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

9

DOWNLOADS

683

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (9)

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 518 (68,319)
Citation 3

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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 89 (354,011)

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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 63 (430,040)
Citation 1

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

4.

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 13 (693,113)
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5.

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

6.

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

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

7.

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

8.

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

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ETF, short selling, foreign stocks

9.

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

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Noise traders, closed-end funds, retail investors