Eric K. Kelley

University of Tennessee

Associate Professor

916 Volunteer Blvd

Knoxville, TN 37996

United States

SCHOLARLY PAPERS

6

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CITATIONS
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in Total Papers Citations

117

Scholarly Papers (6)

Institutional Investors and the Informational Efficiency of Prices

AFA 2007 Chicago Meetings Paper, Sixteenth Annual Utah Winter Finance Conference
Number of pages: 51 Posted: 31 Aug 2005
Eric K. Kelley and Ekkehart Boehmer
University of Tennessee and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,358 (10,095)
Citation 67

Abstract:

market efficiency, institutional investors, institutional trading, market quality

Institutional Investors and the Informational Efficiency of Prices

Number of pages: 45 Posted: 20 Mar 2005
Eric K. Kelley and Ekkehart Boehmer
University of Tennessee and Singapore Management University - Lee Kong Chian School of Business
Downloads 231 (106,231)
Citation 67

Abstract:

Market efficiency, institutional investors, asset pricing

Institutional Investors and the Informational Efficiency of Prices

Review of Financial Studies, Forthcoming
Posted: 14 Aug 2008 Last Revised: 16 Aug 2008
Ekkehart Boehmer and Eric K. Kelley
Singapore Management University - Lee Kong Chian School of Business and University of Tennessee

Abstract:

market efficiency, institutional investors, institutional trading, market quality

Institutional Investors and the Informational Efficiency of Prices

The Review of Financial Studies, Vol. 22, Issue 9, pp. 3563-3594, 2009
Posted: 08 Sep 2009
Ekkehart Boehmer and Eric K. Kelley
Singapore Management University - Lee Kong Chian School of Business and University of Tennessee

Abstract:

G12, G14

2.

The Long-Lasting Momentum in Weekly Returns

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 30 Oct 2006
Roberto C. Gutierrez Jr. and Eric K. Kelley
University of Oregon and University of Tennessee
Downloads 1,027 (14,549)
Citation 27

Abstract:

weekly stock returns, momentum, reversal, news

3.

How Wise Are Crowds? Insights from Retail Orders and Stock Returns

Journal of Finance, Forthcoming
Number of pages: 85 Posted: 31 Aug 2010 Last Revised: 24 Jan 2012
Eric K. Kelley and Paul C. Tetlock
University of Tennessee and Columbia Business School - Finance and Economics
Downloads 679 (25,019)
Citation 14

Abstract:

market efficiency, retail investor behavior, return predictability, liquidity provision, financial news, private information

4.

Investor Protection and Real Investment by U.S. Multinationals

Journal of Financial and Quantitative Analysis, Forthcoming
Number of pages: 53 Posted: 01 Jun 2005
Eric K. Kelley and Tracie Woidtke
University of Tennessee and University of Tennessee, Haslam College of Business
Downloads 427 (52,377)
Citation 8

Abstract:

Investor protection, corporate governance, multinationals, cross-border investment

5.

Why Do Investors Trade?

Number of pages: 65 Posted: 22 May 2012 Last Revised: 21 May 2013
Eric K. Kelley and Paul C. Tetlock
University of Tennessee and Columbia Business School - Finance and Economics
Downloads 255 (81,098)

Abstract:

structural estimation, overconfidence, news arrival, extended hours

6.

Retail Short Selling and Stock Prices

Columbia Business School Research Paper No. 13-70
Number of pages: 59 Posted: 11 Sep 2013 Last Revised: 23 Aug 2016
Eric K. Kelley and Paul C. Tetlock
University of Tennessee and Columbia Business School - Finance and Economics
Downloads 169 (106,206)
Citation 1

Abstract:

short selling, retail investor, informed trading, return predictability, market efficiency

Other Papers (1)

Total Downloads: 23    Citations: 0
1.

The Stock Price Response to 13F Disclosures of Positions in IPOs

Number of pages: 21 Posted: 17 Aug 2009
University of Oregon, University of Tennessee and American University - Kogod School of Business
Downloads 12

Abstract: