Kevin Crotty

Rice University - Jesse H. Jones Graduate School of Business

6100 Main Street

Houston, TX 77005-1892

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 9,273

SSRN RANKINGS

Top 9,273

in Total Papers Downloads

7,264

SSRN CITATIONS
Rank 17,328

SSRN RANKINGS

Top 17,328

in Total Papers Citations

46

CROSSREF CITATIONS

16

Scholarly Papers (10)

1.

Hedge Funds and Public Information Acquisition

Number of pages: 61 Posted: 16 Mar 2018 Last Revised: 17 Sep 2021
Alan D. Crane, Kevin Crotty and Tarik Umar
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University
Downloads 2,408 (8,347)
Citation 9

Abstract:

Loading...

Information Acquisition, Public Information, Hedge Funds

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 - Jesse H. Jones Graduate School of Business
Downloads 1,494 (17,859)
Citation 11

Abstract:

Loading...

Index Funds, Mutual Fund Performance, Skill

3.

Identifying Information Asymmetry in Securities Markets

Review of Financial Studies, Vol. 31, No. 6, pp. 2277–2325
Number of pages: 93 Posted: 16 Feb 2015 Last Revised: 25 Oct 2018
Kerry Back, Kevin Crotty and Tao Li
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 848 (40,502)
Citation 17

Abstract:

Loading...

PIN, Kyle Lambda, Information Asymmetry, Order Flow

4.

How Skilled Are Security Analysts?

Journal of Finance, Forthcoming
Number of pages: 62 Posted: 27 Mar 2018 Last Revised: 11 Jun 2019
Alan D. Crane and Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 718 (50,592)
Citation 3

Abstract:

Loading...

Stock recommendations, Security Analysts, Skill, Luck

5.

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 - Jesse H. Jones Graduate School of Business
Downloads 462 (88,366)
Citation 7

Abstract:

Loading...

Performance evaluation, coskewness, skewness, mutual fund

6.

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 - Jesse H. Jones Graduate School of Business
Downloads 441 (92,988)
Citation 4

Abstract:

Loading...

Informed trading, price impact, liquidity

7.

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 - Jesse H. Jones Graduate School of Business, Kellstadt Graduate School of Business and Rice University
Downloads 282 (151,941)
Citation 5

Abstract:

Loading...

Short Selling, Regression Discontinuity, Financial Market Regulation

8.

Validity, Tightness, and Forecasting Power of Risk Premium Bounds

Number of pages: 88 Posted: 21 Nov 2020 Last Revised: 13 Jan 2022
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 236 (181,121)
Citation 1

Abstract:

Loading...

Risk premia, bounds, conditional tests, predictability

9.

Corporate Yield Spreads and Systematic Liquidity

Number of pages: 77 Posted: 21 Feb 2013
Kevin Crotty
Rice University - Jesse H. Jones Graduate School of Business
Downloads 219 (194,527)
Citation 4

Abstract:

Loading...

Liquidity risk, Corporate bonds, Yield spreads, Commonality

10.

Errors in Shareholder Voting

Number of pages: 61 Posted: 25 Oct 2021 Last Revised: 10 Jun 2022
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and University of Houston - C.T. Bauer College of Business
Downloads 156 (261,645)

Abstract:

Loading...

shareholder voting, shareholder proposals, proxy advice