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Patrick J. Kelly
Patrick J. Kelly
在 unimelb.edu.au 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
6532010
Information efficiency and firm-specific return variation
PJ Kelly
The Quarterly Journal of Finance 4 (04), 1450018, 2014
3712014
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
3152011
Sentiment and stock returns: The SAD anomaly revisited
PJ Kelly, F Meschke
Journal of Banking & Finance 34 (6), 1308-1326, 2010
1102010
Measuring short-term international stock market efficiency
JM Griffin, PJ Kelly, F Nardari
Unpublished working paper. University of Texas at Austin, 2007
632007
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
512007
Real and inflationary macroeconomic risk in the Fama and French size and book-to-market portfolios
PJ Kelly
EFMA 2003 Helsinki Meetings, 2003
362003
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Unpublished working paper.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
302008
Macroeconomic expectations and the size, value, and momentum factors
MC Bergbrant, PJ Kelly
Financial Management 45 (4), 809-844, 2016
222016
Measurement and determinants of international stock market efficiency
J Griffin, P Kelly, F Nardari
Working paper, University of Texas at Austin, 2006
172006
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
122009
How important is the financial press in global markets?
JM Griffin, N Hirschey, PJ Kelly
AFA 2010 Atlanta Meetings Paper, 2010
112010
Rivals’ competitive activities, capital constraints, and firm growth
MC Bergbrant, DM Hunter, PJ Kelly
Journal of Banking & Finance 97, 87-108, 2018
102018
Entrenched management, stakeholders, and Capital structure: Project summary
D Frankel, PJ Kelly
Melb. Bus. Sch, 1-14, 2019
52019
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
32020
Does secrecy signal skill? Own-investor secrecy and hedge fund performance
S Gorovyy, PJ Kelly, O Kuzmina
Journal of Banking & Finance 133, 106288, 2021
22021
Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds
S Gorovyy, PJ Kelly, O Kuzmina
CEPR Discussion Paper No. DP14873, 2020
22020
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
22013
How Important is the Financial Press in Emerging Markets
J Griffin, N Hirschey, P Kelly
Working paper, University of Texas at Austin, 2009
22009
The Link between Depression and Stock Returns: A Reexamination
PJ Kelly, JF Meschke
working paper, 2004
22004
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