Peter Kelly

Claremont McKenna College

500 E. Ninth Street

Claremont, CA 91711

United States

  • Claremont McKenna College

SCHOLARLY PAPERS

11

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TOTAL CITATIONS
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Top 23,999

in Total Papers Citations

52

Scholarly Papers (11)

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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 Stoumbos
London Business School, Office of the Comptroller of the Currency, Claremont McKenna College and ESSEC Business School
Downloads 1,081 (42,539)
Citation 14

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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
Stefano Cassella, Benjamin Golez, Huseyin Gulen and Peter Kelly
Tilburg University- School of Economics and Management, University of Notre Dame, Mitchell E. Daniels, Jr School of Business, Purdue University and Claremont McKenna College
Downloads 846 (59,764)
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
Stefano Cassella, Benjamin Golez, Huseyin Gulen and Peter Kelly
Tilburg University- School of Economics and Management, University of Notre Dame, Mitchell E. Daniels, Jr School of Business, Purdue University and Claremont McKenna College
Downloads 778 (66,841)
Citation 2

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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
Peter D. Easton, Martin M. Kapons, Peter Kelly and Andreas Neuhierl
University of Notre Dame - Department of Accountancy, INSEAD, Claremont McKenna College and Washington University in St. Louis - John M. Olin Business School
Downloads 647 (84,736)
Citation 2

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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
Claremont McKenna College
Downloads 615 (90,474)
Citation 12

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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
Pengjie Gao, Allen Hu, Peter Kelly, Cameron Peng and Ning Zhu
University of Notre Dame - Mendoza College of Business, University of British Columbia (UBC) - Division of Finance, Claremont McKenna College, London School of Economics & Political Science (LSE) - Department of Finance and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 495 (118,544)
Citation 13

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Complexity, Household Finance

7.

Dividends, Trust, and Firm Value

Number of pages: 43 Posted: 18 Aug 2013 Last Revised: 31 May 2024
Martin M. Kapons, Peter Kelly, Robert Stoumbos and Rafael Zambrana
INSEAD, Claremont McKenna College, ESSEC Business School and University of Notre Dame - Mendoza College of Business
Downloads 453 (131,801)
Citation 4

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8.

Biased Inference Due to Prior Beliefs: Evidence From the Field

Number of pages: 64 Posted: 17 Sep 2022 Last Revised: 11 Sep 2024
Martin M. Kapons and Peter Kelly
INSEAD and Claremont McKenna College
Downloads 273 (229,846)

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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
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 Claremont McKenna College
Downloads 200 (310,996)
Citation 2

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

10.

FOMC News and Segmented Markets

Forthcoming at the Journal of Accounting and Economics
Number of pages: 50 Posted: 19 Jul 2023 Last Revised: 16 Jan 2025
Benjamin Golez, Peter Kelly and Ben Matthies
University of Notre Dame, Claremont McKenna College and University of Notre Dame
Downloads 160 (379,162)

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information processing, analysts, Federal Reserve, information effect

11.

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
INSEAD and Claremont McKenna College
Downloads 148 (404,784)

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bond returns, earnings announcements, information processing