Austin Hill-Kleespie

G. Brint Ryan College of Business, University of North Texas

Assistant Professor of Finance

Denton, TX 76203

United States

SCHOLARLY PAPERS

5

DOWNLOADS

1,204

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Quantitative Investing and Market Instability

Number of pages: 54 Posted: 09 Nov 2018 Last Revised: 20 Sep 2022
William Beggs, Jonathan Brogaard and Austin Hill-Kleespie
Knauss School of Business, University of San Diego, University of Utah - David Eccles School of Business and G. Brint Ryan College of Business, University of North Texas
Downloads 494 (87,720)

Abstract:

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Investment management, security selection, quantitative funds, mutual funds, fire sales, herding, market stability

2.

The Good, The Bad, and The Trending: Using Social Media Data To Test Theories of Momentum

9th Miami Behavioral Finance Conference 2018
Number of pages: 40 Posted: 15 Mar 2019 Last Revised: 06 Jun 2019
Austin Hill-Kleespie
G. Brint Ryan College of Business, University of North Texas
Downloads 366 (124,363)
Citation 2

Abstract:

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Microblogging, Sentiment Analysis, StockTwits, Stock Returns, Momentum

3.

Investigating the Sources of Day and Night Returns

Number of pages: 62 Posted: 11 Feb 2021 Last Revised: 10 Mar 2021
Austin Hill-Kleespie
G. Brint Ryan College of Business, University of North Texas
Downloads 181 (250,010)

Abstract:

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Factor Models, Market Efficiency, Risk, Mispricing, Overnight Returns, Daytime Returns

4.

Mutual Fund Tax Implications When Investment Advisors Manage Tax-Exempt Separate Accounts

Journal of Banking and Finance, Forthcoming
Number of pages: 72 Posted: 11 Nov 2019 Last Revised: 19 Oct 2021
William Beggs, Austin Hill-Kleespie and Alice (Yanguang) Liu
Knauss School of Business, University of San Diego, G. Brint Ryan College of Business, University of North Texas and University of Arizona, Eller College of Management, Department of Finance
Downloads 95 (408,019)

Abstract:

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Investment Advisors, Mutual Funds, Institutional Asset Management, Taxable Distributions

5.

Risk and Mispricing in Estimated Alphas

Number of pages: 33 Posted: 21 Nov 2017 Last Revised: 28 Feb 2018
Austin Hill-Kleespie
G. Brint Ryan College of Business, University of North Texas
Downloads 68 (495,927)

Abstract:

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Market Efficiency, Capital Asset Pricing Model