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Testing asymmetric-information asset pricing models
Kelly, Bryan T.; Ljungqvist, Alexander - In: The review of financial studies 25 (2012) 5, pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
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Testing asymmetric-information asset pricing models
Kelly, Bryan T.; Ljungqvist, Alexander - 2009
Persistent link: https://www.econbiz.de/10003814922
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Artificial intelligence asset pricing models
Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2025 - This version: December 2024
Persistent link: https://www.econbiz.de/10015196776
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Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2011
Persistent link: https://www.econbiz.de/10009231439
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Firm volatility in granular networks
Kelly, Bryan T.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2013
Persistent link: https://www.econbiz.de/10010192396
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Market expectations in the cross-section of present values
Kelly, Bryan T.; Pruitt, Seth - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2014
Persistent link: https://www.econbiz.de/10010360039
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Tail risk and asset prices
Kelly, Bryan T.; Jiang, Hao - 2013
Persistent link: https://www.econbiz.de/10010187040
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Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2012
Persistent link: https://www.econbiz.de/10009577599
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Systemic risk and the macroeconomy : an empirical evaluation
Giglio, Stefano; Kelly, Bryan T.; Pruitt, Seth - 2015
Persistent link: https://www.econbiz.de/10010499541