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 | 106 | 2011 |
Trend of subjects published in economics journals 1969–2007 MA Kelly, S Bruestle Economic Inquiry 49 (3), 658-673, 2011 | 76 | 2011 |
Correlation: Stock Answer M Kelly Risk, 1994 | 17 | 1994 |
Faster implied volatilities via the implicit function theorem MA Kelly Financial Review 41 (4), 589-597, 2006 | 14 | 2006 |
Does Gramm-Rudman Matter? MA Kelly Working Paper 91-19, Center for Analytic Economics, Cornell University, 1991 | 8 | 1991 |
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 | 5 | 2011 |
Understanding the Estimation Risks of Value at Risk DR CHAMBERS, MA KELLY, Q LU Journal of Alternative Investments 16 (3), 64-85, 2014 | 4 | 2014 |
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 | 4 | 2010 |
"Essays in Intertemporal Economics." M KELLY Cornell University, 1992 | 1 | 1992 |
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 |