Bryan Kelly

发表的论文19 篇，按出版时间

1. 1
   Equity Term Structures without Dividend Strips DataJournal of Finance202422
2. 2
   Business News and Business CyclesJournal of Finance2024184
3. 3
   The Virtue of Complexity in Return PredictionJournal of Finance2023233
4. 4
   (Re‐)Imag(in)ing Price TrendsJournal of Finance2023162
5. 5
   Is There a Replication Crisis in Finance?Journal of Finance2023552
6. 6
   Modeling Corporate Bond ReturnsJournal of Finance2023140
7. 7
   Principal PortfoliosJournal of Finance202263
8. 8
   A factor model for option returnsJournal of Financial Economics202292
9. 9
   Hedging macroeconomic and financial uncertainty and volatilityJournal of Financial Economics202179
10. 10
    Narrative Asset Pricing: Interpretable Systematic Risk Factors from News TextReview of Financial Studies2021134