Details about Patrick Joseph Kelly

Access statistics for papers by Patrick Joseph Kelly.

Last updated 2023-06-08. Update your information in the RePEc Author Service.

Short-id: pke224

Working Papers

2020

1. Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)

2015

2. Macroeconomic Expectations and the Size, Value and Momentum Factors
   Working Papers, New Economic School (NES)
   Also in Working Papers, Center for Economic and Financial Research (CEFIR) (2015) View citations (1)
   See also Journal Article in Financial Management (2016)
3. Product Market Competition, Capital Constraints and Firm Growth
   Working Papers, New Economic School (NES)
   Also in Working Papers, Center for Economic and Financial Research (CEFIR) (2015)

2014

4. Information Efficiency and Firm-Specific Return Variation
   Working Papers, Center for Economic and Financial Research (CEFIR) View citations (76)
   Also in Working Papers, New Economic School (NES) (2014) View citations (46)
   See also Journal Article in Quarterly Journal of Finance (QJF) (2014)

Journal Articles

2021

1. Does secrecy signal skill? Own-investor secrecy and hedge fund performance
   Journal of Banking & Finance, 2021, 133, (C)

2020

2. Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy
   Journal of Empirical Finance, 2020, 58, (C), 386-411 View citations (1)

2018

3. Rivals’ competitive activities, capital constraints, and firm growth
   Journal of Banking & Finance, 2018, 97, (C), 87-108 View citations (3)

2016

4. Macroeconomic Expectations and the Size, Value, and Momentum Factors
   Financial Management, 2016, 45, (4), 809-844 View citations (3)
   See also Working Paper (2015)

2014

5. Information Efficiency and Firm-Specific Return Variation
   Quarterly Journal of Finance (QJF), 2014, 04, (04), 1-44 View citations (46)
   See also Working Paper (2014)

2011

6. How Important Is the Financial Media in Global Markets?
   Review of Financial Studies, 2011, 24, (12), 3941-3992 View citations (77)

2010

7. Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets
   Review of Financial Studies, 2010, 23, (8), 3225-3277 View citations (199)
8. Sentiment and stock returns: The SAD anomaly revisited
   Journal of Banking & Finance, 2010, 34, (6), 1308-1326 View citations (39)