Peter Kelly

University of Notre Dame

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 25,318

in Total Papers Citations

33

CROSSREF CITATIONS

12

Scholarly Papers (11)

1.

Earnings Announcement Return Extrapolation

Number of pages: 62 Posted: 22 Jan 2016 Last Revised: 04 Sep 2020
London Business School, Office of the Comptroller of the Currency, University of Notre Dame and ESSEC Business School
Downloads 998 (41,437)
Citation 12

Abstract:

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return extrapolation, earnings announcements, expectation formation

2.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 61 Posted: 14 Feb 2019 Last Revised: 29 Nov 2021
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 738 (62,716)
Citation 3

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term structure of equities, extrapolation, optimism bias

3.

Motivated Beliefs in Macroeconomic Expectations

Number of pages: 63 Posted: 11 Feb 2021 Last Revised: 05 Aug 2023
Tilburg University- School of Economics and Management, University of Notre Dame, Purdue University - Krannert School of Management and University of Notre Dame
Downloads 631 (76,526)
Citation 2

Abstract:

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Motivated beliefs, Expectation formation, Wishful thinking, Economic forecasting, Economic models, Expectations, Optimism bias, Survey forecasts, Macroeconomic forecasts.

4.

Including Earnings of Delisting Firms in Studies Using CRSP/Compustat Merged Data

Number of pages: 25 Posted: 21 Sep 2017 Last Revised: 04 Apr 2023
University of Notre Dame - Department of Accountancy, University of Amsterdam - Amsterdam Business School, University of Notre Dame and Washington University in St. Louis - John M. Olin Business School
Downloads 571 (86,799)
Citation 2

Abstract:

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earnings, delistings

5.

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 571 (86,799)
Citation 9

Abstract:

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realization utility, insider trading, disposition effect, behavioral finance

6.

Asset Complexity and the Return Gap

Number of pages: 80 Posted: 28 Apr 2020 Last Revised: 20 May 2022
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 427 (123,487)
Citation 8

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Complexity, Household Finance

7.

Dividends, Trust, and Firm Value

Number of pages: 43 Posted: 18 Aug 2013 Last Revised: 28 Nov 2022
University of Amsterdam - Amsterdam Business School, University of Notre Dame, ESSEC Business School and University of Notre Dame - Mendoza College of Business
Downloads 423 (124,828)
Citation 4

Abstract:

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8.

Biased Inference Due to Prior Beliefs: Evidence From the Field

Number of pages: 62 Posted: 17 Sep 2022 Last Revised: 17 Nov 2023
Martin M. Kapons and Peter Kelly
University of Amsterdam - Amsterdam Business School and University of Notre Dame
Downloads 201 (269,248)

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prior-biased inference, confirmation bias, expectations, sell-side analysts

9.

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 188 (285,954)
Citation 2

Abstract:

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

10.

How do Bonds React to Risk Information in Earnings Announcements?

Number of pages: 38 Posted: 03 Aug 2023 Last Revised: 19 Oct 2023
Martin M. Kapons and Peter Kelly
University of Amsterdam - Amsterdam Business School and University of Notre Dame
Downloads 94 (491,073)

Abstract:

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bond returns, earnings announcements, information processing

11.

FOMC News and Segmented Markets

Number of pages: 45 Posted: 19 Jul 2023
Benjamin Golez, Peter Kelly and Ben Matthies
University of Notre Dame, University of Notre Dame and University of Notre Dame
Downloads 94 (491,073)

Abstract:

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information processing, analysts, Federal Reserve, information effect