Patrick J. Kelly
Title
Cited by
Cited by
Year
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
4792010
Information efficiency and firm-specific return variation
PJ Kelly
The Quarterly Journal of Finance 4 (04), 1450018, 2014
2922014
Information efficiency and firm-specific return variation
PJ Kelly
The Quarterly Journal of Finance 4 (04), 1450018, 2014
2922014
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
2482011
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
2482011
Sentiment and stock returns: The SAD anomaly revisited
PJ Kelly, F Meschke
Journal of Banking & Finance 34 (6), 1308-1326, 2010
972010
Sentiment and stock returns: The SAD anomaly revisited
PJ Kelly, F Meschke
Journal of Banking & Finance 34 (6), 1308-1326, 2010
972010
Measuring short-term international stock market efficiency
JM Griffin, PJ Kelly, F Nardari
Unpublished working paper. University of Texas at Austin, 2007
602007
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
482007
Real and inflationary macroeconomic risk in the Fama and French size and book-to-market portfolios
PJ Kelly
EFMA 2003 Helsinki Meetings, 2003
312003
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Unpublished working paper.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
282008
Measurement and determinants of international stock market efficiency
J Griffin, P Kelly, F Nardari
Working paper, University of Texas at Austin, 2006
142006
Macroeconomic expectations and the size, value, and momentum factors
MC Bergbrant, PJ Kelly
Financial Management 45 (4), 809-844, 2016
132016
Are emerging markets more profitable
JM Griffin, PJ Kelly, F Nardari
Implications for Comparing Weak and Semi-Strong Form Efficiency. SSRN eLibrary, 2009
92009
An optimized analytical solution for geostationary debris removal using solar sails
P Kelly, R Bevilacqua
Acta Astronautica 162, 72-86, 2019
82019
How important is the financial press in global markets?
JM Griffin, N Hirschey, PJ Kelly
AFA 2010 Atlanta Meetings Paper, 2010
72010
How Important is the Financial Press in Emerging Markets
J Griffin, N Hirschey, P Kelly
Working paper, University of Texas at Austin, 2009
32009
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
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
The Link between Depression and Stock Returns: A Reexamination
PJ Kelly, JF Meschke
working paper, 2004
22004
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Articles 1–20