Bryan Kelly

Testing Asymmetric Information Asset Pricing Models

Year: 2009
Journal: Review of Financial Studies
Authors: Bryan Kelly; Alexander P. Ljungqvist

Too Systemic to Fail: What Option Markets Imply About Sectorwide Government Guarantees

Year: 2012
Journal: American Economic Review
Authors: Bryan Kelly; Hanno Lustig; Stijn Van Nieuwerburgh

Tail Risk and Asset Prices

Year: 2013
Journal: Review of Financial Studies
Authors: Bryan Kelly; Hao Jiang

Firm Volatility in Granular Networks

Year: 2013
Journal: Journal of Political Economy
Authors: Bernard Herskovic; Bryan Kelly; Hanno Lustig; Stijn Van Nieuwerburgh

The Price of Political Uncertainty: Theory and Evidence from the Option Market

Year: 2014
Journal: Journal of Finance
Authors: Bryan Kelly; Lubos Pastor; Pietro Veronesi

The Price of Political Uncertainty: Theory and Evidence from the Option Market

Year: 2014
Journal: No Journal Matched
Authors: Bryan Kelly; Lubo Pastor; Pietro Veronesi

Intermediary Asset Pricing: New Evidence from Many Asset Classes

Year: 2016
Journal: Journal of Financial Economics
Authors: Zhiguo He; Bryan Kelly; Asaf Manela

Excess Volatility Beyond Discount Rates

Year: 2016
Journal: Quarterly Journal of Economics
Authors: Stefano Giglio; Bryan Kelly

Measuring Technological Innovation Over the Long Run

Year: 2018
Journal: American Economic Review
Authors: Bryan Kelly; Dimitris Papanikolaou; Amit Seru; Matt Taddy

Empirical Asset Pricing via Machine Learning

Year: 2018
Journal: Review of Financial Studies
Authors: Shihao Gu; Bryan Kelly; Dacheng Xiu

Characteristics are Covariances: A Unified Model of Risk and Return

Year: 2018
Journal: Journal of Financial Economics
Authors: Bryan Kelly; Seth Pruitt; Yinan Su

Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment

Year: 2018
Journal: Journal of Financial Economics
Authors: Yong Chen; Bryan Kelly; Wei Wu

Hedging Climate Change News

Year: 2019
Journal: Review of Financial Studies
Authors: Robert F. Engle III; Stefano W. Giglio; Bryan Kelly; Heebum Lee; Johannes Stroebel

Hedging Macroeconomic and Financial Uncertainty and Volatility

Year: 2020
Journal: No Journal Matched
Authors: Ian Dewbecker; Stefano W. Giglio; Bryan Kelly

Climate Finance

Year: 2020
Journal: Annual Review of Financial Economics
Authors: Stefano Giglio; Johannes Stroebel; Bryan Kelly

The Virtue of Complexity in Return Prediction

Year: 2022
Journal: Journal of Finance
Authors: Semyon Malamud; Bryan Kelly; Kangying Zhou