Dr. J. Christopher Hughen, CFA

Dr. J. Christopher Hughen, CFA

Associate Professor of Finance, Daniels College of Business

Associate Professor of Finance, Daniels College of Business

  • Publications

    • Hughen, J. Christopher and Jack Strauss, 2017, Portfolio Allocations Using Fundamental Ratios: Are Profitability Measures Effective in Selecting Firms and Sectors? forthcoming in The Journal of Portfolio Management. 

      Hughen, J. Christopher and Scott Beyer, 2015, Stock Returns and the US Dollar: The Importance of Monetary Policy, Managerial Finance 41, 1046-1058.              

      Hughen, J. Christopher and Patrick Eckrich, 2015, Chasing Two Rabbits: Challenges in Benchmarking Liquid Alternatives, The Journal of Index Investing 6, 80-85. 

      Hughen, J. Christopher, 2015, What Advisors Need to Know about Monetary Policy and Domestic Stock Returns, Journal of Financial Service Professionals, 69 72-77. 

      Hughen, J. Christopher and Xiaoyu Ma, 2013, Why Does ETF Short Selling Provide a Different Signal? The Journal of Index Investing 3, 41-48. 

      Hughen, J. Christopher and Prem G. Mathew, 2009, The Efficiency of International Information Flow: Evidence from the ETF and CEF Prices, International Review of Financial Analysis 18, 40-49. 

      Graham, J. Edward and J. Christopher Hughen, 2007, Ownership Structure, Expectations, and Short Sales on the Nasdaq, The Journal of Economics and Finance 31, 33-48. 

      Hughen, J. Christopher and Cynthia G. McDonald, 2006, Does Order Flow Commonality Extend Across Trade Sizes and Securities? Financial Management 35, 107-128. 

      Hughen, J. Christopher and Mark E. Wohar, 2006, Identifying Regime Changes in Closed-End Fund Discounts, The Journal of Economics and Finance 30, 115-132. 

      Hughen, J. Christopher, Prem G. Mathew, and Kent P. Ragan, 2005, A NAV a Day Keeps the Inefficiency Away? Fund Trading Strategies using Daily Net Asset Values, Financial Services Review 14, 213-230. 

      Hughen, J. Christopher and Cynthia G. McDonald, 2005, Who are the Noise Traders? The Journal of Financial Research 28, 281-298. 

      Hughen, J. Christopher, Prem G. Mathew, and Kent P. Ragan, 2004, The Effects of Market Segmentation on Country Funds: An Analysis of Short-Term Trading Strategies, The International Journal of Finance 16, 2964-2984. 

      Mathew, Prem G., J. Christopher Hughen and Kent P. Ragan, 2004, A Reexamination of Information Flow in Financial Markets: The Impact of Regulation FD and Decimalization, The Quarterly Journal of Business and Economics 43, 123-147. 

      Hughen, J. Christopher, 2003, How Effective is Arbitrage of Foreign Stocks? The Case of the Malaysia Exchange-Traded Fund, The Multinational Business Review 11, 17-27. 

      Ragan, Kent P., J. Christopher Hughen, and Francis E. Laatsch, 2003, An Intraday Analysis of the Mexican Stock Exchange, The Journal of Accounting and Finance Research 11, 48-57.

      Hughen, J. Christopher, Francis E. Laatsch, and Daniel P. Klein, 2002, Withdrawal Patterns and Rebalancing Costs for Taxable Portfolios, Financial Services Review 11, 341-366. 

      Laatsch, Francis E. and J. Christopher Hughen, 2002, Withdrawal Rates, Buffer Portfolios, and Asset Allocation: Simulation Results, The Journal of Accounting and Finance Research 10, 67-75. 

      Hughen, J. Christopher, 2001, Premiums on Exchange-Traded Funds: Should Traders be Concerned? Investment Guide, 70-75.

This portfolio last updated: Apr 4, 2017 6:23:19 AM