Timothy B. Riley

University of Arkansas - Department of Finance

Assistant Professor

Fayetteville, AR 72701

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 6,237

SSRN RANKINGS

Top 6,237

in Total Papers Downloads

6,876

CITATIONS
Rank 20,751

SSRN RANKINGS

Top 20,751

in Total Papers Citations

22

Scholarly Papers (15)

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, forthcoming
Number of pages: 50 Posted: 14 Sep 2018 Last Revised: 02 Jun 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 3,056 (3,471)
Citation 1

Abstract:

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Active Management, Mutual Funds, Skill, Alpha, Value

2.

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 1,142 (17,483)

Abstract:

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

3.

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 793 (29,710)
Citation 9

Abstract:

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Mutual Funds, Skill, Volatility, Market Efficiency, Anomaly

4.

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 323 (91,821)
Citation 3

Abstract:

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Mutual fund, skill, alpha, persistence

5.

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 318 (93,439)
Citation 1

Abstract:

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Low, Volatility, Anomaly, Idiosyncratic

6.

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 236 (127,972)

Abstract:

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

7.

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 194 (154,321)

Abstract:

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

8.

Benchmark Discrepancies and Mutual Fund Performance Evaluation

Number of pages: 70 Posted: 17 May 2018 Last Revised: 25 Sep 2018
Martijn Cremers, Jon A. Fulkerson and Timothy B. Riley
University of Notre Dame, University of Dayton and University of Arkansas - Department of Finance
Downloads 190 (157,232)
Citation 1

Abstract:

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mutual funds, benchmarks, holdings, performance, active share

9.

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 168 (175,502)
Citation 1

Abstract:

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mutual funds, liquidity

10.

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 154 (188,914)
Citation 1

Abstract:

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Mutual Fund, Luck, Skill, Alpha, Flows

11.

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 153 (189,960)
Citation 3

Abstract:

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Mutual funds

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 149 (194,229)
Citation 2

Abstract:

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Mutual fund, alpha, concentration, information, skill

13.

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

14.

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:

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

15.

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:

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