Assistant Professor of Finance
Jones Graduate School of Business
Houston, TX 77030
Tel: (1) 713-348-6303
Email: kevin.p.crotty at rice dot edu
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
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