A December Effect with Tax-Gain Selling?
Chen, Honghui, and Vijay Singal, 2003, “A December Effect with Tax-Gain Selling?”, Financial Analysts Journal 59 (4), 78-90.
Role of Speculative Short Sales in Price Formation: Case of the Weekend Effect
Chen, Honghui, and Vijay Singal, 2003, “Role of Speculative Short Sales in Price Formation: Case of the Weekend Effect”, Journal of Finance 58, 2003, 685-705.
A First Look at Mutual Funds that Use Short Sales
Chen, Honghui, Hemang Desai, and Srinivasan Krishnamurthy, 2013, “A First Look at Mutual Funds that Use Short Sales”. Journal of Financial and Quantitative Analysis 48 (3), 761-787.
The Information Content of REIT Short Interest: Investment Focus and Heterogeneous Beliefs
Chen, Honghui, David H. Downs, and Gary A. Patterson, 2012, “The Information Content of REIT Short Interest: Investment Focus and Heterogeneous Beliefs”, Real Estate Economics 40 (2), 249-283.
Incentive Compensation for Bank Directors: The Impact of Deregulation
Corporate Governance: Implications for Financial Services Firms, Conference Proceedings for the 39th Annual Conference on Bank Structure and Competition (Federal Reserve Bank of Chicago).
Bayesian Synthesis of Portfolio Credit Risk with Missing Ratings
The Journal of Risk, Forthcoming.
Prioritizing Time for Finance Undergraduates
Journal of Financial Education, Vol. 41, No. 3/4, pp.
A Credit Value Adjustment Scheme for Bank Loan Portfolios
The Journal of Credit Risk, Vol. 10, No. 2, pp. 39-68.
Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship
(with Eduardo Fe), Journal of Productivity Analysis, Vol. 39, No. 3, June 2013, 271-284.
Dividend Policy and Institutional Ownership: Empirical Evidence using a Propensity Score Matching Estimator
(with Julie Elston and Junsoo Lee), Journal of Accounting and Finance,
forthcoming, accepted February 2012