51 Pages Posted: 30 Aug 2013 Last revised: 15 Jun 2020

See all articles by Bryan T. Kelly

Bryan T. Kelly

Yale SOM; AQR Capital Management, LLC; National Bureau of Economic Research (NBER)

Hao Jiang

Michigan State University

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No abstract available.

Suggested Citation

Kelly, Bryan T. and Jiang, Hao, . NBER Working Paper No. w19375, Available at SSRN: https://ssrn.com/abstract=2318278

Bryan T. Kelly (Contact Author)

Yale SOM ( email )

135 Prospect Street
P.O. Box 208200
New Haven, CT 06520-8200
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AQR Capital Management, LLC ( email )

Greenwich, CT
United States

National Bureau of Economic Research (NBER) ( email )

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Hao Jiang

Michigan State University ( email )

315 Eppley Center
Department of Finance
East Lansing, MI 48824
United States

HOME PAGE: http://sites.google.com/site/haojiangfinance/

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