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

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

    Estimating the Order-Flow Component of Security Returns (with Kerry Back and Tao Li)

    Corporate Yield Spreads and Systematic Liquidity

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


    Applied Finance, Financial Markets