Michael A. Kelly : Citation Profile

Are you Michael A. Kelly?

Lafayette College

3

H index

2

i10 index

65

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   6 years (2006 - 2012). See details.
   Cites by year: 10
   Journals where Michael A. Kelly has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke205
   Updated: 2024-12-03    RAS profile: 2024-03-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael A. Kelly.

Is cited by:

Kosnik, Lea-Rachel (5)

De Vroey, Michel (3)

visser, michael (3)

Linnemer, Laurent (3)

Wohlrabe, Klaus (2)

Staub, Kevin (2)

Boyarchenko, Nina (2)

Polk, Christopher (2)

Pensieroso, Luca (2)

Angrist, Joshua (2)

Boppart, Timo (2)

Cites to:

Shleifer, Andrei (2)

McInish, Thomas (1)

Ord, John (1)

Vishny, Robert (1)

Hansen, Bruce (1)

Main data

Where Michael A. Kelly has published?

Recent works citing Michael A. Kelly (2024 and 2023)

YearTitle of citing document
2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2024Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Zhao, Jianyu ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023Overnight versus intraday returns of anomalies in China. (2023). Chou, Robin K ; Chang, Hui-Wen ; Lin, Chaonan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000732.

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2023Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan. (2023). Lo, Wen-Chi ; Hsiao, Yu-Jen ; Ho, Hsiao-Wei ; Yang, Nien-Tzu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002226.

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Works by Michael A. Kelly:

YearTitleTypeCited
2011TREND OF SUBJECTS PUBLISHED IN ECONOMICS JOURNALS 1969–2007 In: Economic Inquiry.
[Citation analysis]		article28
2006Faster Implied Volatilities via the Implicit Function Theorem In: The Financial Review.
[Full Text][Citation analysis]		article5
2012Capital Gains Taxation and Equity Returns: The Case of Mutual Savings Banks In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article0
2011Returns in trading versus non-trading hours: The difference is day and night In: Journal of Asset Management.
[Full Text][Citation analysis]		article32

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team