Kevin Crotty

Rice University

6100 Main Street

Houston, TX 77005-1892

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 9,920

SSRN RANKINGS

Top 9,920

in Total Papers Downloads

4,235

CITATIONS

2

Scholarly Papers (8)

1.

Identifying Information Asymmetry in Securities Markets

Review of Financial Studies, Forthcoming
Number of pages: 93 Posted: 16 Feb 2015 Last Revised: 19 Oct 2017
Kerry Back, Kevin Crotty and Tao Li
Rice University - Jesse H. Jones Graduate School of Business, Rice University and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 589 (40,310)

Abstract:

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PIN, Kyle Lambda, Information Asymmetry, Order Flow

2.

Passive versus Active Fund Performance: Do Index Funds Have Skill?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 56 Posted: 18 Jul 2014 Last Revised: 18 Aug 2017
Alan D. Crane and Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business and Rice University
Downloads 454 (20,899)

Abstract:

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Index Funds, Mutual Fund Performance, Skill

3.

The Informational Role of Stock and Bond Volume

Number of pages: 71 Posted: 21 Feb 2013 Last Revised: 19 Mar 2014
Kerry Back and Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business and Rice University
Downloads 253 (76,053)
Citation 1

Abstract:

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Informed trading, price impact, liquidity

4.

Corporate Yield Spreads and Systematic Liquidity

Number of pages: 77 Posted: 21 Feb 2013
Kevin Crotty
Rice University
Downloads 126 (154,085)
Citation 1

Abstract:

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Liquidity risk, Corporate bonds, Yield spreads, Commonality

5.

The Causal Effects of Short-Selling Bans: Evidence from Eligibility Thresholds

Number of pages: 51 Posted: 25 Apr 2015 Last Revised: 22 Jul 2017
Rice University - Jesse H. Jones Graduate School of Business, Rice University, Kellstadt Graduate School of Business and Rice University
Downloads 62 (126,924)

Abstract:

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Short Selling, Regression Discontinuity, Financial Market Regulation

6.

Skewness Consequences of Seeking Alpha

Number of pages: 54 Posted: 03 Jul 2015 Last Revised: 13 May 2017
Kerry Back, Alan D. Crane and Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University
Downloads 56 (92,437)

Abstract:

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Performance evaluation, coskewness, skewness, mutual fund

7.

How Skilled are Security Analysts?

Number of pages: 40 Posted: 27 Mar 2018
Alan D. Crane and Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business and Rice University
Downloads 0 (106,594)

Abstract:

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Stock recommendations, Security Analysts, False discovery, Skill, Luck

8.

Do Hedge Funds Profit From Public Information?

Number of pages: 56 Posted: 16 Mar 2018 Last Revised: 24 May 2018
Alan D. Crane, Kevin Crotty and Tarik Umar
Rice University - Jesse H. Jones Graduate School of Business, Rice University and Rice University
Downloads 0 (11,453)

Abstract:

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Hedge Fund, Information Acquisition, EDGAR, Public Information, Performance, Disclosure