Similar Search Results

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

The common factor in idiosyncratic volatility : quantitative asset pricing implications

Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2014

Persistent link: https://www.econbiz.de/10010360039

Market expectations in the cross-section of present values

Kelly, Bryan T.; Pruitt, Seth - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 1721-1756

Persistent link: https://www.econbiz.de/10010204047

Excess volatility : beyond discount rates

Giglio, Stefano; Kelly, Bryan T. - 2016

Persistent link: https://www.econbiz.de/10011451780

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

Business News and Business Cycles

Bybee, Leland; Kelly, Bryan T.; Manela, Asaf; Xiu, Dacheng - National Bureau of Economic Research - 2021

We propose an approach to measuring the state of the economy via textual analysis of business news. From the full text of 800,000 Wall Street Journal articles for 1984-2017, we estimate a topic model that summarizes business news into interpretable topical themes and quantifies the proportion of...

Persistent link: https://www.econbiz.de/10012660022