Patrick J Kelly
Patrick J Kelly
Publications
1) Griffin, John M., Patrick J. Kelly, and Federico Nardari, 2010, “Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets,” Review of Financial Studies, 23(8), 3225-3277. Internet appendix. Earlier working paper version.
2) Kelly, Patrick J., and Felix Meschke, 2010, “Sentiment and Stock Returns: the SAD anomaly revisited,”
Journal of Banking and Finance, 34(6), 1308-1326. View PDF of last working paper version.
3) Griffin, John M., Nicholas H. Hirschey, and Patrick J. Kelly, 2011, “How Important is the Financial Media in Global Markets?” Review of Financial Studies, 24(12), 3941-3992. Earlier working paper version.
4) Kelly, Patrick J., 2014, “InformationEfficiency and Firm-Specific Return Variation,” Quarterly Journal of Finance 4 (4), 1450018. Earlier working paper version.
5) Bergbrant, Mikael C., and Patrick J. Kelly, 2016, "Macroeconomic Expectations and the Size, Value and Momentum Factors," Financial Management 45(4), 809-844 (Lead Article). Earlier working paper version. Awarded “Best paper in the Winter 2016 issue of Financial Management”
6) Bergbrant, Mikael C., Delroy M. Hunter, and Patrick J. Kelly, 2018, “Rivals’ Competitive Activities, Capital Constraints, and Firm Growth” Journal of Banking and Finance 97, 87-108.
7) Francis, Bill B., Delroy M. Hunter, and Patrick J. Kelly, 2020, “Do Foreign Investors Insulate Firms from Local Shocks? Evidence from the Response of Investable Firms to Monetary Policy,” Journal of Empirical Finance 58, 386-411. Last working paper version.
8) Gorovyy, Sergiy, Patrick J. Kelly, and Olga Kuzmina, “Does secrecy signal skill? Own-investor secrecy and hedge fund performance,” Journal of Banking and Finance 133, 106288. Earlier Working Paper Version.
Other Publications
Fišar, M., Greiner, B., Huber, C., Katok, E., Ozkes, A., and the Management Science Reproducibility Collaboration (forthcoming). “Reproducibility in Management Science.” Management Science.
Working Papers
Kelly, Patrick J., Jin Roc Lv, and Garry Twite, 2024, “Early Release from Lockup: Insider Sales During the Post IPO Lockup Period.” University of Melbourne working paper.
Research in Progress
Research on new stock exchanges with Carole Comerton-Forde of the University of Melbourne.
Research on asset pricing with Nicholas Hirschey at Nova SBE.
my citations on Google Scholar
ORCID ID: 0000-0002-8540-7488
Scopus Author ID: 35324800300
ResearcherID: E-8056-2017