Tyler R. Henry

Miami University

Oxford, OH 45056

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,590

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Top 13,590

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3,441

SSRN RANKINGS

Top 8,065

in Total Papers Citations

57

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Scholarly Papers (8)

1.

Short Selling Around Seasoned Equity Offerings

AFA 2009 San Francisco Meetings Paper
Number of pages: 61 Posted: 25 Mar 2008 Last Revised: 03 May 2017
Tyler R. Henry and Jennifer L. Koski
Miami University and University of Washington - Michael G. Foster School of Business
Downloads 937 (23,287)

Abstract:

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Seasoned equity offerings, short sales, Rule 10b-21, Regulation SHO, Rule 105, Informed Trading, Manipulation

2.

Equity Short Selling and Bond Rating Downgrades

Journal of Financial Intermediation, Forthcoming
Number of pages: 48 Posted: 15 Mar 2010 Last Revised: 20 Feb 2014
Tyler R. Henry, Darren J. Kisgen and Julie Wu
Miami University, Boston College - Carroll School of Management and University of Nebraska - Lincoln
Downloads 559 (47,201)

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Credit ratings, default risk, short selling, price discovery, informed trading

3.

Evaluating Fixed Income Fund Performance with Stochastic Discount Factors

EFA 2003 Annual Conference Paper No. 486
Number of pages: 81 Posted: 28 Jul 2003
Wayne E. Ferson, Darren J. Kisgen and Tyler R. Henry
University of Southern California, Boston College - Carroll School of Management and Miami University
Downloads 532 (50,248)

Abstract:

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4.

Ex-Dividend Profitability and Institutional Trading Skill

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 19 Mar 2014 Last Revised: 15 Apr 2016
Tyler R. Henry and Jennifer L. Koski
Miami University and University of Washington - Michael G. Foster School of Business
Downloads 509 (53,158)

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Institutional investors, trader skill, ex-day returns, dividend capture, costly arbitrage

Evaluating Government Bond Fund Performance with Stochastic Discount Factors

14th Annual Conference on Financial Economics and Accounting (FEA)
Number of pages: 87 Posted: 20 Jan 2004
Wayne E. Ferson, Tyler R. Henry and Darren J. Kisgen
University of Southern California, Miami University and Boston College - Carroll School of Management
Downloads 395 (71,841)

Abstract:

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6.

Expected Returns and Markov-Switching Illiquidity

Number of pages: 40 Posted: 06 Mar 2007
Tyler R. Henry and John T. Scruggs
Miami University and Allianz Global Investors
Downloads 386 (74,508)

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Illiquidity, Risk premium, Markov-switching regime model

7.

Arbitrage vs. Informed Short Selling: Evidence From Convertible Bond Issuers

Number of pages: 55 Posted: 10 Mar 2018 Last Revised: 24 Sep 2018
John Hackney, Tyler R. Henry and Jennifer L. Koski
University of South Carolina - Department of Finance, Miami University and University of Washington - Michael G. Foster School of Business
Downloads 77 (306,738)

Abstract:

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Short Selling, Informed Trading, Arbitrage, Convertible Bonds, Earnings Announcements

8.

Does MAX Matter for Mutual Funds?

Number of pages: 47 Posted: 13 Nov 2017
Bradley A. Goldie, Tyler R. Henry and Haim Kassa
Miami University, Miami University and Miami University
Downloads 46 (395,109)

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Mutual fund flows and performance, MAX, lottery preferences, skewness

Other Papers (1)

Total Downloads: 5    Citations: 0
1.

Expected Returns and Markov-Switching Illiquidity

2006 Institute for Quantitative Research in Finance Meetings (Q-Group)
Number of pages: 26 Posted: 23 Aug 2006
Tyler R. Henry and John T. Scruggs
Miami University and Allianz Global Investors
Downloads 5

Abstract:

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