Tyler R. Henry

Miami University

Oxford, OH 45056

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 13,670

SSRN RANKINGS

Top 13,670

in Total Papers Downloads

3,467

CITATIONS
Rank 15,791

SSRN RANKINGS

Top 15,791

in Total Papers Citations

45

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 938 (23,556)
Citation 3

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 J. (Julie) Wu
Miami University, Boston College - Carroll School of Management and University of Nebraska - Lincoln
Downloads 564 (47,262)
Citation 8

Abstract:

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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 535 (50,463)
Citation 7

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 517 (52,733)

Abstract:

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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 397 (72,258)
Citation 5

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 (75,374)

Abstract:

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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 81 (301,097)
Citation 1

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 49 (389,406)

Abstract:

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

Other Papers (1)

Total Downloads: 6
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 6

Abstract:

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