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Authors: Bryan Kelly
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Journal Article

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text Get access

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Leland Bybee and others
The Review of Financial Studies, Volume 36, Issue 12, December 2023, Pages 4759–4787, https://doi.org/10.1093/rfs/hhad042
Published: 15 May 2023
Journal Article

Empirical Asset Pricing via Machine Learning Open Access

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Shihao Gu and others
The Review of Financial Studies, Volume 33, Issue 5, May 2020, Pages 2223–2273, https://doi.org/10.1093/rfs/hhaa009
Published: 26 February 2020
Journal Article

Hedging Climate Change News Get access

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Robert F Engle and others
The Review of Financial Studies, Volume 33, Issue 3, March 2020, Pages 1184–1216, https://doi.org/10.1093/rfs/hhz072
Published: 14 February 2020
Journal Article
EDITOR'S CHOICE

Tail Risk and Asset Prices Get access

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Bryan Kelly and Hao Jiang
The Review of Financial Studies, Volume 27, Issue 10, October 2014, Pages 2841–2871, https://doi.org/10.1093/rfs/hhu039
Published: 16 June 2014
Journal Article

Testing Asymmetric-Information Asset Pricing Models Get access

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Bryan Kelly and Alexander Ljungqvist
The Review of Financial Studies, Volume 25, Issue 5, May 2012, Pages 1366–1413, https://doi.org/10.1093/rfs/hhr134
Published: 05 January 2012