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

    CV

 

 

Research

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, conditionally accepted.

 

Working Papers

    Skewness Consequences of Seeking Alpha (with Kerry Back and 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

Teaching

    Applied Finance, Financial Markets, Investments