Kevin Crotty

Rice University - Jesse H. Jones Graduate School of Business

6100 Main Street

Houston, TX 77005-1892

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 8,954

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Top 8,954

in Total Papers Downloads

6,474

SSRN CITATIONS
Rank 17,387

SSRN RANKINGS

Top 17,387

in Total Papers Citations

46

CROSSREF CITATIONS

15

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 2,208 (8,095)
Citation 9

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 1,395 (16,903)
Citation 11

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 797 (37,952)
Citation 17

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 649 (49,993)
Citation 3

Abstract:

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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 427 (84,099)
Citation 7

Abstract:

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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 410 (88,160)
Citation 4

Abstract:

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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 270 (139,418)
Citation 5

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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 204 (182,874)
Citation 4

Abstract:

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Liquidity risk, Corporate bonds, Yield spreads, Commonality

9.

Risk Premium Bounds: Slackness Tests and Return Predictions

Number of pages: 84 Posted: 21 Nov 2020
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 114 (294,025)
Citation 1

Abstract:

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Risk premia, bounds, conditional tests, predictability