with , : w27388
|The Structure of Economic News|
with , , : w26648
with , : w26517
|Hedging Macroeconomic and Financial Uncertainty and Volatility|
with , : w26323
|Predicting Returns With Text Data|
with , : w26186
|Hedging Climate Change News|
with , , , : w25734
Published: Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel & Andrew Karolyi, 2020. "Hedging Climate Change News," Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1184-1216.
|Empirical Asset Pricing via Machine Learning|
with , : w25398
Published: Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020. "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, vol 33(5), pages 2223-2273.
|Measuring Technological Innovation over the Long Run|
with , , : w25266
|Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment|
with , : w24552
Published: Yong Chen & Bryan Kelly & Wei Wu, 2020. "Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment," Journal of Financial Economics, .
|Characteristics Are Covariances: A Unified Model of Risk and Return|
with , : w24540
Published: Bryan T. Kelly & Seth Pruitt & Yinan Su, 2019. "Characteristics Are Covariances: A Unified Model of Risk and Return," Journal of Financial Economics, .
|Text as Data|
with , : w23276
Published: Matthew Gentzkow & Bryan Kelly & Matt Taddy, 2019. "Text as Data," Journal of Economic Literature, vol 57(3), pages 535-574.
|Excess Volatility: Beyond Discount Rates|
with : w22045
Published: Stefano Giglio & Bryan Kelly, 2018. "Excess Volatility: Beyond Discount Rates*," The Quarterly Journal of Economics, vol 133(1), pages 71-127. citation courtesy of
|Intermediary Asset Pricing: New Evidence from Many Asset Classes|
with , : w21920
Published: He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017. "Intermediary asset pricing: New evidence from many asset classes," Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
|Systemic Risk and the Macroeconomy: An Empirical Evaluation|
with , : w20963
Published: Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471. citation courtesy of
|The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications|
with , , : w20076
Published: Herskovic, Bernard & Kelly, Bryan & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2016. "The common factor in idiosyncratic volatility: Quantitative asset pricing implications," Journal of Financial Economics, Elsevier, vol. 119(2), pages 249-283. citation courtesy of
|The Price of Political Uncertainty: Theory and Evidence from the Option Market|
with , : w19812
Published: Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Journal of Finance, American Finance Association, vol. 71(5), pages 2417-2480, October. citation courtesy of
|Firm Volatility in Granular Networks|
with , , : w19466
|Tail Risk and Asset Prices|
with : w19375
Published: Bryan Kelly & Hao Jiang, 2014. "Tail Risk and Asset Prices," Review of Financial Studies, vol 27(10), pages 2841-2871.
|Shaping Liquidity: On the Causal Effects of Voluntary Disclosure|
with , , : w18984
Published: Karthik Balakrishnan & Mary Brooke Billings & Bryan Kelly & Alexander Ljungqvist, 2014. "Shaping Liquidity: On the Causal Effects of Voluntary Disclosure," Journal of Finance, American Finance Association, vol. 69(5), pages 2237-2278, October. citation courtesy of
|Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees|
with , : w17149
Published: Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2016. "Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees," American Economic Review, American Economic Association, vol. 106(6), pages 1278-1319, June. citation courtesy of