Bryan Kelly

15.6k total citations · 15 hit papers
43 papers, 7.9k citations indexed

About

Bryan Kelly is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Bryan Kelly has authored 43 papers receiving a total of 7.9k indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 22 papers in Economics and Econometrics and 10 papers in Management Science and Operations Research. Recurrent topics in Bryan Kelly's work include Financial Markets and Investment Strategies (27 papers), Market Dynamics and Volatility (12 papers) and Stock Market Forecasting Methods (9 papers). Bryan Kelly is often cited by papers focused on Financial Markets and Investment Strategies (27 papers), Market Dynamics and Volatility (12 papers) and Stock Market Forecasting Methods (9 papers). Bryan Kelly collaborates with scholars based in United States, France and United Kingdom. Bryan Kelly's co-authors include Stefano Giglio, Dacheng Xiu, Shihao Gu, Seth Pruitt, Alexander Ljungqvist, Johannes Stroebel, Hao Jiang, Matt Taddy, Matthew Gentzkow and Robert F. Engle and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

In The Last Decade

Bryan Kelly

40 papers receiving 7.6k citations

Hit Papers

Empirical Asset Pricing via Machine ... 2012 2026 2016 2021 2020 2019 2019 2016 2014 250 500 750 1000

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Bryan Kelly United States 29 5.2k 4.6k 2.0k 1.4k 1.2k 43 7.9k
Zhi Da United States 30 4.7k 0.9× 3.3k 0.7× 2.6k 1.3× 1.1k 0.8× 499 0.4× 112 6.3k
Chris Brooks United Kingdom 41 3.7k 0.7× 4.2k 0.9× 2.2k 1.1× 658 0.5× 1.5k 1.2× 247 7.9k
Nicholas Barberis United States 31 9.5k 1.8× 7.7k 1.7× 4.4k 2.2× 1.9k 1.4× 1.4k 1.2× 44 12.7k
Guofu Zhou United States 45 7.9k 1.5× 6.0k 1.3× 1.5k 0.7× 3.1k 2.3× 2.4k 2.1× 210 10.0k
Doojin Ryu South Korea 38 3.3k 0.6× 2.9k 0.6× 1.5k 0.8× 587 0.4× 571 0.5× 312 5.0k
Wei Xiong United States 45 7.7k 1.5× 6.4k 1.4× 4.0k 2.0× 824 0.6× 1.7k 1.5× 103 10.6k
Matthew Richardson United States 42 6.7k 1.3× 4.6k 1.0× 2.5k 1.2× 627 0.5× 1.7k 1.5× 127 8.2k
Robert W. Faff Australia 53 6.1k 1.2× 5.8k 1.3× 5.0k 2.5× 825 0.6× 1.7k 1.5× 492 11.5k
Alok Kumar United States 42 5.5k 1.0× 4.2k 0.9× 4.7k 2.3× 836 0.6× 583 0.5× 186 8.3k
Tobias J. Moskowitz United States 37 8.9k 1.7× 6.2k 1.4× 5.1k 2.5× 1.5k 1.1× 1.3k 1.2× 81 11.2k

Countries citing papers authored by Bryan Kelly

Since Specialization
Citations

This map shows the geographic impact of Bryan Kelly's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bryan Kelly with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bryan Kelly more than expected).

Fields of papers citing papers by Bryan Kelly

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bryan Kelly. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bryan Kelly. The network helps show where Bryan Kelly may publish in the future.

Co-authorship network of co-authors of Bryan Kelly

This figure shows the co-authorship network connecting the top 25 collaborators of Bryan Kelly. A scholar is included among the top collaborators of Bryan Kelly based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bryan Kelly. Bryan Kelly is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Giglio, Stefano, Bryan Kelly, & Serhiy Kozak. (2024). Equity Term Structures without Dividend Strips Data. The Journal of Finance. 79(6). 4143–4196. 1 indexed citations
2.
Engle, Robert F., et al.. (2024). Factor-Mimicking Portfolios for Climate Risk. Financial Analysts Journal. 80(3). 37–58. 6 indexed citations
3.
Kelly, Bryan, et al.. (2023). The Virtue of Complexity in Return Prediction. The Journal of Finance. 79(1). 459–503. 43 indexed citations
4.
Kelly, Bryan. (2023). The power politics of the Holy See: the church, the state, and its citizens. Politics and Religion. 16(4). 682–707. 1 indexed citations
5.
Kelly, Bryan & Dacheng Xiu. (2023). Financial Machine Learning. 13(3-4). 205–363.
6.
Kelly, Bryan, et al.. (2023). (Re‐)Imag(in)ing Price Trends. The Journal of Finance. 78(6). 3193–3249. 45 indexed citations
7.
Jensen, Theis Ingerslev, Bryan Kelly, & Lasse Heje Pedersen. (2023). Is There a Replication Crisis in Finance?. The Journal of Finance. 78(5). 2465–2518. 121 indexed citations breakdown →
8.
Kelly, Bryan, et al.. (2023). Modeling Corporate Bond Returns. The Journal of Finance. 78(4). 1967–2008. 41 indexed citations
9.
Bybee, Leland, Bryan Kelly, & Yinan Su. (2023). Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text. Review of Financial Studies. 36(12). 4759–4787. 30 indexed citations
10.
Kelly, Bryan, Asaf Manela, & Alan Moreira. (2021). Text Selection. Journal of Business and Economic Statistics. 39(4). 859–879. 16 indexed citations
11.
Gu, Shihao, Bryan Kelly, & Dacheng Xiu. (2020). Empirical Asset Pricing via Machine Learning. Review of Financial Studies. 33(5). 2223–2273. 1051 indexed citations breakdown →
12.
Gu, Shihao, Bryan Kelly, & Dacheng Xiu. (2020). Autoencoder asset pricing models. Journal of Econometrics. 222(1). 429–450. 197 indexed citations breakdown →
13.
Engle, Robert F., Stefano Giglio, Bryan Kelly, Heebum Lee, & Johannes Stroebel. (2019). Hedging Climate Change News. Review of Financial Studies. 33(3). 1184–1216. 785 indexed citations breakdown →
14.
Kelly, Bryan, et al.. (2019). Factor Momentum Everywhere. The Journal of Portfolio Management. 45(3). 13–36. 71 indexed citations
15.
He, Zhiguo, Bryan Kelly, & Asaf Manela. (2017). Intermediary asset pricing: New evidence from many asset classes. Journal of Financial Economics. 126(1). 1–35. 446 indexed citations breakdown →
17.
Kelly, Bryan, Ľuboš Pástor, & Pietro Veronesi. (2016). The Price of Political Uncertainty: Theory and Evidence from the Option Market. The Journal of Finance. 71(5). 2417–2480. 514 indexed citations breakdown →
18.
Kelly, Bryan. (2014). The dynamic power law model. Extremes. 17(4). 557–583. 13 indexed citations
19.
Balakrishnan, Karthik, Mary Brooke Billings, Bryan Kelly, & Alexander Ljungqvist. (2014). Shaping Liquidity: On the Causal Effects of Voluntary Disclosure. The Journal of Finance. 69(5). 2237–2278. 458 indexed citations breakdown →
20.
Kelly, Bryan & Hao Jiang. (2014). Tail Risk and Asset Prices. Review of Financial Studies. 27(10). 2841–2871. 496 indexed citations breakdown →

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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