Kevin Crotty

Rice University

6100 Main Street

Houston, TX 77005-1892

United States

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 8,563

in Total Papers Downloads

5,474

SSRN CITATIONS
Rank 26,428

SSRN RANKINGS

Top 26,428

in Total Papers Citations

11

CROSSREF CITATIONS

16

Scholarly Papers (8)

1.

Hedge Funds and Public Information Acquisition

Number of pages: 52 Posted: 16 Mar 2018 Last Revised: 25 Apr 2019
Alan D. Crane, Kevin Crotty and Tarik Umar
Rice University - Jesse H. Jones Graduate School of Business, Rice University and Rice University
Downloads 1,884 (8,323)
Citation 3

Abstract:

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

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 1,244 (16,152)
Citation 7

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 and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 727 (35,088)
Citation 8

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
Downloads 425 (69,937)

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
Downloads 387 (78,082)
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
Downloads 371 (82,009)
Citation 2

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, Kellstadt Graduate School of Business and Rice University
Downloads 246 (128,245)
Citation 4

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
Downloads 190 (164,106)
Citation 3

Abstract:

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Liquidity risk, Corporate bonds, Yield spreads, Commonality