Peter Kelly

University of Notre Dame

251 Mendoza

South Bend, IN 46637

United States

  • University of Notre Dame

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 21,156

SSRN RANKINGS

Top 21,156

in Total Papers Downloads

3,385

SSRN CITATIONS
Rank 34,603

SSRN RANKINGS

Top 34,603

in Total Papers Citations

11

CROSSREF CITATIONS

12

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Earnings Announcement Return Extrapolation

Number of pages: 62 Posted: 22 Jan 2016 Last Revised: 04 Sep 2020
Aytekin Ertan, Stephen A. Karolyi, Peter Kelly and Robert C. Stoumbos
London Business School, Office of the Comptroller of the Currency, University of Notre Dame and Columbia University - Columbia Business School
Downloads 898 (36,983)
Citation 9

Abstract:

Loading...

return extrapolation, earnings announcements, expectation formation

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 509 (77,602)
Citation 3

Abstract:

Loading...

realization utility, insider trading, disposition effect, behavioral finance

3.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 61 Posted: 14 Feb 2019 Last Revised: 29 Nov 2021
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 450 (90,171)
Citation 3

Abstract:

Loading...

term structure of equities, extrapolation, optimism bias

4.

Attrition Bias in Compustat Data

Number of pages: 52 Posted: 21 Sep 2017 Last Revised: 17 Mar 2022
Peter D. Easton, Martin M. Kapons, Peter Kelly and Andreas Neuhierl
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 428 (95,869)
Citation 2

Abstract:

Loading...

earnings, forecasts

5.

Motivated Beliefs in Macroeconomic Expectations

Number of pages: 62 Posted: 11 Feb 2021 Last Revised: 23 May 2022
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 389 (106,490)
Citation 2

Abstract:

Loading...

Motivated beliefs, Optimal expectations, Wishful thinking, Economic forecasting, Economic models, Expectations, Optimism bias, Survey forecasts, Macroeconomic forecasts.

6.

Asset Complexity and the Return Gap

Number of pages: 80 Posted: 28 Apr 2020 Last Revised: 20 May 2022
Pengjie Gao, Allen Hu, Peter Kelly, Cameron Peng and Ning Zhu
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 276 (153,740)
Citation 3

Abstract:

Loading...

Complexity, Household Finance

7.

Dividends, Trust, and Firm Value

Number of pages: 44 Posted: 18 Aug 2013 Last Revised: 07 Mar 2022
Peter Kelly and Robert C. Stoumbos
University of Notre Dame and Columbia University - Columbia Business School
Downloads 274 (154,869)
Citation 3

Abstract:

Loading...

8.

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 161 (252,555)
Citation 2

Abstract:

Loading...

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