| 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 | 786 | 2019 |
| Systemic risk and the macroeconomy: An empirical evaluation S Giglio, B Kelly, S Pruitt Journal of Financial Economics 119 (3), 457-471, 2016 | 699 | 2016 |
| Market expectations in the cross section of present values B Kelly, S Pruitt The Journal of Finance 68 (5), 1721-1756, 2013 | 647 | 2013 |
| 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 | 482 | 2015 |
| The liquidity effects of official bond market intervention M De Pooter, RF Martin, S Pruitt Journal of Financial and Quantitative Analysis 53 (1), 243-268, 2018 | 166* | 2018 |
| Modeling corporate bond returns B Kelly, D Palhares, S Pruitt The Journal of Finance 78 (4), 1967-2008, 2023 | 140 | 2023 |
| Instrumented principal component analysis BT Kelly, S Pruitt, Y Su Available at SSRN 2983919, 2020 | 132 | 2020 |
| Understanding momentum and reversal BT Kelly, TJ Moskowitz, S Pruitt Journal of financial economics 140 (3), 726-743, 2021 | 118 | 2021 |
| The demand for youth: Explaining age differences in the volatility of hours N Jaimovich, S Pruitt, HE Siu American Economic Review 103 (7), 3022-3044, 2013 | 98* | 2013 |
| Estimating the market-perceived monetary policy rule JD Hamilton, S Pruitt, S Borger American Economic Journal: Macroeconomics 3 (3), 1-28, 2011 | 63 | 2011 |
| Earnings risk in the household: Evidence from millions of US tax returns S Pruitt, N Turner American Economic Review: Insights 2 (2), 237-254, 2020 | 51* | 2020 |
| The cost of ESG investing LA Lindsey, S Pruitt, C Schiller Available at SSRN 3975077, 2024 | 41 | 2024 |
| Estimating monetary policy rules when nominal interest rates are stuck at zero J Kim, S Pruitt Journal of Money, Credit and Banking 49 (4), 585-602, 2017 | 21 | 2017 |
| Uncertainty over models and data: The rise and fall of American inflation S Pruitt Journal of Money, Credit and Banking 44 (2‐3), 341-365, 2012 | 16 | 2012 |
| Markup variation and endogenous fluctuations in the price of investment goods M Floetotto, N Jaimovich, S Pruitt FRB International Finance Discussion Paper, 2009 | 16 | 2009 |
| Reconciling TRACE bond returns BT Kelly, S Pruitt Available at SSRN 4069478, 2022 | 14 | 2022 |
| Dogs and cats living together: A defense of cash-flow predictability S Pruitt Available at SSRN 4343101, 2023 | 7 | 2023 |
| Risk exposures from risk disclosures: What they said and how they said it R Mazumder, S Pruitt, L Ross Available at SSRN 4637697, 2023 | 1 | 2023 |
| Dissecting market expectations in the cross-section of book-to-market ratios: A comment B Kelly, S Pruitt Critical Finance Review 11 (2), 375-381, 2022 | 1 | 2022 |
| The Pseudo-Information Filter S Pruitt Available at SSRN 2080107, 2012 | | 2012 |
Bryan KellyYale School of Managementยืนยันอีเมลแล้วที่ yale.edu