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Michael Kelly
Michael Kelly
Verified email at lafayette.edu
Title
Cited by
Cited by
Year
Returns in trading versus non-trading hours: The difference is day and night
MA Kelly, SP Clark
Journal of Asset Management 12, 132-145, 2011
1062011
Trend of subjects published in economics journals 1969–2007
MA Kelly, S Bruestle
Economic Inquiry 49 (3), 658-673, 2011
762011
Correlation: Stock Answer
M Kelly
Risk, 1994
171994
Faster implied volatilities via the implicit function theorem
MA Kelly
Financial Review 41 (4), 589-597, 2006
142006
Does Gramm-Rudman Matter?
MA Kelly
Working Paper 91-19, Center for Analytic Economics, Cornell University, 1991
81991
CDO squareds: the case of subprime mortgages
DR Chambers, MA Kelly, Q Lu, A Biesenbach, A King, K Natsuki, Q Sun
Journal of Structured Finance 17 (2), 96, 2011
52011
Understanding the Estimation Risks of Value at Risk
DR CHAMBERS, MA KELLY, Q LU
Journal of Alternative Investments 16 (3), 64-85, 2014
42014
The role of the constant recovery assumption in the subprime bubble
DR Chambers, MA Kelly, Q Lu
The Journal of Alternative Investments 13 (1), 30-40, 2010
42010
"Essays in Intertemporal Economics."
M KELLY
Cornell University, 1992
11992
Capital gains taxation and equity returns: The case of mutual savings banks
MA Kelly, X Wu, DR Chambers
Journal of Business Finance & Accounting 39 (5‐6), 785-805, 2012
2012
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