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Peter Kelly
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Horizon bias and the term structure of equity returns
S Cassella, B Golez, H Gulen, P Kelly
The Review of Financial Studies 36 (3), 1253-1288, 2023
692023
The information content of realized losses
P Kelly
Review of Financial Studies, 2017
372017
Earnings announcement return extrapolation
A Ertan, SA Karolyi, PW Kelly, R Stoumbos
Review of Accounting Studies 27 (1), 185-230, 2022
21*2022
Asset complexity and the return gap
P Gao, A Hu, P Kelly, C Peng, N Zhu
Review of Finance 28 (2), 511-550, 2024
15*2024
Motivated beliefs in macroeconomic expectations
S Cassella, B Golez, H Gulen, P Kelly
Available at SSRN 3759035, 2023
14*2023
Including Earnings of Delisting Firms in Studies Using CRSP/Compustat Merged Data
PD Easton, MM Kapons, P Kelly, A Neuhierl
Compustat Merged Data (April 3, 2023), 2023
14*2023
Dividends, trust, and firm value
M Kapons, P Kelly, R Stoumbos, R Zambrana
Review of Accounting Studies 28 (3), 1354-1387, 2023
12*2023
Asset pricing with long run risk and stochastic differential utility: An analytic approach
Y Chen, TF Cosimano, AA Himonas, P Kelly
Available at SSRN 1502968, 2009
11*2009
Biased inference due to prior beliefs: Evidence from the field
MM Kapons, P Kelly
Available at SSRN 4209631, 2023
42023
Using psychology to understand and decode financial behavior
PW Kelly
Yale University, 2015
22015
FOMC News and Segmented Markets
B Golez, P Kelly, B Matthies
Available at SSRN 4506073, 2023
12023
PEAD in Bond Markets based on Risk Information in Earnings Announcements
MM Kapons, P Kelly
Available at SSRN 4529463, 2023
2023
Attrition Bias in Studies Using CRSP/Compustat Merged Data
PD Easton, MM Kapons, P Kelly, A Neuhierl
Attrition Bias in Studies Using CRSP/Compustat Merged Data: Easton, Peter D …, 2022
2022
Horizon Bias and the Term Structure of Equity Returns
SCBGH Gulen, P Kelly
2020
A Continuous Time Multi-Dimensional Asset Pricing Model with Duffie-Epstein Preferences and Kreps-Porteus Utility
P Kelly
2009
Biased Beliefs and the Term Structure of Equity Returns
SCBGH Gulen, P Kelly
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