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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Kelly, Bryan T."
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Kelly, Bryan T.
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ECONIS (ZBW)
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Predicting returns with text data
Ke, Zheng Tracy
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Kelly, Bryan T.
;
Xiu, Dacheng
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2019
Persistent link: https://www.econbiz.de/10012110918
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2
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
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2016
Persistent link: https://www.econbiz.de/10011451780
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3
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
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2014
Persistent link: https://www.econbiz.de/10010360039
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4
The price of political uncertainty : theory and evidence from the option market
Kelly, Bryan T.
;
Pástor, Ľuboš
;
Veronesi, Pietro
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2014
Persistent link: https://www.econbiz.de/10010240002
Saved in:
5
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
-
2013
Persistent link: https://www.econbiz.de/10010187040
Saved in:
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