Следене
Bryan Kelly
Заглавие
Позовавания
Позовавания
Година
Empirical asset pricing via machine learning
S Gu, B Kelly, D Xiu
The Review of Financial Studies 33 (5), 2223–2273, 2020
12402020
Text as data
M Gentzkow, B Kelly, M Taddy
Journal of Economic Literature 57 (3), 535-74, 2019
9912019
Tail risk and asset prices
B Kelly, H Jiang
The Review of Financial Studies 27 (10), 2841-2871, 2014
7462014
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
6622016
Intermediary asset pricing: New evidence from many asset classes
Z He, B Kelly, A Manela
Journal of Financial Economics 126 (1), 1-35, 2017
6592017
Testing asymmetric-information asset pricing models
B Kelly, A Ljungqvist
The Review of Financial Studies 25 (5), 1366-1413, 2012
641*2012
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
6342014
Dynamic equicorrelation
R Engle, B Kelly
Journal of Business & Economic Statistics 30 (2), 212-228, 2012
5532012
Systemic risk and the macroeconomy: An empirical evaluation
S Giglio, B Kelly, S Pruitt
Journal of Financial Economics 119 (3), 457-471, 2016
5142016
Hedging climate change news
RF Engle, S Giglio, B Kelly, H Lee, J Stroebel
The Review of Financial Studies 33 (3), 1184-1216, 2020
5092020
Market expectations in the cross‐section of present values
B Kelly, S Pruitt
The Journal of Finance 68 (5), 1721-1756, 2013
5082013
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
4712019
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
3802016
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
3402015
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
2822016
Firm volatility in granular networks
B Herskovic, B Kelly, H Lustig, S Van Nieuwerburgh
Journal of Political Economy 128 (11), 4097-4162, 2020
259*2020
Autoencoder asset pricing models
S Gu, B Kelly, D Xiu
Journal of Econometrics 222 (1), 429-450, 2021
2572021
Climate finance
S Giglio, B Kelly, J Stroebel
Annual Review of Financial Economics 13, 15-36, 2021
2442021
Measuring technological innovation over the long run
B Kelly, D Papanikolaou, A Seru, M Taddy
American Economic Review: Insights 3 (3), 303-320, 2021
2202021
A practical guide to volatility forecasting through calm and storm
CT Brownlees, RF Engle, BT Kelly
Available at SSRN 1502915, 2011
2102011
Системата не може да изпълни операцията сега. Опитайте отново по-късно.
Статии 1–20