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

11

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SSRN CITATIONS
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Top 11,024

in Total Papers Citations

137

CROSSREF CITATIONS

14

Scholarly Papers (11)

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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 2,757 (9,575)
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 1,738 (19,943)
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 997 (45,149)
Citation 29

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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 860 (55,352)
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 532 (102,692)
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 525 (104,336)
Citation 12

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Informed trading, price impact, liquidity

7.

Proxy Advice and Errors in Shareholder Voting

Number of pages: 89 Posted: 25 Oct 2021 Last Revised: 10 Sep 2024
Patrick Blonien, Alan D. Crane, Kevin Crotty and David De Angelis
Carnegie Mellon University - David A. Tepper 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 402 (143,112)

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shareholder voting, shareholder proposals, proxy advice, informed voting

8.

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 371 (156,607)
Citation 10

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Risk premia, bounds, conditional tests, predictability

9.

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 320 (183,673)
Citation 5

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Short Selling, Regression Discontinuity, Financial Market Regulation

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 251 (235,665)
Citation 5

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Liquidity risk, Corporate bonds, Yield spreads, Commonality

11.

Detecting Informed Trade by Corporate Insiders

Number of pages: 61 Posted: 30 Nov 2023 Last Revised: 30 Sep 2024
Patrick Blonien, Alan D. Crane and Kevin Crotty
Carnegie Mellon University - David A. Tepper School of Business, Rice University - Jesse H. Jones Graduate School of Business and Rice University - Jesse H. Jones Graduate School of Business
Downloads 242 (244,360)

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Insider trading, Informed trade, Mixture model