Peter Kelly

University of Notre Dame

251 Mendoza

South Bend, IN 46637

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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1,951

SSRN CITATIONS
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Top 47,938

in Total Papers Citations

6

CROSSREF CITATIONS

6

Scholarly Papers (7)

1.

Earnings Announcement Return Extrapolation

7th Miami Behavioral Finance Conference 2016
Number of pages: 74 Posted: 22 Jan 2016 Last Revised: 30 May 2019
London Business School, Carnegie Mellon University - David A. Tepper School of Business, University of Notre Dame and Columbia University - Columbia Business School
Downloads 722 (37,911)
Citation 5

Abstract:

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extrapolation, earnings, earnings announcement returns, behavioral finance, retail investors

2.

The Information Content of Realized Losses

Number of pages: 55 Posted: 23 Nov 2014 Last Revised: 05 Dec 2017
Peter Kelly
University of Notre Dame
Downloads 446 (70,397)
Citation 2

Abstract:

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realization utility, insider trading, disposition effect, behavioral finance

3.

Inferences About Properties of Earnings With Disappearing Data

Number of pages: 58 Posted: 21 Sep 2017 Last Revised: 27 Mar 2020
University of Notre Dame - Department of Accountancy, Tilburg University, University of Notre Dame and Washington University in St. Louis - John M. Olin Business School
Downloads 294 (113,185)
Citation 1

Abstract:

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earnings, forecasts

4.

Asset Pricing with Long Run Risk and Stochastic Differential Utility: An Analytic Approach

Number of pages: 71 Posted: 11 Nov 2009
Idaho State University, University of Notre Dame, University of Notre Dame - Department of Mathematics and University of Notre Dame
Downloads 147 (216,957)
Citation 2

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Analyticity, Asset Pricing, Long Run Risk, Stochastic Differential Utility

5.

Dividends and Trust

Number of pages: 32 Posted: 18 Aug 2013 Last Revised: 23 Jul 2020
Peter Kelly and Robert C. Stoumbos
University of Notre Dame and Columbia University - Columbia Business School
Downloads 138 (228,272)

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behavioral finance, dividend, trust

6.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 61 Posted: 14 Feb 2019 Last Revised: 22 Apr 2020
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 121 (252,591)
Citation 2

Abstract:

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term structure of equities, extrapolation, optimism bias

7.

Exploited by Complexity

Number of pages: 73 Posted: 28 Apr 2020 Last Revised: 08 Jul 2020
University of Notre Dame - Mendoza College of Business, Yale School of Management, University of Notre Dame, London School of Economics & Political Science (LSE) - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 83 (324,877)

Abstract:

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Complexity, Household Finance