Peter Kelly

University of Notre Dame

251 Mendoza

South Bend, IN 46637

United States

  • University of Notre Dame

SCHOLARLY PAPERS

8

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2,600

SSRN CITATIONS
Rank 49,070

SSRN RANKINGS

Top 49,070

in Total Papers Citations

7

CROSSREF CITATIONS

6

Scholarly Papers (8)

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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 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 816 (35,809)
Citation 2

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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 470 (73,302)
Citation 3

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realization utility, insider trading, disposition effect, behavioral finance

3.

Attrition bias and inferences regarding earnings properties; evidence from Compustat data

Number of pages: 56 Posted: 21 Sep 2017 Last Revised: 19 Aug 2020
Peter D. Easton, Martin M. Kapons, Peter Kelly and Andreas Neuhierl
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 347 (104,231)
Citation 2

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earnings, forecasts

4.

Horizon Bias and the Term Structure of Equity Returns

Number of pages: 49 Posted: 14 Feb 2019 Last Revised: 04 Jan 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 233 (157,896)
Citation 3

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term structure of equities, extrapolation, optimism bias

5.

Horizon Bias in Expectations Formation

Number of pages: 75 Posted: 11 Feb 2021 Last Revised: 09 Apr 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 214 (171,150)

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Motivated Beliefs, Optimal Expectations, Wishful Thinking, Economic Forecasting, Economic Models, Expectations, Optimism Bias, Survey Forecasts

6.

Dividends, Trust, and Firm Value

Number of pages: 46 Posted: 18 Aug 2013 Last Revised: 05 Apr 2021
Peter Kelly and Robert C. Stoumbos
University of Notre Dame and Columbia University - Columbia Business School
Downloads 199 (183,232)
Citation 2

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7.

Exploited by Complexity

Number of pages: 72 Posted: 28 Apr 2020 Last Revised: 11 Sep 2020
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 164 (216,995)
Citation 1

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Complexity, Household Finance

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 157 (225,215)
Citation 2

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