Timothy B. Riley

University of Arkansas - Department of Finance

Assistant Professor

Fayetteville, AR 72701

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 5,047

SSRN RANKINGS

Top 5,047

in Total Papers Downloads

15,279

SSRN CITATIONS
Rank 14,194

SSRN RANKINGS

Top 14,194

in Total Papers Citations

94

CROSSREF CITATIONS

11

Scholarly Papers (21)

1.

Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds

Financial Analysts Journal, Vol. 75, No. 4 (Fourth Quarter 2019)
Number of pages: 50 Posted: 14 Sep 2018 Last Revised: 30 Oct 2019
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 5,331 (3,103)
Citation 6

Abstract:

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Active Management, Mutual Funds, Skill, Alpha, Value

2.

The complex materiality of proprietary ESG information: Evidence from actively managed funds

Number of pages: 78 Posted: 25 Jan 2023 Last Revised: 27 Mar 2024
Martijn Cremers, Timothy B. Riley and Rafael Zambrana
University of Notre Dame, University of Arkansas - Department of Finance and University of Notre Dame - Mendoza College of Business
Downloads 1,808 (18,003)

Abstract:

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Mutual fund, ESG, Environmental, Social, Governance, Active, Alpha, Disagreement, Benchmark, Performance, Corporate Misconduct, Rating Downgrades

3.

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 Florida and University of Arkansas - Department of Finance
Downloads 1,440 (25,471)
Citation 1

Abstract:

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

4.

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 Florida and University of Arkansas - Department of Finance
Downloads 929 (47,847)
Citation 14

Abstract:

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Mutual Funds, Skill, Volatility, Market Efficiency, Anomaly

5.

Active Share and the Predictability of the Performance of Separate Accounts

Financial Analysts Journal, forthcoming
Number of pages: 40 Posted: 20 Apr 2020 Last Revised: 18 Oct 2021
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 735 (65,755)
Citation 1

Abstract:

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active share, separate account, mutual fund, alpha, performance, persistence, out-of-sample, predictability

6.

Maximum Drawdown as Predictor of Mutual Fund Performance and Flows

Financial Analysts Journal, 2022, 78(4): 59-76
Number of pages: 67 Posted: 18 Jul 2022 Last Revised: 07 Dec 2022
Timothy B. Riley and Qing Yan
University of Arkansas - Department of Finance and Towson University
Downloads 722 (67,215)
Citation 3

Abstract:

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Mutual Fund, Drawdown, Alpha, Skill, Flow

7.

Benchmark Discrepancies and Mutual Fund Performance Evaluation

Number of pages: 61 Posted: 17 May 2018 Last Revised: 17 Sep 2020
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 701 (69,815)
Citation 8

Abstract:

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mutual funds, benchmarks, holdings, performance, active share

8.

Passive bond fund management is an oxymoron (or the case for the active management of bond funds)

Number of pages: 96 Posted: 01 Apr 2020 Last Revised: 09 Jan 2024
Jaewon Choi, Martijn Cremers and Timothy B. Riley
Seoul National University - Department of Economics, University of Notre Dame and University of Arkansas - Department of Finance
Downloads 652 (76,612)
Citation 2

Abstract:

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Bond, Mutual Funds, Active Management, Active Share, Alpha

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 Florida and University of Arkansas - Department of Finance
Downloads 457 (118,657)
Citation 3

Abstract:

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Mutual fund, skill, alpha, persistence

10.

Factor Investing Funds: Replicability of Academic Factors and After-Cost Performance

Number of pages: 46 Posted: 02 Feb 2023 Last Revised: 13 Apr 2023
Martijn Cremers, Yuekun Liu and Timothy B. Riley
University of Notre Dame, Aalto University School of Business and University of Arkansas - Department of Finance
Downloads 445 (122,526)

Abstract:

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Mutual fund, factor investing, alpha, active share, cost

11.

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 Florida and University of Arkansas - Department of Finance
Downloads 402 (137,826)
Citation 1

Abstract:

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Low, Volatility, Anomaly, Idiosyncratic

12.

Portfolio Concentration and Mutual Fund Performance

Number of pages: 56 Posted: 15 Aug 2016 Last Revised: 01 Dec 2017
Jon A. Fulkerson and Timothy B. Riley
University of Dayton and University of Arkansas - Department of Finance
Downloads 312 (181,650)
Citation 5

Abstract:

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Mutual fund, alpha, concentration, information, skill

13.

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 286 (199,024)

Abstract:

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

14.

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 244 (233,190)

Abstract:

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

15.

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 222 (255,435)
Citation 1

Abstract:

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Mutual Fund, Luck, Skill, Alpha, Flows

16.

Portfolios of Actively Managed Mutual Funds

Number of pages: 57 Posted: 20 Sep 2019 Last Revised: 14 Nov 2020
Timothy B. Riley
University of Arkansas - Department of Finance
Downloads 209 (270,181)
Citation 1

Abstract:

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active management, alpha, mutual fund, portfolio

17.

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 Florida and University of Arkansas - Department of Finance
Downloads 193 (290,526)
Citation 3

Abstract:

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Mutual funds

18.

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 191 (293,250)
Citation 2

Abstract:

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mutual funds, liquidity

19.

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:

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ETF, NAV, premium, discount

20.

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 Florida and University of Arkansas - Department of Finance

Abstract:

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

21.

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 Florida, University of Kentucky and University of Arkansas - Department of Finance

Abstract:

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