Selected Bibliography for Bryan T. Kelly
Associate Professor of Finance
"Market Expectations in the Cross-Section of Present Values." Bryan Kelly and Seth Pruitt; The Journal of Finance, 2013, 68(5), pp. 1721-56.
"Testing Asymmetric-Information Asset Pricing Models." Bryan Kelly and Alexander Ljungqvist; Review of Financial Studies, 2012, 25(5), pp. 1366-413.
"A Practical Guide to Volatility Forecasting through Calm and Storm." Christian Brownlees, Robert Engle and Bryan Kelly; The Journal of Risk, 2011, 14(2), pp. 3-22.
Essays in Asset Pricing and the Econometrics of Risk; Bryan T. Kelly; Ph.D. Dissertation, New York University, 2010.
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