W. Keener Hughen

Sacred Heart University

5151 Park Ave

Fairfield, CT 06432

United States

SCHOLARLY PAPERS

9

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Top 39,462

in Total Papers Downloads

1,140

SSRN CITATIONS
Rank 38,974

SSRN RANKINGS

Top 38,974

in Total Papers Citations

9

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets

Journal of Finance, Forthcoming
Number of pages: 52 Posted: 14 May 2012 Last Revised: 13 Dec 2013
I-Hsuan Ethan Chiang, W. Keener Hughen and Jacob S. Sagi
University of North Carolina (UNC) at Charlotte, Sacred Heart University and University of North Carolina Kenan-Flagler Business School
Downloads 627 (43,233)
Citation 8

Abstract:

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Oil, futures, asset pricing, APT, real options, CAPM, Fama-French factors, Markov chain Monte Carlo

2.

Do Oil Futures Prices Predict Stock Returns?

Journal of Banking and Finance, Vol. 79, 2017
Number of pages: 48 Posted: 25 Oct 2016 Last Revised: 02 Nov 2017
I-Hsuan Ethan Chiang and W. Keener Hughen
University of North Carolina (UNC) at Charlotte and Sacred Heart University
Downloads 262 (121,079)

Abstract:

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Oil, Futures, Predictability, Curvature, Futures Curve

3.

The Future of Drug Development: The Economics of Pharmacogenomics

NBER Working Paper No. w11875
Number of pages: 48 Posted: 22 Jan 2006 Last Revised: 20 Sep 2014
John A. Vernon, W. Keener Hughen and John A. Vernon
University of North Carolina (UNC) at Chapel Hill, Sacred Heart University and University of Connecticut - Department of Finance
Downloads 92 (290,399)

Abstract:

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4.

Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects

46th Annual AREUEA Conference Paper
Number of pages: 35 Posted: 01 Dec 2010 Last Revised: 14 Dec 2010
W. Keener Hughen, Dustin Read and Steven H. Ott
Sacred Heart University, University of North Carolina (UNC) at Charlotte and University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Downloads 77 (323,679)
Citation 2

Abstract:

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real options, real estate, land development, phasing, inventory

5.

Expected Oil Prices and Stock Returns

Number of pages: 32 Posted: 03 Nov 2016
W. Keener Hughen
Sacred Heart University
Downloads 73 (333,791)

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Oil Risks, Futures, Asset Pricing, Fama-French-Carhart Factors

6.

A Maximal Affine Stochastic Volatility Model of Oil Prices

Journal of Futures Markets, 2010, vol. 30, 101-133.
Number of pages: 33 Posted: 08 Oct 2014 Last Revised: 14 Sep 2017
W. Keener Hughen
Sacred Heart University
Downloads 9 (611,281)

Abstract:

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Oil Price, Commodity Model, Stochastic Volatility, MCMC

7.

The Use of Bayes Factors to Compare Interest Rate Term Structure Models

Quantitative Finance, 2013, vol. 13, no. 3, 369-381.
Posted: 08 Oct 2014
W. Keener Hughen, Carmelo Giaccotto and Po-Hsuan Hsu
Sacred Heart University, University of Connecticut - Department of Finance and National Tsing Hua University - Department of Quantitative Finance

Abstract:

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Markov chain Monte Carlo; Marginal likelihood; Bond price

8.

Inclusionary Housing Policies, Stigma Effects and Strategic Production Decisions

Journal of Real Estate Finance and Economics, Vol. 48, No. 4, 2014
Posted: 04 Apr 2014
W. Keener Hughen and Dustin Read
Sacred Heart University and University of North Carolina (UNC) at Charlotte

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Affordable housing; Inclusionary zoning; Residential development; Mixed-income development

9.

Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects

Journal of Real Estate Finance and Economics, Vol. 45, No. 4, 2012
Posted: 29 Nov 2012
W. Keener Hughen, Steven H. Ott and Dustin Read
Sacred Heart University, University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law and University of North Carolina (UNC) at Charlotte

Abstract:

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real estate development, sequential investment, phasing, inventory