Timothy B. Riley

University of Arkansas - Department of Finance

Assistant Professor

Fayetteville, AR 72701

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 7,505

SSRN RANKINGS

Top 7,505

in Total Papers Downloads

5,565

CITATIONS

0

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

Number of pages: 44 Posted: 14 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 1,977 (6,664)

Abstract:

Loading...

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 1,088 (17,494)

Abstract:

Loading...

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 765 (29,171)

Abstract:

Loading...

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 311 (89,956)

Abstract:

Loading...

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 310 (90,289)

Abstract:

Loading...

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 225 (126,280)

Abstract:

Loading...

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 185 (151,874)

Abstract:

Loading...

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

8.

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 156 (176,373)

Abstract:

Loading...

mutual funds, liquidity

9.

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 151 (181,221)

Abstract:

Loading...

Mutual funds

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 142 (190,544)

Abstract:

Loading...

Mutual Fund, Luck, Skill, Alpha, Flows

11.

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 130 (204,556)

Abstract:

Loading...

mutual funds, benchmarks, holdings, performance, active share

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 125 (210,924)

Abstract:

Loading...

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:

Loading...

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:

Loading...

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:

Loading...

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