announcements

4.

From News to Numbers: Quantifying the Impact of ESG Controversies on Corporate Bond Spreads

Number of pages: 65 Posted: 23 Mar 2024
Alex Petkevich, Doina Chichernea and J. Christopher Hughen
University of Denver, University of Denver - Reiman School of Finance and University of Denver - Daniels College of Business
Downloads 73 (596,750)

Abstract:

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5.

Does Order Flow Commonality Extend Across Trade Sizes and Securities?

Financial Management, Vol. 35, No. 1, Spring 2006
Number of pages: 22 Posted: 19 Jun 2006
J. Christopher Hughen and Cynthia G. McDonald
University of Denver - Daniels College of Business and University of Missouri at Columbia - Department of Finance
Downloads 17 (992,422)

Abstract:

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6.

Portfolio Allocations Using Fundamental Ratios: Are Profitability Measures Effective in Selecting Firms and Sectors?

The Journal of Portfolio Management 43, 87-101, 2016, https://doi.org/10.3905/jpm.2017.43.3.087
Posted: 22 May 2019
J. Christopher Hughen and Jack Strauss
University of Denver - Daniels College of Business and University of Denver - Daniels College of Business

Abstract:

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Portfolio Allocation, Sector, Fundamentals, Gross Profit, Operating Profit

7.

Adding Value in Student Managed Funds: Benchmark and Sector Selection

Journal of Trading, Forthcoming
Posted: 06 Nov 2017
J. Christopher Hughen, Jean-Philippe Tremblay and Jack Strauss
University of Denver - Daniels College of Business, Daniels College of Business, University of Denver and University of Denver - Daniels College of Business

Abstract:

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Student Managed Fund, Benchmark Selection, Sector Allocation, EV/EBITDA

8.

Chasing Two Rabbits: Challenges in Benchmarking Liquid Alternatives

The Journal of Index Investing 6, 80-85, 2015
Posted: 09 Dec 2015
J. Christopher Hughen
University of Denver - Daniels College of Business

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Liquid Alternatives, Benchmark

9.

Why Does ETF Short Selling Provide a Different Signal?

Journal of Index Investing, Forthcoming
Posted: 17 Dec 2012 Last Revised: 15 Jul 2015
J. Christopher Hughen and Xiaoyu Ma
University of Denver - Daniels College of Business and Independent

Abstract:

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ETF, short selling, foreign stocks

10.

Who are the Noise Traders?

Posted: 27 May 2004
J. Christopher Hughen and Cynthia G. McDonald
University of Denver - Daniels College of Business and University of Missouri at Columbia - Department of Finance

Abstract:

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Noise traders, closed-end funds, retail investors