Timothy B. Riley

University of Arkansas - Department of Finance

Assistant Professor

Fayetteville, AR 72701

United States

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 12,673

SSRN RANKINGS

Top 12,673

in Total Papers Downloads

3,127

CITATIONS

0

Scholarly Papers (13)

1.

The Long and Short of the Vol Anomaly

Number of pages: 97 Posted: 30 May 2014 Last Revised: 15 Apr 2016
Bradford D. Jordan and Timothy B. Riley
University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance
Downloads 683 (17,287)

Abstract:

Volatility, Short Interest, Anomaly, Market Efficiency, Abnormal Returns

2.

Volatility and Mutual Fund Manager Skill

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 43 Posted: 10 Dec 2013 Last Revised: 04 Feb 2015
Bradford D. Jordan and Timothy B. Riley
University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance
Downloads 406 (29,042)

Abstract:

Mutual Funds, Skill, Volatility, Market Efficiency, Anomaly

3.

Dissecting the Low Volatility Anomaly

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 33 Posted: 07 Sep 2012 Last Revised: 15 Aug 2013
Bradford D. Jordan and Timothy B. Riley
University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance
Downloads 300 (84,318)

Abstract:

Low, Volatility, Anomaly, Idiosyncratic

4.

Average Funds versus Average Dollars: Implications for Mutual Fund Research

Number of pages: 32 Posted: 06 Aug 2011 Last Revised: 10 Apr 2014
University of Kentucky, University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance
Downloads 130 (175,440)

Abstract:

Mutual funds

5.

Deconstructing Active Share

Number of pages: 44 Posted: 07 Jan 2015 Last Revised: 29 Sep 2015
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 120 (123,576)

Abstract:

Mutual Funds, Active Share, Performance, Alpha, Return, Benchmark, Index, Skill

6.

Mutual Fund Liquidity Costs

Forthcoming Financial Management
Number of pages: 34 Posted: 19 Apr 2015 Last Revised: 19 Aug 2016
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 40 (182,727)

Abstract:

mutual funds, liquidity

7.

Do Investors Chase Performance or Skill? Evidence from Mutual Fund Flows

Number of pages: 56 Posted: 04 Feb 2017
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 0 (227,534)

Abstract:

Mutual Fund, Luck, Skill, Alpha, Flows

8.

Portfolio Concentration and Mutual Fund Performance

Number of pages: 46 Posted: 15 Aug 2016 Last Revised: 13 Sep 2017
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 0 (232,273)

Abstract:

Mutual fund, alpha, concentration, information, skill

9.

Skill and Persistence in Mutual Fund Returns: Evidence from a Six-Factor Model

Number of pages: 56 Posted: 18 Jan 2016 Last Revised: 15 Apr 2016
Bradford D. Jordan and Timothy B. Riley
University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance
Downloads 0 (94,783)

Abstract:

Mutual fund, skill, alpha, persistence

10.

Investible Benchmarks for Actively Managed Mutual Funds

Number of pages: 44 Posted: 05 Nov 2015 Last Revised: 05 Oct 2016
Timothy B. Riley
University of Arkansas - Department of Finance
Downloads 0 (154,418)

Abstract:

Mutual Funds, Benchmarks, Alpha, Expenses, Active, ETF

11.

Predictability in Bond ETF Returns

Journal of Fixed Income, Forthcoming
Posted: 05 Jun 2013 Last Revised: 03 Oct 2013
Jon A. Fulkerson, Susan D. Jordan and Timothy B. Riley
University of Dayton, University of Kentucky - Finance and University of Arkansas - Department of Finance

Abstract:

ETF, NAV, premium, discount

12.

Return Chasing in Bond Funds

Journal of Fixed Income, Spring 2013, Vol. 22, No. 4: pp. 90-103
Posted: 28 Sep 2012 Last Revised: 07 Apr 2013
Jon A. Fulkerson, Bradford D. Jordan and Timothy B. Riley
University of Dayton, University of Kentucky - Gatton College of Business and Economics and University of Arkansas - Department of Finance

Abstract:

Mutual Funds, Bond, Alpha, Flows, Return Chasing, Smart Money

13.

Do Absolute Return Mutual Funds Have Absolute Returns?

Journal of Investing, 22 (4), 2013, 23-40
Posted: 18 Feb 2012 Last Revised: 29 Nov 2013
University of Kentucky - Gatton College of Business and Economics, University of Kentucky and University of Arkansas - Department of Finance

Abstract:

Absolute Returns, Market Neutral, Alpha, Mutual Funds, Low Volatility