Harry J. Turtle

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

Professor and Chair

Fort Collins, CO 80523

United States

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 25,996

in Total Papers Downloads

2,816

SSRN CITATIONS
Rank 26,197

SSRN RANKINGS

Top 26,197

in Total Papers Citations

18

CROSSREF CITATIONS

17

Scholarly Papers (15)

1.

Hedge Fund Crowds and Mispricing

Number of pages: 44 Posted: 16 Aug 2011 Last Revised: 24 Sep 2020
Blerina Bela Zykaj, Richard W. Sias and Harry J. Turtle
Clemson University - College of Business, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 859 (40,547)
Citation 7

Abstract:

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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 510 (79,576)
Citation 3

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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 - College of Business, University of Arizona - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 272 (160,281)
Citation 2

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Hedge funds; contagion; liquidity shocks

4.

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

10th Miami Behavioral Finance Conference
Number of pages: 59 Posted: 06 Dec 2018 Last Revised: 28 Jan 2020
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 266 (163,899)
Citation 4

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5.

VC Ownership Post-IPO: When, Why, and How Do VCs Exit?

Number of pages: 38 Posted: 19 Jan 2022
University of Surrey, University of Missouri, Columbia, Colorado State University, Fort Collins - Department of Finance & Real Estate and Concordia University, Quebec - Department of Finance
Downloads 191 (223,893)

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Venture Capital, Exit Time, Exit Mechanisms, Initial Public Offerings, Mergers and Acquisitions, Share Distributions

6.

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 134 (299,804)

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share repurchases, insider trading, event studies

7.

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 113 (339,439)
Citation 3

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Shareholder Litigation, Corporate Governance, Institutional Investors

8.

Blessing or Curse? Institutional Investment in Leveraged ETFs

Journal of Banking and Finance, Forthcoming
Number of pages: 45 Posted: 07 May 2021
Luke DeVault, Harry J. Turtle and Kainan Wang
Clemson University - Department of Finance, Colorado State University, Fort Collins - Department of Finance & Real Estate and University of Toledo
Downloads 100 (368,505)

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Institutional investor, leveraged ETF, portfolio performance, timing

9.

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 100 (368,505)

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

10.

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 96 (378,039)

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Initial Public Offerings; Securities Regulation; Securities Litigation

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 90 (397,158)

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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

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

12.

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 55 (511,477)

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

13.

Limiting Investment Opportunity Sets, Asset Pricing, and the Roll Critique

Number of pages: 26 Posted: 05 Oct 2021
Bob Korkie and Harry J. Turtle
University of Alberta and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 23 (691,493)

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Limiting Investment Opportunity Sets, Asset Pricing, Roll’s Critique, Upper Bounded Sharpe Ratios

14.

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

NBER Working Paper No. w27638
Number of pages: 75 Posted: 10 Aug 2020 Last Revised: 09 Jul 2022
Richard Sias, Laura T. Starks and Harry J. Turtle
University of Arizona, University of Texas at Austin - Department of Finance and Colorado State University, Fort Collins - Department of Finance & Real Estate
Downloads 7 (838,235)

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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

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