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)

          (2015) Review of Financial Studies 28, 1381-1427.

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

          Journal of Financial and Quantitative Analysis, forthcoming.

    Estimating Asset Pricing Models with Frictions (with Alberto Teguia)

          Economics Letters, forthcoming.

    Identifying Information Asymmetry in Securities Markets (with Kerry Back and Tao Li)

          Review of Financial Studies, accepted


Working Papers

    Skewness Consequences of Seeking Alpha (with Kerry Back and Alan Crane)

    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


    Applied Finance, Financial Markets, Investments