P. Kelly

Finance · with Griffin · 2010–2011

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 51 citations into it; #10,318 of 10,518 by trust here, #3,280 by citations
• Accounting — 34 citations into it; #8,792 of 8,970 by trust here, #3,467 by citations
• Economics and Econometrics — 24 citations into it; #22,983 of 23,481 by trust here, #8,289 by citations
• Management Science and Operations Research — 5 citations into it

Whom P. Kelly trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Narasimhan Jegadeesh
2. David A. Lesmond
3. Paul C. Tetlock
4. Kewei Hou
5. John M. Griffin
6. K. Cremers
7. Sheridan Titman
8. Geert Bekaert

Who trusts P. Kelly overall

1. Heiko Jacobs

Papers from P. Kelly's perspective

Ordered by how strongly the researchers P. Kelly trusts endorse each paper. Same corpus, a different order for every researcher.

1. Evidence of Predictable Behavior of Security Returns
2. Individual Equity Return Data from Thomson Datastream: Handle with Care!
3. ADRs, Analysts, and Accuracy: Does Cross Listing in the U.S. Improve a Firm's Information Environment and Increase Market Value?
4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
5. Liquidity of emerging markets
6. The Long-Lasting Momentum in Weekly Returns
7. The Illusory Nature of Momentum Profits
8. Stock Price Reaction to News and No-news: Drift and Reversal After Headlines
9. Market Frictions, Price Delay, and the Cross-Section of Expected Returns
10. Media Coverage and the Cross-Section of Stock Returns

Their papers

• Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010) — 502 citations
• How Important Is the Financial Media in Global Markets (2011) — 274 citations