Patrick J. Kelly

University of Melbourne - Department of Finance

Senior Lecturer (Assistant Professor)

Faculty of Economics and Commerce

Parkville, Victoria 3010 3010

Australia

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 7,134

SSRN RANKINGS

Top 7,134

in Total Papers Downloads

6,549

SSRN CITATIONS
Rank 10,069

SSRN RANKINGS

Top 10,069

in Total Papers Citations

27

CROSSREF CITATIONS

75

Scholarly Papers (9)

1.

Are Emerging Markets More Profitable? Implications for Comparing Weak and Semi-Strong Form Efficiency

EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper
Number of pages: 71 Posted: 24 Jan 2007 Last Revised: 05 Mar 2015
John M. Griffin, Patrick J. Kelly and Federico Nardari
University of Texas at Austin - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 2,635 (4,862)
Citation 17

Abstract:

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market efficiency, information efficiency, synchronicity, international finance, earnings announcements, emerging markets

2.
Downloads 1,409 ( 13,636)
Citation 27

Information Efficiency and Firm-Specific Return Variation

Forthcoming in the Quarterly Journal of Finance, EFA 2005 Moscow Meetings Paper
Number of pages: 53 Posted: 06 Mar 2005 Last Revised: 29 Sep 2014
Patrick J. Kelly
University of Melbourne - Department of Finance
Downloads 799 (31,020)
Citation 24

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Market efficiency, idiosyncratic volatility, information efficiency

Information Efficiency and Firm-Specific Return Variation

Forthcoming in the Quarterly Journal of Finance
Number of pages: 53 Posted: 23 Mar 2007 Last Revised: 29 Sep 2014
Patrick J. Kelly
University of Melbourne - Department of Finance
Downloads 610 (44,764)
Citation 21

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Market efficiency, idiosyncratic volatility, information efficiency, Synchronicity

3.

Sentiment and Stock Returns: The SAD Anomaly Revisited

Journal of Banking and Finance 34, no. 6 (2010): 1308-1326
Number of pages: 56 Posted: 02 Aug 2004 Last Revised: 17 Jul 2015
Felix Meschke and Patrick J. Kelly
University of Kansas - Finance Area and University of Melbourne - Department of Finance
Downloads 793 (31,848)
Citation 1

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Asset pricing, market efficiency, behavioral finance, depression, seasonality, predictability, investor behavior, Seasonal Affective Disorder, SAD

4.

Real and Inflationary Macroeconomic Risk in the Fama and French Size and Book-to-Market Portfolios

EFMA 2003 Helsinki Meetings
Number of pages: 48 Posted: 18 Jun 2003 Last Revised: 28 Feb 2015
Patrick J. Kelly
University of Melbourne - Department of Finance
Downloads 653 (41,441)
Citation 15

Abstract:

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Book-to-market; Size, Economic growth, Inflation

5.

How Important is the Financial Press in Global Markets?

AFA 2010 Atlanta Meetings Paper
Number of pages: 104 Posted: 31 Mar 2009 Last Revised: 19 Nov 2011
John M. Griffin, Nicholas Hirschey and Patrick J. Kelly
University of Texas at Austin - Department of Finance, London Business School and University of Melbourne - Department of Finance
Downloads 417 (72,989)
Citation 16

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News, information production, earnings announcements, takeovers

6.

Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds

Number of pages: 48 Posted: 21 Apr 2016 Last Revised: 30 Mar 2020
Sergiy Gorovyy, Patrick J. Kelly and Olga Kuzmina
Ellington Management Group, University of Melbourne - Department of Finance and New Economic School (NES)
Downloads 236 (136,749)

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Hedge funds, Disclosure, Secrecy, Transparency, Risk premia

7.

Macroeconomic Expectations and the Size, Value and Momentum Factors

Number of pages: 53 Posted: 01 Mar 2015 Last Revised: 17 Mar 2016
Mikael C. Bergbrant and Patrick J. Kelly
St. Johns University and University of Melbourne - Department of Finance
Downloads 180 (175,439)
Citation 2

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Fama-French Factors, Book-to-market, Size, Momentum, Macroeconomic risk, expectations

8.

Rivals’ Competitive Activities, Capital Constraints, and Firm Growth

Number of pages: 49 Posted: 14 Apr 2015 Last Revised: 04 Oct 2018
Mikael C. Bergbrant, Delroy M. Hunter and Patrick J. Kelly
St. Johns University, University of South Florida and University of Melbourne - Department of Finance
Downloads 134 (224,680)

Abstract:

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capital constraints; financial constraints; credit constraints; access to finance; product market competition; bank competition; credit rationing

9.

Do Foreign Investors Insulate Firms from Local Shocks? Evidence from the Response of Investable Firms to Monetary Policy

Number of pages: 52 Posted: 20 Mar 2010 Last Revised: 22 Dec 2017
Bill B. Francis, Delroy M. Hunter and Patrick J. Kelly
Rensselaer Polytechnic Institute (RPI) - Lally School of Management, University of South Florida and University of Melbourne - Department of Finance
Downloads 92 (293,324)

Abstract:

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investable stocks, non-investable stocks, local shocks, monetary policy, structural VAR, price efficiency, financial liberalization