Concepedia

Bryan T. Kelly

BT

26

Publications

2.6K

Citations

22

H-Index

2000

Active since

Affiliations

Capital University(Current)

National Bureau of Economic Research

Centre for Economic Policy Research

Yale University

New York University

Bryan T. Kelly is an author at Capital University specializing in economics, business, and finance.

ORCID

Top concepts

Publications per year

2000–2023

26

Publications

26

Characteristics are covariances: A unified model of risk and return

Bryan T. Kelly, Seth Pruitt, Yinan Su · Journal of Financial Economics · 2019 · 730 citations

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Testing Asymmetric-Information Asset Pricing Models

Bryan T. Kelly, Alexander Ljungqvist · SSRN Electronic Journal · 2011 · 240 citations · Full text

Shaping Liquidity: On the Causal Effects of Voluntary Disclosure

Karthik Balakrishnan, Mary Brooke Billings, Bryan T. Kelly et al. · SSRN Electronic Journal · 2012 · 222 citations · Full text

Market Expectations in the Cross Section of Present Values

Bryan T. Kelly, Seth Pruitt · SSRN Electronic Journal · 2012 · 214 citations · Full text

Systemic Risk and the Macroeconomy: An Empirical Evaluation

Stefano Giglio, Bryan T. Kelly · SSRN Electronic Journal · 2012 · 164 citations · Full text

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