Kevin Crotty

    Assistant Professor of Finance

    Jones Graduate School of Business

    Rice University

    Houston, TX 77030

    Tel: (1) 713-348-6303

    Email: kevin.p.crotty at rice dot edu





Published/Forthcoming Papers

    The Informational Role of Stock and Bond Volume (with Kerry Back)

         Forthcoming, Review of Financial Studies


Working Papers

    Performance Evaluation with Skewness and Kurtosis (with Kerry Back and Alan Crane)

    Passive versus Active Fund Performance: Do Index Funds Have Skill? (with Alan Crane)

    Identifying Information Asymmetry with Endogenous Informed Orders (with Kerry Back and Tao Li)

    The Causal Effects of Short-Selling Bans: Evidence from Eligibility Thresholds (with Alan Crane, Sebastien Michenaud and Patricia Naranjo)

    Corporate Yield Spreads and Systematic Liquidity

    The Short Sale Ban of 2008: Evidence from a Limit Order Book


    Applied Finance, Financial Markets