Kevin Crotty

Rice University - Jesse H. Jones Graduate School of Business

6100 Main Street

Houston, TX 77005-1892

United States

  • Rice University - Jesse H. Jones Graduate School of Business

SCHOLARLY PAPERS

10

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8,092

SSRN CITATIONS
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SSRN RANKINGS

Top 11,890

in Total Papers Citations

105

CROSSREF CITATIONS

13

Scholarly Papers (10)

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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 2,612 (8,870)
Citation 9

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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 1,634 (18,652)
Citation 11

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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 920 (43,132)
Citation 24

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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 792 (52,904)
Citation 3

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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 508 (93,414)
Citation 7

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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 477 (100,783)
Citation 9

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Informed trading, price impact, liquidity

7.

Validity, Tightness, and Forecasting Power of Risk Premium Bounds

Number of pages: 88 Posted: 21 Nov 2020 Last Revised: 13 Jan 2022
Kerry Back, Kevin Crotty and Seyed Mohammad Kazempour
Rice University - Jesse H. Jones Graduate School of Business, Rice University - Jesse H. Jones Graduate School of Business and Louisiana State University
Downloads 309 (164,097)
Citation 17

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Risk premia, bounds, conditional tests, predictability

8.

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

Number of pages: 51 Posted: 25 Apr 2015 Last Revised: 22 Jul 2017
Alan D. Crane, Kevin Crotty, Sebastien Michenaud and Patricia L. Naranjo
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 303 (167,553)
Citation 5

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Short Selling, Regression Discontinuity, Financial Market Regulation

9.

Errors in Shareholder Voting

Number of pages: 84 Posted: 25 Oct 2021 Last Revised: 12 Aug 2023
Patrick Blonien, Alan D. Crane, Kevin Crotty and David De Angelis
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 299 (169,900)

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shareholder voting, shareholder proposals, proxy advice, informed voting

10.

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 238 (213,644)
Citation 4

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Liquidity risk, Corporate bonds, Yield spreads, Commonality