Curriculum Vitae:
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Address:
454 Brooks Hall
Athens, GA 30602
Email
Office Phone:
706.542.3637
|
Tyler R. Henry
Assistant Professor
Department of Banking and Finance [ Website ]
At Terry Since 2005
Education:
| Ph.D., University of Washington, Finance | | (2005) |
| B.S., Miami University (OH), Finance | | (1997) |
| B.A., Miami University (OH), Chemistry | | (1997) |
Prior Professional Positions:
| A.G. Edwards & Sons, Inc., Fixed Income Research, Bond Analyst |
|
1997 to
1999 |
Research Interests:
| Investments, Capital Markets, Short Selling, Liquidity |
Awards:
| 2008, Oustanding Teaching Faculty, University of Georgia |
| 2002, Research Grant, Institute for Quantitative Research in Finance (Q-Group) |
| 2002, Research Grant, Guttmann Center for Portfolio Management, University of Vienna |
Selected Publications:
Book Chapters
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Ferson, W., T. Henry, and D. Kisgen .
"Fixed Income Fund Performance Across Economic States."
Research in Finance,
23,
(2007),
pp. 1-62.
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Journal Articles
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Ferson, W., T. Henry, and D. Kisgen .
"Evaluating Government Bond Fund Performance with Stochastic Discount Factors."
Review of Financial Studies,
19 (2),
(2006),
pp. 423-455.
|
Working Papers
Henry, T.
"Short Selling, Informed Trading, and Stock Returns."
Working Paper,
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Henry, T. and J. Scruggs .
"Expected Returns and Markov-Switching Illiquidity."
Working Paper,
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Henry, T. and J. Koski .
"Short Selling Around Seasoned Equity Offerings."
Working Paper,
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Courses:
| FINA 4310 Investments (Undergraduate) |
| FINA 7310 Investments (MBA) |
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