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subject:"USA"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"The review of financial studies"
~language:"eng"
~person:"Kelly, Bryan T."
~subject:"Emerging economies"
~subject:"Theory"
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Kelly, Bryan T.
Adrian, Tobias
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Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2842-2871
Persistent link: https://www.econbiz.de/10010530175
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Testing asymmetric-information asset pricing models
Kelly, Bryan T.
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
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Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
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