Bryan P. Kelly
Impact in
- Finance top 0.05%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Economics and Econometrics top 0.1%
- Market Dynamics and Volatility
- Energy, Environment, Economic Growth
Papers in
- Finance 35
- Financial Markets and Investment Strategies 28
- Financial Risk and Volatility Modeling 9
- Credit Risk and Financial Regulations 8
- Stochastic processes and financial applications 6
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- Market Dynamics and Volatility 12
- Co-authors
- Dacheng Xiu (7 shared papers)Stefano Giglio (7 shared papers)Shihao Gu (2 shared papers)Seth Pruitt (5 shared papers)Johannes Stroebel (2 shared papers)Alexander P. Ljungqvist (3 shared papers)Hao Jiang (1 shared paper)Matt A. Taddy (1 shared paper)
- Journals
- The Journal of Finance (10 papers)Journal of Financial Economics (6 papers)Review of Financial Studies (5 papers)Journal of Econometrics (2 papers)Financial Analysts Journal (2 papers)
- Partner nations
- United StatesUnited KingdomSwitzerland
In The Last Decade
Bryan P. Kelly
43 papers receiving 6.5k citations
Bryan P. Kelly's Hit Papers
Peers
Comparison fields: 5 of 114
- Finance 4.0k
- Economics and Econometrics 3.8k
- Accounting 1.5k
- General Economics, Econometrics and Finance 931
- Management Science and Operations Research 1.3k
Countries citing papers authored by Bryan P. Kelly
This map shows the geographic impact of Bryan P. 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 P. 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 P. Kelly more than expected).
Fields of papers citing papers by Bryan P. Kelly
This network shows the impact of papers produced by Bryan P. 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 P. Kelly. The network helps show where Bryan P. Kelly may publish in the future.
Co-authors
The 25 scholars most cited alongside Bryan P. Kelly, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 45 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Empirical Asset Pricing via Machine Learning Hit paper breakdown → | 2020 | 984 |
| 2 | Hedging Climate Change News Hit paper breakdown → | 2019 | 672 |
| 3 | Text as Data Hit paper breakdown → | 2019 | 531 |
| 4 | The Price of Political Uncertainty: Theory and Evidence from the Option Market Hit paper breakdown → | 2016 | 442 |
| 5 | Tail Risk and Asset Prices Hit paper breakdown → | 2014 | 429 |
| 6 | Climate Finance Hit paper breakdown → | 2021 | 401 |
| 7 | Shaping Liquidity: On the Causal Effects of Voluntary Disclosure Hit paper breakdown → | 2014 | 371 |
| 8 | Systemic risk and the macroeconomy: An empirical evaluation Hit paper breakdown → | 2016 | 355 |
| 9 | Testing Asymmetric-Information Asset Pricing Models Hit paper breakdown → | 2012 | 346 |
| 10 | Dynamic Equicorrelation Hit paper breakdown → | 2012 | 290 |
| 11 | Intermediary asset pricing: New evidence from many asset classes Hit paper breakdown → | 2017 | 280 |
| 12 | 2013 | 274 | |
| 13 | 2015 | 205 | |
| 14 | 2020 | 177 | |
| 15 | 2015 | 168 | |
| 16 | 2016 | 101 | |
| 17 | Is There a Replication Crisis in Finance? Hit paper breakdown → | 2023 | 94 |
| 18 | 2020 | 73 | |
| 19 | 2011 | 67 | |
| 20 | 2022 | 60 |
About Bryan P. Kelly
Bryan P. Kelly is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Management Science and Operations Research and Accounting, having authored 45 papers that have together received 6.8k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (28 papers), Market Dynamics and Volatility (12 papers), Financial Risk and Volatility Modeling (9 papers), Stock Market Forecasting Methods (9 papers), Monetary Policy and Economic Impact (9 papers), Credit Risk and Financial Regulations (8 papers), Stochastic processes and financial applications (6 papers) and Corporate Finance and Governance (4 papers). The work is most often cited by research in Finance (4.0k citations), Economics and Econometrics (3.8k citations), Accounting (1.5k citations), General Economics, Econometrics and Finance (931 citations) and Management Science and Operations Research (1.3k citations). Bryan P. Kelly has collaborated with scholars based in United States, United Kingdom and Switzerland. Frequent co-authors include Dacheng Xiu, Stefano Giglio, Shihao Gu, Seth Pruitt, Johannes Stroebel, Alexander P. Ljungqvist, Hao Jiang, Matt A. Taddy, Matthew Aaron Gentzkow and Robert F. Engle. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Econometrics and Financial Analysts Journal.
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.