Bryan Kelly

Citeras av

	Alla	Sedan 2020
Citat	19187	15194
h-index	43	41
i10-index	50	50

4500

2250

1125

3375

20112012201320142015201620172018201920202021202220232024202556 74 132 209 306 456 508 742 1071 1541 2026 2771 3807 4490 501

Offentlig åtkomst

Visa alla

6 artiklar

0 artiklar

tillgänglig

inte tillgänglig

Enligt krav från finansiärer

Medförfattare

Dacheng Xiu (修大成)University of Chicago Booth School of BusinessVerifierad e-postadress på chicagobooth.edu
Seth PruittArizona State University, Finance DepartmentVerifierad e-postadress på asu.edu
Stefano GiglioFrederic D. Wolfe Professor of Finance and Management, Yale School of ManagementVerifierad e-postadress på yale.edu
Hanno LustigMizuho Financial Group Professor of Finance, Stanford Graduate School of BusinessVerifierad e-postadress på stanford.edu
Stijn Van NieuwerburghKazis and Schore Professor of Real Estate and Professor of Finance, Columbia Business SchoolVerifierad e-postadress på gsb.columbia.edu
Semyon MalamudProfessorVerifierad e-postadress på epfl.ch
Alexander LjungqvistStockholm School of EconomicsVerifierad e-postadress på hhs.se
Yinan SuJohns Hopkins University Carey Business SchoolVerifierad e-postadress på jhu.edu
Asaf ManelaWashington University in St. Louis and Reichman UniversityVerifierad e-postadress på wustl.edu
Johannes StroebelDavid S. Loeb Professor of Finance, NYU SternVerifierad e-postadress på nyu.edu
Lasse Heje PedersenCopenhagen Business School, NYU, AQR, and CEPRVerifierad e-postadress på cbs.dk
Lubos PastorUniversity of Chicago, Booth School of BusinessVerifierad e-postadress på chicagobooth.edu
Robert EngleNew York UniversityVerifierad e-postadress på stern.nyu.edu
Theis Ingerslev JensenAssistant Professor, Yale School of ManagementVerifierad e-postadress på yale.edu
Matthew GentzkowProfessor of Economics, Stanford UniversityVerifierad e-postadress på stanford.edu
Leland BybeeBooth School of BusinessVerifierad e-postadress på chicagobooth.edu
Kangying ZhouYale School of ManagementVerifierad e-postadress på yale.edu
Tobias J. MoskowitzYale UniversityVerifierad e-postadress på yale.edu
Pietro VeronesiUniversity of ChicagoVerifierad e-postadress på chicagobooth.edu
Zhiguo He (何治国)James Irvin Miller Professor of Finance, Stanford University; NBERVerifierad e-postadress på stanford.edu

Följ

Bryan Kelly

Yale School of Management

Verifierad e-postadress på yale.edu - Startsida

Financial Economics Financial Econometrics Machine Learning Asset Pricing


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Empirical asset pricing via machine learning S Gu, B Kelly, D Xiu The Review of Financial Studies 33 (5), 2223–2273, 2020	2361	2020
Text as data M Gentzkow, B Kelly, M Taddy Journal of Economic Literature 57 (3), 535-574, 2019	1726	2019
Hedging climate change news RF Engle, S Giglio, B Kelly, H Lee, J Stroebel The Review of Financial Studies 33 (3), 1184-1216, 2020	1167	2020
Tail risk and asset prices B Kelly, H Jiang The Review of Financial Studies 27 (10), 2841-2871, 2014	957	2014
The price of political uncertainty: Theory and evidence from the option market B Kelly, Ľ Pástor, P Veronesi The Journal of Finance 71 (5), 2417-2480, 2016	919	2016
Intermediary asset pricing: New evidence from many asset classes Z He, B Kelly, A Manela Journal of Financial Economics 126 (1), 1-35, 2017	896	2017
Shaping liquidity: On the causal effects of voluntary disclosure K Balakrishnan, MB Billings, B Kelly, A Ljungqvist the Journal of Finance 69 (5), 2237-2278, 2014	820	2014
Characteristics are covariances: A unified model of risk and return BT Kelly, S Pruitt, Y Su Journal of Financial Economics 134 (3), 501-524, 2019	792	2019
Testing asymmetric-information asset pricing models B Kelly, A Ljungqvist The Review of Financial Studies 25 (5), 1366-1413, 2012	786*	2012
Climate finance S Giglio, B Kelly, J Stroebel Annual review of financial economics 13 (1), 15-36, 2021	709	2021
Systemic risk and the macroeconomy: An empirical evaluation S Giglio, B Kelly, S Pruitt Journal of Financial Economics 119 (3), 457-471, 2016	698	2016
Dynamic equicorrelation R Engle, B Kelly Journal of Business & Economic Statistics 30 (2), 212-228, 2012	654	2012
Market expectations in the cross‐section of present values B Kelly, S Pruitt The Journal of Finance 68 (5), 1721-1756, 2013	648	2013
Autoencoder asset pricing models S Gu, B Kelly, D Xiu Journal of Econometrics 222 (1), 429-450, 2021	492	2021
The three-pass regression filter: A new approach to forecasting using many predictors B Kelly, S Pruitt Journal of Econometrics 186 (2), 294-316, 2015	480	2015
Measuring technological innovation over the long run B Kelly, D Papanikolaou, A Seru, M Taddy American Economic Review: Insights 3 (3), 303-320, 2021	479	2021
The common factor in idiosyncratic volatility: Quantitative asset pricing implications B Herskovic, B Kelly, H Lustig, S Van Nieuwerburgh Journal of Financial Economics 119 (2), 249-283, 2016	475	2016
Is there a replication crisis in finance? TI Jensen, B Kelly, LH Pedersen The Journal of Finance 78 (5), 2465-2518, 2023	437	2023
Too-systemic-to-fail: What option markets imply about sector-wide government guarantees B Kelly, H Lustig, S Van Nieuwerburgh American Economic Review 106 (6), 1278-1319, 2016	332	2016
Business news and business cycles L Bybee, B Kelly, A Manela, D Xiu The Journal of Finance 79 (5), 3105-3147, 2024	324*	2024

Systemet kan inte utföra åtgärden just nu. Försök igen senare.

Artiklar 1–20

Citat per år

Dubblettcitat

Sammanfogade citat

Lägg till medförfattareMedförfattare

Följ

Citeras av

Medförfattare