Patrick Joseph Kelly : Citation Profile

University of Melbourne

5

H index

4

i10 index

485

Citations

RESEARCH PRODUCTION:

8

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 44
   Journals where Patrick Joseph Kelly has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 4 (0.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke224
   Updated: 2025-12-20    RAS profile: 2025-05-16    
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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 (15)

Darné, Olivier (10)

Lim, Kian-Ping (10)

Bartram, Söhnke (8)

Zaremba, Adam (7)

Shamsuddin, Abul (5)

Hooy, Chee-Wooi (5)

Dang, Tung (5)

Stulz, René (5)

Shen, Dehua (5)

Bauer, Michael (3)

Cites to:

Demirguc-Kunt, Asli (12)

Beck, Thorsten (12)

Maksimovic, Vojislav (11)

Brown, Stephen (7)

Goetzmann, William (6)

Weiss, Andrew (6)

Diebold, Francis (6)

Stiglitz, Joseph (6)

Harvey, Campbell (5)

Stein, Jeremy (5)

French, Kenneth (5)

Main data

Where Patrick Joseph Kelly has published?

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

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

Recent works citing Patrick Joseph Kelly (2025 and 2024)

YearTitle of citing document
2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2024Seasonality and consumer confidence. (2024). Zélity, Balázs ; Zelity, Balazs. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:813-821.

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2024Employee Stock Ownership Plans and Stock‐price Informativeness. (2024). Dai, Yunhao ; Zuo, Yuehua ; Huang, Xin ; Liu, Xiaojun. In: China & World Economy. RePEc:bla:chinae:v:32:y:2024:i:3:p:162-190.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2024Green credit regulation and market efficiency: A perspective of irrational trading. (2024). Gao, Yihong ; Li, Haili. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:199-219.

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2024Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

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2024Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

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2025Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability. (2025). Wan, Yu-Fan ; Wu, Feng-Lin ; Wang, Ming-Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002687.

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2024From framing to priming: How does media coverage promote ESG preferences of institutional investors. (2024). Ren, Kangjun ; Li, Geling ; Wu, Bao ; Qiao, Yuhao. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001158.

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2025On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x.

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2025Regret in global equity markets. (2025). Demirtas, Ozgur K ; Atilgan, Yigit ; Gunaydin, Doruk A ; Tosun, Aynur Dilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002856.

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2024Do online message boards convey cryptocurrency-specific information?. (2024). Shen, Dehua ; Tong, Zezheng ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004660.

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2024CEO media coverage and cash holdings. (2024). Kumar, Satish ; Gupta, Prashant ; Bamel, Nisha ; Ahmed, Mohamed Shaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005574.

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2024Post earnings announcement drift: A simple earnings surprise measure, the medium effect of investor attention and investing strategy. (2024). Xie, Yuxuan ; Mi, Xianhua ; Lan, Qiujun ; Zhang, Chunyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003922.

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2024Share repurchase and capital market pricing efficiency. (2024). Zheng, Shi ; Ye, Linlin ; Ren, HE. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301276x.

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2025Herding behavior in African stock markets: A state-space assessment during times of crisis. (2025). Sy, Oumar ; Sne, Babacar ; Mbengue, Mohamed Lamine ; Assoe, Kodjovi. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004714.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2025Aggregate earnings and global equity returns. (2025). Atilgan, Yigit ; Zirek, Duygu ; Tosun, Aynur Dilan ; Gunaydin, Doruk A ; Demirtas, Ozgur K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000150.

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2024ESG investing in good and bad times: An international study. (2024). Bilgin, Mehmet ; Cakici, Nusret ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001841.

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2024Do analysts disseminate anomaly information in China?. (2024). Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001389.

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2024Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061.

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2024Analyst recommendations and mispricing across the globe. (2024). Mller, Sebastian ; Azevedo, Vitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002103.

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2024Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115.

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2025National culture of secrecy and stock price synchronicity: Cross-country evidence. (2025). Leledakis, George ; Pasiouras, Fotios ; Pyrgiotakis, Emmanouil G ; Gaganis, Chrysovalantis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002553.

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2025Global Business Networks. (2025). Breitung, Christian ; Mller, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000157.

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2024Return seasonalities in the Chinese stock market. (2024). Du, Qingjie ; Shu, Haibing ; Meng, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001422.

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2024Pricing media sentiment: Evidence from global mergers and acquisitions. (2024). Shams, Syed ; Bose, Sudipta ; Sheikhbahaei, Ali. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001987.

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2024Investor sentiment and stock market anomalies: Evidence from Islamic countries. (2024). Cheema, Muhammad ; Fianto, Bayu Arie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003093.

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2024Spillover effects of MSCI inclusion announcement: Evidence and implications from China. (2024). Zeng, Aimin ; Li, BO ; Wei, Zhihua ; Wu, Deqian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003342.

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2025From headlines to IPO: How AI-related media coverage of companies and leadership influences IPO durations. (2025). Shao, Xuefeng ; Liu, Wei ; Xu, Yahui ; He, Zhiwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003913.

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2025Digital government construction and stock price synchronicity: Evidence from China. (2025). Sheng, Yan ; Chen, Jiancheng ; Cheng, XU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000253.

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2024Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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2024The role of shifts in the effective tax rate on the cost of equity. (2024). Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:61-72.

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2025The pricing ability of factor model based on machine learning: Evidence from high-frequency data in China. (2025). Zhang, Xuan ; Pan, Mengmeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003168.

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2024Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences. (2024). Lago-Balsalobre, Ruben ; Rojo-Suarez, Javier ; Alonso-Conde, Ana B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1156-1169.

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2024The effect of international media news on the global stock market. (2024). Jin, Xuejun ; Yang, Xiaolan ; Chen, Cheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:50-69.

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2024Extreme state media reporting and the extreme stock market during COVID-19: A multi-quantile VaR Granger causality approach in China. (2024). Hong, Yun ; Jiang, Yanhui ; Su, Xiaojian ; Deng, Chao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002696.

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2024The impact of insider ownership and institutional ownership on post-earnings-announcement-drift: Evidence from Vietnam. (2024). Nguyen, Y ; Ho, Tuan Q ; Tran, Hieu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001454.

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2025Media coverage and managerial investment learning from stock markets: International evidence. (2025). Li, Donghui ; Gao, Xin ; Xu, Weidong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001187.

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2025Does shadow banking regulation constrain the idiosyncratic risk of firms? evidence from a quasi-natural experiment in China. (2025). Liao, Jing ; Smith, David ; Fang, Zhenming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001825.

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2024Evaluation of the Resilience of Real Estate and Property Stocks to Inflation and Interest Rate Uncertainty: Implementation of Two Asset Pricing Models. (2024). Nurdina, Nurdina ; Nurkholis, Nurkholis ; Adib, Noval ; Atmini, Sari. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:530-:d:1527108.

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2024How and Why Does Corporate Reputation Moderate Mass Media News’ Impact On Market Value?. (2024). Schwaiger, Manfred ; Eberhardt, Johanna ; Guitart, Ivan. In: Post-Print. RePEc:hal:journl:hal-04346339.

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2024The scorching temperatures shock effect on firms’ performance: a global perspective. (2024). Sugianto, Lai Ferry ; Huang, Chai Liang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01247-7.

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2024Freedom of choice impact on country-specific liquidity commonality. (2024). Spahr, Ronald W ; Jain, Pawan ; Mekhaimer, Mohamed ; Sunderman, Mark A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01257-5.

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2024Market volatility, momentum, and reversal: a switching strategy. (2024). Sadaqat, Mohsin ; Kolari, James W ; Butt, Hilal Anwar. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00372-1.

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2024Earnings quality, stock price synchronicity and foreign ownership: evidence of ASX200 firms. (2024). Hutagaol-Martowidjojo, Yanthi ; Pirzada, Kashan ; Yuwono, Jessie D. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:21:y:2024:i:3:d:10.1057_s41310-023-00210-7.

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2024A comprehensive reexamination of the weather effects. (2024). Tsao, Chueh-Yung ; Chun-I Lee, . In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02492-w.

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2024The power of news data in forecasting tail risk: evidence from China. (2024). Ma, Yong ; Yan, LU ; Pan, Dongtao. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02620-0.

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2025A novel AI-driven approach to greenwashing: breakthroughs in the future fit between domain-specific Islamic enterprises with varying developmental progress and ESG landscapes. (2025). Asl, Mahdi Ghaemi. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00497-8.

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2025Does the CAPM drive misvaluations in M&As?. (2025). Schneider, Christoph ; Hark, Paul F. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:2:d:10.1007_s11573-024-01216-5.

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2025Foreign media slant, foreign investors, and informativeness of earnings. (2025). Zhu, Nathan Zhenghang ; Wang, Kun Tracy ; Tsang, Albert. In: Review of Accounting Studies. RePEc:spr:reaccs:v:30:y:2025:i:1:d:10.1007_s11142-023-09813-5.

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2024How and Why Does Corporate Reputation Moderate Mass Media News’ Impact On Market Value?. (2024). Guitart, Ivan A ; Schwaiger, Manfred ; Eberhardt, Johanna. In: Schmalenbach Journal of Business Research. RePEc:spr:sjobre:v:76:y:2024:i:1:d:10.1007_s41471-023-00175-x.

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2024Stock price informativeness and credit default swap trading. (2024). Vieira, Isabel ; da Silva, Paulo Pereira. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2950-2970.

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Works by Patrick Joseph Kelly:

YearTitleTypeCited
2014Information Efficiency and Firm-Specific Return Variation In: Working Papers.
[Full Text][Citation analysis]		paper89
2014Information Efficiency and Firm-Specific Return Variation.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		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: 89		article
2015Macroeconomic Expectations and the Size, Value and Momentum Factors In: Working Papers.
[Full Text][Citation analysis]		paper6
2016Macroeconomic Expectations and the Size, Value, and Momentum Factors.(2016) In: Financial Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		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: 6		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.
[Full Text][Citation analysis]
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]		article43
2018Rivals’ competitive activities, capital constraints, and firm growth In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2010Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets In: The Review of Financial Studies.
[Full Text][Citation analysis]		article242
2011How Important Is the Financial Media in Global Markets? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article96

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