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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Kelly, Bryan T."
~subject:"Factor analysis"
~subject:"Financial crisis"
~type:"article"
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Kelly, Bryan T.
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Journal of economics and finance
Journal of financial economics
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A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
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Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
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