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 | 83 | 2023 |
The information content of realized losses P Kelly The Review of Financial Studies 31 (7), 2468-2498, 2018 | 39 | 2018 |
Asset complexity and the return gap P Gao, A Hu, P Kelly, C Peng, N Zhu Review of Finance 28 (2), 511-550, 2024 | 23* | 2024 |
Earnings announcement return extrapolation A Ertan, SA Karolyi, PW Kelly, R Stoumbos Review of Accounting Studies 27 (1), 185-230, 2022 | 23* | 2022 |
Dividends, trust, and firm value M Kapons, P Kelly, R Stoumbos, R Zambrana Review of Accounting Studies 28 (3), 1354-1387, 2023 | 20* | 2023 |
Attrition bias and inferences regarding earnings properties; evidence from Compustat data P Easton, M Kapons, P Kelly, A Neuhierl Available at SSRN, 2020 | 14* | 2020 |
An analytic approach for stochastic differential utility for endowment and production economies Y Chen, TF Cosimano, AA Himonas, P Kelly Computational Economics 44, 397-443, 2014 | 14* | 2014 |
Motivated beliefs in macroeconomic expectations S Cassella, B Golez, H Gulen, P Kelly Available at SSRN 3759035, 2023 | 13* | 2023 |
Biased inference due to prior beliefs: Evidence from the field MM Kapons, P Kelly Available at SSRN 4209631, 2023 | 6 | 2023 |
Using psychology to understand and decode financial behavior PW Kelly Yale University, 2015 | 2 | 2015 |
FOMC news and segmented markets B Golez, P Kelly, B Matthies Journal of Accounting and Economics, 101767, 2025 | 1 | 2025 |
PEAD in Bond Markets based on Risk Information in Earnings Announcements MM Kapons, P Kelly Available at SSRN 4529463, 2023 | 1 | 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 | | 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 | | |