Kevin Crotty

Rice University - Jesse H. Jones Graduate School of Business

6100 Main Street

Houston, TX 77005-1892

United States

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 8,580

in Total Papers Downloads

5,923

SSRN CITATIONS
Rank 23,483

SSRN RANKINGS

Top 23,483

in Total Papers Citations

24

CROSSREF CITATIONS

14

Scholarly Papers (9)

1.

Public and Private Information: Complements or Substitutes?

Number of pages: 59 Posted: 16 Mar 2018 Last Revised: 10 Aug 2020
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 2,027 (8,209)
Citation 5

Abstract:

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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 1,320 (16,225)
Citation 8

Abstract:

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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 (CityUHK) - Department of Economics & Finance
Downloads 757 (36,372)
Citation 12

Abstract:

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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 575 (52,412)

Abstract:

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Stock recommendations, Security Analysts, Skill, Luck

5.

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 397 (82,468)
Citation 3

Abstract:

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Informed trading, price impact, liquidity

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 - Jesse H. Jones Graduate School of Business
Downloads 392 (83,680)
Citation 3

Abstract:

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Performance evaluation, coskewness, skewness, mutual fund

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 258 (132,603)
Citation 3

Abstract:

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Short Selling, Regression Discontinuity, Financial Market Regulation

8.

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 197 (171,764)
Citation 5

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Liquidity risk, Corporate bonds, Yield spreads, Commonality

9.

Risk Premium Bounds: Slackness Tests and Return Predictions

Number of pages: 84
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 0

Abstract:

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Risk premia, bounds, conditional tests, predictability