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Kelly, Bryan T.


 SSRN Author Rank: 661 by Downloads
 Assistant Professor
 

University of Chicago - Booth School of Business


 5807 S. Woodlawn Avenue
 Chicago, IL 60637
 United States
 773-702-8359 (Phone)
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States
 email address

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. Kelly, Bryan T.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
22,193
Total
Citations
168
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Kelly, Bryan T.
University of Chicago - Booth School of Business
Posted:
10 Nov 09
Last Revised:
15 Nov 13
2,519
(2,716)
8

2.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
15 Feb 11
Last Revised:
20 Dec 13
1,879
(4,461)
9

3.   Incl. Electronic Paper
Balakrishnan, Karthik
London Business School
Billings, Mary Brooke
New York University
Kelly, Bryan T.
University of Chicago - Booth School of Business
Ljungqvist, Alexander
New York University (NYU) - Department of Finance
Posted:
28 Oct 11
Last Revised:
25 Aug 13
1,787
(4,861)
11

4.  
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-19
Number of Pages in PDF File: 61
Kelly, Bryan T.
University of Chicago - Booth School of Business
Pruitt, Seth
Arizona State University (ASU) - Finance Department
Posted:
22 Jun 11
Last Revised:
22 Jul 14
1,679
(5,435)
6

5.  
Tail Risk and Hedge Fund Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 12-44, Fama-Miller Working Paper
Number of Pages in PDF File: 42
Kelly, Bryan T.
University of Chicago - Booth School of Business
Jiang, Hao
Michigan State University
Posted:
31 May 12
Last Revised:
20 Nov 12
1,646
(5,623)
4

6.   Incl. Electronic Paper
Giglio, Stefano W.
University of Chicago - Booth School of Business
Kelly, Bryan T.
University of Chicago - Booth School of Business
Pruitt, Seth
Arizona State University (ASU) - Finance Department
Posted:
26 Oct 12
Last Revised:
23 Feb 15
1,616
(5,818)
2

7.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Ljungqvist, Alexander
New York University (NYU) - Department of Finance
Posted:
09 Jan 09
Last Revised:
10 Sep 13
1,592
(5,967)
27

8.  
Market Expectations in the Cross Section of Present Values | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 11-08, AFA 2013 San Diego Meetings Paper, Fama-Miller Working Paper
Number of Pages in PDF File: 52
Kelly, Bryan T.
University of Chicago - Booth School of Business
Pruitt, Seth
Arizona State University (ASU) - Finance Department
Posted:
02 Feb 11
Last Revised:
11 Sep 12
1,523
(6,435)
14

9.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Ljungqvist, Alexander
New York University (NYU) - Department of Finance
Posted:
06 Mar 08
Last Revised:
18 May 10
1,400
(7,446)
15

10.   Incl. Electronic Paper
Herskovic, Bernard
University of California, Los Angeles (UCLA) - Anderson School of Management
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
12 Nov 12
Last Revised:
02 Jul 15
1,309
(8,329)
1

11.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Jiang, Hao
Erasmus University Rotterdam (EUR)
Posted:
30 Aug 13
Last Revised:
11 Jan 14
1,199
(9,640)
13

12.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Pastor, Lubos
University of Chicago - Booth School of Business
Veronesi, Pietro
University of Chicago - Booth School of Business
Posted:
19 Nov 13
Last Revised:
14 Jul 15
1,197
(9,670)
2

13.  
Dynamic Equicorrelation | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-08-038, Chicago Booth Research Paper No. 12-07, Fama-Miller Working Paper
Number of Pages in PDF File: 40
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Kelly, Bryan T.
University of Chicago - Booth School of Business
Posted:
09 Mar 09
Last Revised:
15 Nov 13
983
(13,161)
33

14.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
07 Dec 12
Last Revised:
15 Oct 13
953
(13,797)
2

15.  
Excess Volatility: Beyond Discount Rates | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 15-13
Number of Pages in PDF File: 53
Giglio, Stefano W.
University of Chicago - Booth School of Business
Kelly, Bryan T.
University of Chicago - Booth School of Business
Posted:
06 Mar 15
Last Revised:
07 May 15
393
(46,727)
 

16.   Incl. Electronic Paper
Balakrishnan, Karthik
London Business School
Billings, Mary Brooke
New York University
Kelly, Bryan T.
University of Chicago - Booth School of Business
Ljungqvist, Alexander
New York University (NYU) - Department of Finance
Posted:
21 Sep 12
Last Revised:
02 Oct 13
184
(106,793)
11

17.  
The Dynamic Power Law Model | Show Abstract | Download This Paper | Open PDF in Browser |
Chicago Booth Research Paper No. 14-14, Fama-Miller Working Paper
Number of Pages in PDF File: 31
Kelly, Bryan T.
University of Chicago - Booth School of Business
Posted:
13 May 14
147
(130,369)
1

18.  
Credit Implied Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Fama-Miller Working Paper
Number of Pages in PDF File: 23
Kelly, Bryan T.
University of Chicago - Booth School of Business
Manzo, Gerardo
The University of Chicago Booth School of Business
Palhares, Diogo
AQR Capital Management, LLC
Posted:
11 Mar 15
110
(163,907)
 

19.  
Balakrishnan, Karthik
London Business School
Billings, Mary Brooke
New York University
Kelly, Bryan T.
University of Chicago - Booth School of Business
Ljungqvist, Alexander
New York University (NYU) - Department of Finance
Posted:
10 Sep 13
77
(207,123)
9


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