Tyler R. Henry

Miami University

Oxford, OH 45056

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 14,983

SSRN RANKINGS

Top 14,983

in Total Papers Downloads

3,606

SSRN CITATIONS
Rank 16,498

SSRN RANKINGS

Top 16,498

in Total Papers Citations

50

CROSSREF CITATIONS

12

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 952 (26,450)
Citation 21

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 574 (52,694)
Citation 20

Abstract:

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

3.

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 565 (53,681)
Citation 4

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

4.

Evaluating Fixed Income Fund Performance with Stochastic Discount Factors

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 540 (56,895)
Citation 8

Abstract:

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Evaluating Government Bond Fund Performance with Stochastic Discount Factors

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 408 (79,471)
Citation 22

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 391 (84,172)

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 110 (276,344)
Citation 1

Abstract:

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

8.
Downloads 66 (377,316)
Citation 1

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 66 (382,028)

Abstract:

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

Does Max Matter for Mutual Funds?

European Financial Management, Vol. 25, Issue 4, pp. 777-806, 2019
Number of pages: 30 Posted: 19 May 2020
Bradley A. Goldie, Tyler R. Henry and Haim Kassa
Miami University, Miami University and Miami University
Downloads 0
Citation 1
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lottery preferences, MAX, mutual fund flows and performance, 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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