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Kelly, Bryan T.


 SSRN Author Rank: 808 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
18,210
Total
Citations
167
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
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
2,411
(2,557)
8

2.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
15 Feb 11
Last Revised:
20 Dec 13
1,688
(4,711)
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
1,536
(5,583)
12

4.   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
1,463
(6,056)
24

5.  
Tail Risk and Hedge Fund Returns | Show Abstract | Download |
Chicago Booth Research Paper No. 12-44, Fama-Miller Working Paper
Working Paper Series
Kelly, Bryan T.
University of Chicago - Booth School of Business
Jiang, Hao
Michigan State University
Posted:
31 May 12
Last Revised:
20 Nov 12
1,427
(6,310)
4

6.  
Market Expectations in the Cross Section of Present Values | Show Abstract | Download |
Journal of Finance, Forthcoming, Chicago Booth Research Paper No. 11-08, AFA 2013 San Diego Meetings Paper, Fama-Miller Working Paper
Working Paper Series
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
1,425
(6,324)
14

7.   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
1,279
(7,554)
15

8.  
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors | Show Abstract | Download |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 11-19
Working Paper Series
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
1,263
(7,692)
5

9.  
Systemic Risk and the Macroeconomy: An Empirical Evaluation | Show Abstract | Download |
Chicago Booth Research Paper No. 12-49, Fama-Miller Working Paper
Working Paper Series
Giglio, Stefano
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:
15 Sep 14
1,122
(9,391)
2

10.  
Dynamic Equicorrelation | Show Abstract | Download |
NYU Working Paper No. FIN-08-038, Chicago Booth Research Paper No. 12-07, Fama-Miller Working Paper
Working Paper Series
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
952
(12,158)
33

11.   Incl. Electronic Paper
Herskovic, Bernard
New York University (NYU)
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
12 Nov 12
Last Revised:
28 Apr 14
926
(12,699)
 

12.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Jiang, Hao
Michigan State University
Posted:
30 Aug 13
Last Revised:
11 Jan 14
904
(13,182)
14

13.   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:
04 Jul 14
773
(16,687)
2

14.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
07 Dec 12
Last Revised:
15 Oct 13
725
(18,289)
2

15.   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
171
(102,561)
12

16.  
The Dynamic Power Law Model | Show Abstract | Download |
Chicago Booth Research Paper No. 14-14, Fama-Miller Working Paper
Working Paper Series
Kelly, Bryan T.
University of Chicago - Booth School of Business
Posted:
13 May 14
82
(180,090)
1

17.  
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
63
(209,319)
10


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