Harry J. Turtle

Colorado State University, Fort Collins - Department of Finance & Real Estate

Professor and Chair

Fort Collins, CO 80523

United States

SCHOLARLY PAPERS

11

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2,083

SSRN CITATIONS
Rank 28,321

SSRN RANKINGS

Top 28,321

in Total Papers Citations

4

CROSSREF CITATIONS

19

Scholarly Papers (11)

1.

Hedge Fund Crowds and Mispricing

Number of pages: 44 Posted: 16 Aug 2011 Last Revised: 10 Jan 2018
Blerina Bela Zykaj, Richard W. Sias and Harry J. Turtle
Clemson University, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 757 (32,326)
Citation 4

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hedge funds, crowds, market efficiency

2.

The Value in Fundamental Accounting Information

Journal of Financial Research, Forthcoming
Number of pages: 47 Posted: 10 Jan 2017
Harry J. Turtle and Kainan Wang
Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Toledo
Downloads 402 (72,872)

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Fundamental Valuation, Conditional Alpha, Portfolio Performance, Information Uncertainty

3.

Hedge Fund Return Dependence and Liquidity Spirals

Number of pages: 71 Posted: 23 Nov 2013 Last Revised: 21 Nov 2014
Blerina Bela Zykaj, Richard W. Sias and Harry J. Turtle
Clemson University, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 256 (120,059)
Citation 1

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Hedge funds; contagion; liquidity shocks

4.

The Impact of Cash, Debt, and Insiders on Open Market Share Repurchases

Journal of Applied Corporate Finance, Forthcoming
Number of pages: 22 Posted: 23 Dec 2012
Concordia University, Quebec, University of Missouri, Columbia, Concordia University, Quebec - John Molson School of Business, Colorado State University, Fort Collins - Department of Finance & Real Estate and Concordia University, Quebec - Department of Finance
Downloads 122 (231,806)

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share repurchases, insider trading, event studies

5.

Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation

Number of pages: 59 Posted: 06 Dec 2018
Richard W. Sias, Laura T. Starks and Harry J. Turtle
University of Arizona - Department of Finance, University of Texas at Austin - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 117 (239,101)

Abstract:

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6.

Litigation Risk and Institutional Monitoring

Journal of Corporate Finance, Forthcoming
Number of pages: 51 Posted: 21 Nov 2016 Last Revised: 27 Nov 2016
University of Missouri, Columbia, Colorado State University, Fort Collins - Department of Finance & Real Estate, Concordia University, Quebec - Department of Finance and University of Western Ontario - DAN Department of Management and Organizational Studies
Downloads 92 (281,672)
Citation 1

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Shareholder Litigation, Corporate Governance, Institutional Investors

7.

Time-Varying Performance of International Mutual Funds

Journal of Empirical Finance, Vol. 19, No. 3, 2012
Number of pages: 41 Posted: 04 May 2012 Last Revised: 23 May 2015
Harry J. Turtle and Chengping Zhang
Colorado State University, Fort Collins - Department of Finance & Real Estate and George Fox University
Downloads 92 (281,672)

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Mutual fund performance, Regime-switching models, Fixed transition probabilities, Forecasting

Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals

Journal of Banking and Finance, Forthcoming
Number of pages: 30 Posted: 06 Apr 2009 Last Revised: 28 Apr 2009
Ranjini Jha, Bob Korkie and Harry J. Turtle
University of Waterloo - School of Accounting and Finance, University of Alberta and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 87 (294,380)

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Conditional performance measurement, Conditional mean-variance analysis, Conditional Jensen's alpha

Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals

Posted: 05 May 2006 Last Revised: 25 Nov 2013
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

Abstract:

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Conditional Performance Measurement, Conditional Jensen's Alpha, Conditional Sharpe Ratio, Conditional Appraisal Ratio, and Conditional Mean-Variance Analysis

9.

Legal Opportunism, Litigation Risk, and IPO Underpricing

Journal of Business Research, Forthcoming
Number of pages: 28 Posted: 29 Jul 2014
Concordia University, Quebec - Department of Finance, Colorado State University, Fort Collins - Department of Finance & Real Estate, University of Missouri, Columbia and Concordia University, Quebec - John Molson School of Business
Downloads 79 (309,428)

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Initial Public Offerings; Securities Regulation; Securities Litigation

10.

Structural Breaks and Portfolio Performance in Global Equity Markets

Quantitative Finance, Vol. 15, No. 6, June 2015, pp. 909-922.
Number of pages: 14 Posted: 24 May 2015
Harry J. Turtle and Chengping Zhang
Colorado State University, Fort Collins - Department of Finance & Real Estate and George Fox University
Downloads 46 (404,842)

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Structural Breaks; Portfolio Performance; Multivariate Regression Models; Emerging Markets; Developed Markets; Jensen’s alpha; Spanning tests

Variance Spillover and Skewness in Financial Asset Returns

The Financial Review, Vol. 41, No. 1, pp. 139-156, February 2006
Number of pages: 18 Posted: 20 Nov 2006
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance
Downloads 33 (467,798)
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Variance Spillover and Skewness in Financial Asset Returns

Posted: 10 Aug 2005
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover

Variance Spillover and Skewness in Financial Asset Returns

Financial Review, Vol. 41, No. 1, February 2006
Posted: 10 Nov 2005
Bob Korkie, Harry J. Turtle and Ranjini Jha
University of Alberta, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Waterloo - School of Accounting and Finance

Abstract:

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Financial asset returns, conditional moments, skewness persistence, variance persistence, variance spillover