Peter Kelly

University of Notre Dame

251 Mendoza

South Bend, IN 46637

United States

  • University of Notre Dame

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

Earnings Announcement Return Extrapolation

7th Miami Behavioral Finance Conference 2016
Number of pages: 74 Posted: 22 Jan 2016 Last Revised: 30 May 2019
Aytekin Ertan, Stephen A. Karolyi, Peter Kelly and Robert C. Stoumbos
London Business School, Carnegie Mellon University - David A. Tepper School of Business, University of Notre Dame and Columbia University - Columbia Business School
Downloads 628 (40,444)

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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 402 (70,975)

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realization utility, insider trading, disposition effect, behavioral finance

3.

Beating a Random Walk

Number of pages: 45 Posted: 21 Sep 2017 Last Revised: 08 Aug 2018
Peter D. Easton, Peter Kelly and Andreas Neuhierl
University of Notre Dame - Department of Accountancy, University of Notre Dame and University of Notre Dame - Department of Finance
Downloads 233 (128,840)

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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
Yu Chen, Thomas F. Cosimano, Alex A. Himonas and Peter Kelly
Idaho State University, University of Notre Dame, University of Notre Dame - Department of Mathematics and University of Notre Dame
Downloads 137 (206,550)

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

5.

Dividends and Trust

Number of pages: 31 Posted: 18 Aug 2013 Last Revised: 19 Oct 2014
Peter Kelly
University of Notre Dame
Downloads 108 (246,952)

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Behavioral finance, dividend, trust

6.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 53 Posted: 14 Feb 2019 Last Revised: 30 May 2019
Stefano Cassella, Benjamin Golez, Huseyin Gulen and Peter Kelly
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 25 (489,343)

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term structure of equities, extrapolation, optimism bias