Kevin Crotty

    Associate 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.  DOI

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

          (2018) Journal of Financial and Quantitative Analysis 53, 33-64.  DOI

    Estimating Asset Pricing Models with Frictions (with Alberto Teguia)

          (2017) Economics Letters 154, 24-27.  DOI

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

          (2018) Review of Financial Studies 31, 2277-2325.  DOI

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

          (2018) Review of Financial Studies 31, 4720-4761.  DOI

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

          Review of Asset Pricing Studies, forthcoming  DOI

    How Skilled Are Security Analysts? (with Alan Crane)

          Journal of Finance, forthcoming  


Working Papers

    Hedge Funds and Public Information Acquisition (with Alan Crane and Tarik Umar)

    Corporate Yield Spreads and Systematic Liquidity


    Applied Finance, Financial Markets, Investments