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Tail risk and asset prices / Bryan Kelly and Hao Jiang by Series: NBER Working Paper ; 19375
Material type: Text Text
Publication details: Cambridge NBER 2013
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Availability: Items available for loan: IGIDR (1).

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Excess volatility : Beyond discount rates / Stefano Giglio and Bryan Kelly by Series: NBER Working Paper ; 22045
Material type: Text Text
Publication details: Cambridge NBER 2016
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Availability: Items available for loan: IGIDR (1).

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Text as data / Matthew Gentzkow, Bryan T. Kelly and Matt Taddy by Series: NBER Working Paper ; 23276
Material type: Text Text
Publication details: Cambridge NBER 2017
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Availability: Items available for loan: IGIDR (1).

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Characteristics are covariances : A Unified model of risk and return / Bryan Kelly, Seth Pruitt and Yinan Su by Series: NBER Working Paper ; 24540
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2018
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Availability: Items available for loan: IGIDR (1).

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Sophisticated investors and market efficiency : Evidence from a natural experiment / Yong Chen, Bryan Kelly and Wei Wu by Series: NBER Working Paper ; 24552
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2018
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Sophisticated investors and market efficiency : Evidence from a natural experiment / Yong Chen, Bryan Kelly and Wei Wu by Series: NBER Working Paper ; 24552
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2018
Online resources:
Availability: Items available for loan: IGIDR (1).

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Measuring technological innovation over the long run / Bryan Kelly et al by Series: NBER Working Paper ; 25266
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2018
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Availability: Items available for loan: IGIDR (1).

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Predicting returns with text data / Zheng Tracy Ke, Bryan T. Kelly and Dacheng Xiu by Series: NBER Working Paper ; 26186
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
Online resources:
Availability: Items available for loan: IGIDR (1).

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Hedging macroeconomic and financial uncertainty and volatility / Ian Dew-Becker, Stefano Giglio and Bryan T. Kelly by Series: NBER Working Paper ; 26323
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
Online resources:
Availability: Items available for loan: IGIDR (1).

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Text selection / Bryan T. Kelly, Asaf Manela and Alan Moreira by Series: NBER Working Paper ; 26517
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
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Availability: Items available for loan: IGIDR (1).

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Climate finance / Stefano Giglio, Bryan T. Kelly and Johannes Stroebel by Series: NBER Working Papers ; 28226
Material type: Text Text
Publication details: Cambridge NBER 2020
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Principal portfolios / Bryan T. Kelly, Semyon Malamud and Lasse H. Pedersen by Series: NBER Working Papers ; 27388
Material type: Text Text
Publication details: Cambridge NBER 2020
Online resources:
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A Factor model for option returns / Matthias Buechner and Bryan T. Kelly by Series: NBER Working Papers ; 29369
Material type: Text Text
Publication details: Cambridge NBER 2021
Online resources:
Availability: Items available for loan: IGIDR (1).

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