Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets JM Griffin, PJ Kelly, F Nardari The Review of Financial Studies 23 (8), 3225-3277, 2010 | 653 | 2010 |
Information efficiency and firm-specific return variation PJ Kelly The Quarterly Journal of Finance 4 (04), 1450018, 2014 | 371 | 2014 |
How important is the financial media in global markets? JM Griffin, NH Hirschey, PJ Kelly The Review of Financial Studies 24 (12), 3941-3992, 2011 | 315 | 2011 |
Sentiment and stock returns: The SAD anomaly revisited PJ Kelly, F Meschke Journal of Banking & Finance 34 (6), 1308-1326, 2010 | 110 | 2010 |
Measuring short-term international stock market efficiency JM Griffin, PJ Kelly, F Nardari Unpublished working paper. University of Texas at Austin, 2007 | 63 | 2007 |
Are emerging markets more profitable? Implications for comparing weak and semi-strong form efficiency JM Griffin, PJ Kelly, F Nardari Implications for Comparing Weak and Semi-Strong Form Efficiency (June 23 …, 2007 | 51 | 2007 |
Real and inflationary macroeconomic risk in the Fama and French size and book-to-market portfolios PJ Kelly EFMA 2003 Helsinki Meetings, 2003 | 36 | 2003 |
Why does the reaction to news announcements vary across countries JM Griffin, NH Hirschey, PJ Kelly Unpublished working paper. University of Texas at Austin, 2008 | 30 | 2008 |
Macroeconomic expectations and the size, value, and momentum factors MC Bergbrant, PJ Kelly Financial Management 45 (4), 809-844, 2016 | 22 | 2016 |
Measurement and determinants of international stock market efficiency J Griffin, P Kelly, F Nardari Working paper, University of Texas at Austin, 2006 | 17 | 2006 |
Are Emerging Markets More Profitable? Implications for Comparing Weak and Semi-Strong Form Efficiency, forthcoming in the J Griffin, P Kelly, F Nardari Review of Financial Studies, 2009 | 12 | 2009 |
How important is the financial press in global markets? JM Griffin, N Hirschey, PJ Kelly AFA 2010 Atlanta Meetings Paper, 2010 | 11 | 2010 |
Rivals’ competitive activities, capital constraints, and firm growth MC Bergbrant, DM Hunter, PJ Kelly Journal of Banking & Finance 97, 87-108, 2018 | 10 | 2018 |
Entrenched management, stakeholders, and Capital structure: Project summary D Frankel, PJ Kelly Melb. Bus. Sch, 1-14, 2019 | 5 | 2019 |
Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy BB Francis, DM Hunter, PJ Kelly Journal of Empirical Finance 58, 386-411, 2020 | 3 | 2020 |
Does secrecy signal skill? Own-investor secrecy and hedge fund performance S Gorovyy, PJ Kelly, O Kuzmina Journal of Banking & Finance 133, 106288, 2021 | 2 | 2021 |
Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds S Gorovyy, PJ Kelly, O Kuzmina CEPR Discussion Paper No. DP14873, 2020 | 2 | 2020 |
Do Macroeconomic Risks Explain Returns to Size, Value and Momentum Factors MC Bergbrant, PJ Kelly Unpublished Working Paper. St. Johns University, New York, NY, 2013 | 2 | 2013 |
How Important is the Financial Press in Emerging Markets J Griffin, N Hirschey, P Kelly Working paper, University of Texas at Austin, 2009 | 2 | 2009 |
The Link between Depression and Stock Returns: A Reexamination PJ Kelly, JF Meschke working paper, 2004 | 2 | 2004 |