NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Bryan T. Kelly

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

April 2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
with Bernard Herskovic, Hanno Lustig, Stijn Van Nieuwerburgh: w20076
January 2014The Price of Political Uncertainty: Theory and Evidence from the Option Market
with Lubos Pastor, Pietro Veronesi: w19812
September 2013Firm Volatility in Granular Networks
with Hanno Lustig, Stijn Van Nieuwerburgh: w19466
August 2013Tail Risk and Asset Prices
with Hao Jiang: w19375
April 2013Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
with Karthik Balakrishnan, Mary B. Billings, Alexander Ljungqvist: w18984
June 2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees
with Hanno Lustig, Stijn Van Nieuwerburgh: w17149

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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