Kevin Crotty

Rice University

6100 Main Street

Houston, TX 77005-1892

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 17,835

SSRN RANKINGS

Top 17,835

in Total Papers Downloads

2,256

CITATIONS

2

Scholarly Papers (6)

1.

Identifying Information Asymmetry in Securities Markets

Review of Financial Studies, Forthcoming
Number of pages: 93 Posted: 16 Feb 2015 Last Revised: 19 Oct 2017
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 487 (48,403)

Abstract:

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PIN, Kyle Lambda, Information Asymmetry, Order Flow

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 454 (24,432)

Abstract:

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Index Funds, Mutual Fund Performance, Skill

3.

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 253 (74,006)
Citation 1

Abstract:

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Informed trading, price impact, liquidity

4.

Corporate Yield Spreads and Systematic Liquidity

Number of pages: 77 Posted: 21 Feb 2013
Kevin Crotty
Rice University
Downloads 126 (151,503)
Citation 1

Abstract:

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Liquidity risk, Corporate bonds, Yield spreads, Commonality

5.

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 62 (128,269)

Abstract:

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Short Selling, Regression Discontinuity, Financial Market Regulation

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 56 (109,764)

Abstract:

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Performance evaluation, coskewness, skewness, mutual fund