| Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets JM Griffin, PJ Kelly, F Nardari The Review of Financial Studies 23 (8), 3225-3277, 2010 | 690 | 2010 |
| Information efficiency and firm-specific return variation PJ Kelly The Quarterly Journal of Finance 4 (04), 1450018, 2014 | 380 | 2014 |
| How important is the financial media in global markets? JM Griffin, NH Hirschey, PJ Kelly The Review of Financial Studies 24 (12), 3941-3992, 2011 | 328 | 2011 |
| Sentiment and stock returns: The SAD anomaly revisited PJ Kelly, F Meschke Journal of Banking & Finance 34 (6), 1308-1326, 2010 | 119 | 2010 |
| Measuring short-term international stock market efficiency JM Griffin, PJ Kelly, F Nardari Unpublished working paper. University of Texas at Austin, 2007 | 61 | 2007 |
| Are emerging markets more profitable? Implications for comparing weak and semi-strong form efficiency JM Griffin, PJ Kelly, F Nardari Implications for Comparing Weak and Semi-Strong Form Efficiency (June 23 …, 2007 | 52 | 2007 |
| Real and inflationary macroeconomic risk in the Fama and French size and book-to-market portfolios PJ Kelly EFMA 2003 Helsinki meetings, 2003 | 39 | 2003 |
| Why does the reaction to news announcements vary across countries JM Griffin, NH Hirschey, PJ Kelly Unpublished working paper. University of Texas at Austin, 2008 | 29 | 2008 |
| Macroeconomic expectations and the size, value, and momentum factors MC Bergbrant, PJ Kelly Financial Management 45 (4), 809-844, 2016 | 24 | 2016 |
| Measurement and determinants of international stock market efficiency J Griffin, P Kelly, F Nardari working paper, University of Texas-Austin, 2006 | 16 | 2006 |
| Rivals’ competitive activities, capital constraints, and firm growth MC Bergbrant, DM Hunter, PJ Kelly Journal of Banking & Finance 97, 87-108, 2018 | 12 | 2018 |
| How important is the financial press in global markets? JM Griffin, N Hirschey, PJ Kelly AFA 2010 Atlanta Meetings Paper, 2010 | 12 | 2010 |
| Are Emerging Markets More Profitable? Implications for Comparing Weak and Semi-Strong Form Efficiency, forthcoming in the J Griffin, P Kelly, F Nardari Review of Financial Studies, 2009 | 12 | 2009 |
| Entrenched management, stakeholders, and Capital structure: Project summary D Frankel, PJ Kelly Melb. Bus. Sch, 1-14, 2019 | 5 | 2019 |
| How Important is the Financial Press in Emerging Markets J Griffin, N Hirschey, P Kelly Working paper, University of Texas at Austin, 2009 | 4 | 2009 |
| Does secrecy signal skill? Own-investor secrecy and hedge fund performance S Gorovyy, PJ Kelly, O Kuzmina Journal of Banking & Finance 133, 106288, 2021 | 3 | 2021 |
| Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy BB Francis, DM Hunter, PJ Kelly Journal of Empirical Finance 58, 386-411, 2020 | 3 | 2020 |
| Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds S Gorovyy, PJ Kelly, O Kuzmina CEPR Discussion Paper No. DP14873, 2020 | 2 | 2020 |
| Do Macroeconomic Risks Explain Returns to Size, Value and Momentum Factors MC Bergbrant, PJ Kelly Unpublished Working Paper. St. Johns University, New York, NY, 2013 | 2 | 2013 |
| The Link between Depression and Stock Returns: A Reexamination PJ Kelly, JF Meschke working paper, 2004 | 2 | 2004 |
John M. Griffinthe James A. Elkins Centennial Chair in Finance at McCombs School of Business, University of Texas at Austin確認したメール アドレス: utexas.edu