Bryan Kelly

Bryan Kelly

Yale University - New Haven / United States
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 836415
person_outline Bryan Kelly's MOST POPULAR ARTICLES
1-) Empirical asset pricing via machine learningS Gu, B Kelly, D XiuThe Review of Financial Studies 33 (5), 2223–2273, 202010572020
2-) Text as dataM Gentzkow, B Kelly, M TaddyJournal of Economic Literature 57 (3), 535-74, 20198562019
3-) Hedging climate change newsRF Engle, S Giglio, B Kelly, H Lee, J StroebelThe Review of Financial Studies 33 (3), 1184-1216, 20208912020
4-) Tail risk and asset pricesB Kelly, H JiangThe Review of Financial Studies 27 (10), 2841-2871, 20149262014
5-) The price of political uncertainty: Theory and evidence from the option marketB Kelly, Ľ Pástor, P VeronesiThe Journal of Finance 71 (5), 2417-2480, 20168902016