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.


Working Papers

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

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

    Estimating Information Asymmetry in Securities Markets (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


    Applied Finance, Financial Markets, Investments