3
H index
2
i10 index
69
Citations
Michael A. Kelly : Citation Profile
Lafayette College | RESEARCH PRODUCTION: 4 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2006 - 2012). 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:
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Main data
Where Michael A. Kelly has published?
Recent works citing Michael A. Kelly (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Recent Temporal Dynamics in Economics: Empirical Analyses of Annual Publications in Economic Fields. (2024). Wohlrabe, Klaus ; Bornmann, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10881. Full description at Econpapers || Download paper |
| 2024 | Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Huang, Wenyang ; Zhao, Jianyu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671. Full description at Econpapers || Download paper |
| 2025 | Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690. Full description at Econpapers || Download paper |
| 2024 | Overnight earnings announcements and preopening price discovery. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: Japan and the World Economy. RePEc:eee:japwor:v:70:y:2024:i:c:s0922142524000124. Full description at Econpapers || Download paper |
| 2024 | Stock price delay and the cross-section of expected returns: A story of night and day. (2024). Yin, Ximing ; Yang, GE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006610. Full description at Econpapers || Download paper |
| 2025 | Overnight information and anomalies. (2025). Gao, Bin ; Xia, Wenqian ; Xie, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002752. Full description at Econpapers || Download paper |
| 2024 | A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart. (2024). Wang, Huiwen ; Huang, Wenyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00622-6. Full description at Econpapers || Download paper |
| 2024 | The asymmetry in day and night option returns: Evidence from an emerging market. (2024). S. V. D. Nageswara Rao, ; Pandey, Piyush ; Bhat, Aparna. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1320-1337. Full description at Econpapers || Download paper |
Works by Michael A. Kelly:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | TREND OF SUBJECTS PUBLISHED IN ECONOMICS JOURNALS 1969–2007 In: Economic Inquiry. [Citation analysis] | article | 28 |
| 2006 | Faster Implied Volatilities via the Implicit Function Theorem In: The Financial Review. [Full Text][Citation analysis] | article | 5 |
| 2012 | Capital Gains Taxation and Equity Returns: The Case of Mutual Savings Banks In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 2011 | Returns in trading versus non-trading hours: The difference is day and night In: Journal of Asset Management. [Full Text][Citation analysis] | article | 36 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team