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





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)

    The Informational Role of Stock and Bond Volume (with Kerry Back)

    Corporate Yield Spreads and Systematic Liquidity

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


    Applied Finance, Financial Markets