Patrick Joseph Kelly : Citation Profile

Are you Patrick Joseph Kelly?

University of Melbourne

4

H index

4

i10 index

412

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 37
   Journals where Patrick Joseph Kelly has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 4 (0.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke224
   Updated: 2024-01-16    RAS profile: 2023-06-08    
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Relations with other researchers

Works with:

Kuzmina, Olga (2)

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

Is cited by:

Kim, Jae (14)

Lim, Kian-Ping (10)

Darné, Olivier (10)

Bartram, Söhnke (8)

Zaremba, Adam (7)

Hooy, Chee-Wooi (5)

Dang, Tung (5)

Stulz, René (5)

Shamsuddin, Abul (5)

Shen, Dehua (4)

Rudebusch, Glenn (3)

Cites to:

Beck, Thorsten (12)

Demirguc-Kunt, Asli (12)

Maksimovic, Vojislav (11)

Brown, Stephen (7)

Weiss, Andrew (6)

Stiglitz, Joseph (6)

Goetzmann, William (6)

Diebold, Francis (6)

Harvey, Campbell (5)

Odean, Terrance (5)

Stein, Jeremy (5)

Main data

Where Patrick Joseph Kelly has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Working Papers / New Economic School (NES)3
Working Papers / Center for Economic and Financial Research (CEFIR)3

Recent works citing Patrick Joseph Kelly (2024 and 2023)

YearTitle of citing document
2023CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028.

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2023Soft power in global governance: fsQCA of thematic specialization strategies of European think tanks. (2023). Castellosirvent, Fernando ; Rogermonzo, Vanessa. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:288-304.

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2023Where Is the Carbon Premium? Global Performance of Green and Brown Stocks. (2023). Wilms, Ole ; Rudebusch, Glenn D ; Huber, Daniel ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10246.

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2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act. (2023). Offner, Eric A ; Bauer, Michael D ; Rudebusch, Glenn D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10739.

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2023Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms. (2023). Makridis, Christos ; Schloetzer, Jason D. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200051x.

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2023Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274.

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2023Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence. (2023). Wang, Shu-Feng ; Lee, Kuan-Hui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:421-444.

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2023The role of bad-news coverage and media environments in crash risk around the world. (2023). Xing, LU ; Li, Donghui ; Tang, Jinghua ; Liu, Qigui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:488-509.

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2023Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412.

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2023Rumors in the sky: Corporate rumors and stock price synchronicity. (2023). Zhu, Zhenmei ; Quan, Xiaofeng ; Cai, Wenwu. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001990.

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2023Dual role of the country factors in international asset pricing: The local factors and proxies for the global factors. (2023). Wei, Fengrong ; Lee, Kyuseok ; Eun, Cheol. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002764.

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2023Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958.

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2023Which factors explain African stock returns?. (2023). Sy, Oumar ; Ndiaye, Bara ; Mbengue, Mohamed Lamine. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001782.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Enhanced momentum strategies. (2023). Windmuller, Steffen ; Hanauer, Matthias X. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002928.

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2023International factor models. (2023). Preissler, Fabian ; Muller, Sebastian ; Jacobs, Heiko ; Huber, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000444.

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2023Dimensions of national culture and R2 around the world. (2023). Lovelace, Kelley Bergsma ; Fetherolf, Raylin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001541.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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2023What matters in a characteristic?. (2023). Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:52-72.

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2023How economic uncertainty influences the performance of investor perceptions and behavior. (2023). Iatridis, George Emmanuel ; Persakis, Antonios. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:51:y:2023:i:c:s1061951823000204.

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2023The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x.

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2023Does foreign institutional ownership matter for stock price synchronicity? International evidence. (2023). My, Linh Thi ; Vo, Xuan Vinh ; Anh, Thi Thuy ; Dang, Tung Lam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000026.

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2023Cui bono? Large-scale evidence on the impact of COVID-19 policy measures on listed firms. (2023). Ljubicic, Kristian ; Kaserer, Christoph ; Haimann, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:228-243.

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2023Information Searching from New Media and Households’ Investment in Risky Assets: New Evidence from a Quasi-Natural Experiment. (2023). Xiao, Youzhi ; Zhao, Feng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3385-:d:1066449.

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2023Attention and Underreaction-Related Anomalies. (2023). Yu, Jianfeng ; Tao, Libin ; He, Wei ; Chen, Xin. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:636-659.

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2023The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency. (2023). Stoumbos, Robert. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1901-1928.

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2023Enhancing stock market anomalies with machine learning. (2023). Hoegner, Christopher ; Azevedo, Vitor. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01099-z.

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2023Event studies in international finance research. (2023). Sy, Oumar ; Mansi, Sattar A ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00534-6.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Impact of futures’ trader types on stock market quality: evidence from Taiwan. (2023). Lai, Ya-Wen. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09612-9.

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2023Machine learning techniques for cross-sectional equity returns’ prediction. (2023). Loy, Thomas ; Poddig, Thorsten ; Metko, Daniel ; Fieberg, Christian. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:1:d:10.1007_s00291-022-00693-w.

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2023The Impact of Social Norms on Stock Liquidity. (2023). Andrei, Dimcea. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:78-99:n:5.

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Works by Patrick Joseph Kelly:

YearTitleTypeCited
2014Information Efficiency and Firm-Specific Return Variation In: Working Papers.
[Full Text][Citation analysis]		paper77
2014Information Efficiency and Firm-Specific Return Variation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		paper
2014Information Efficiency and Firm-Specific Return Variation.(2014) In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		article
2015Macroeconomic Expectations and the Size, Value and Momentum Factors In: Working Papers.
[Full Text][Citation analysis]		paper3
2016Macroeconomic Expectations and the Size, Value, and Momentum Factors.(2016) In: Financial Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2015Macroeconomic Expectations and the Size, Value and Momentum Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2015Product Market Competition, Capital Constraints and Firm Growth In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Product Market Competition, Capital Constraints and Firm Growth.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2020Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2020Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2021Does secrecy signal skill? Own-investor secrecy and hedge fund performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2010Sentiment and stock returns: The SAD anomaly revisited In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
2018Rivals’ competitive activities, capital constraints, and firm growth In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2010Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets In: Review of Financial Studies.
[Full Text][Citation analysis]		article204
2011How Important Is the Financial Media in Global Markets? In: Review of Financial Studies.
[Full Text][Citation analysis]		article80

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