research

Research

Crane, Alan, Kevin Crotty, and Tarik Umar, 2023. Hedge Funds and Public Information Acquisition. Management Science 69, 3241-3262. DOI
Back, Kerry, Kevin Crotty, and Seyed Kazempour, 2022. Validity, Tightness, and Forecasting Power of Risk Premium Bounds. Journal of Financial Economics 144, 732-760. DOI
Crane, Alan D., and Kevin Crotty, 2020. How Skilled Are Security Analysts?. Journal of Finance 75, 1629–1675. DOI
Crane, Alan, Kevin Crotty, Sébastien Michenaud, and Patricia Naranjo, 2018. The Causal Effects of Short-Selling Bans: Evidence from Eligibility Thresholds. Review of Asset Pricing Studies 9: 137–170. DOI
Back, Kerry, Alan Crane, and Kevin Crotty. 2018. Skewness Consequences of Seeking Alpha. Review of Financial Studies 31: 4720-4761. DOI
Back, Kerry, Kevin Crotty, and Tao Li. 2018. Identifying Information Asymmetry in Securities Markets. Review of Financial Studies 31: 2277–2325. DOI
Crane, Alan, and Kevin Crotty. 2018. Passive versus Active Fund Performance: Do Index Funds Have Skill?. Journal of Financial and Quantitative Analysis 43 (1): 33–64. DOI
Crotty, Kevin, and Alberto Teguia. 2017. Estimating Asset Pricing Models with Frictions.. Economics Letters 154: 24–27. DOI
Back, Kerry, and Kevin Crotty. 2015. The Informational Role of Stock and Bond Volume.. Review of Financial Studies 28: 1381–1427. DOI

Proxy Advice and Errors in Shareholder Voting (with Patrick Blonien, Alan Crane, and David De Angelis)
Detecting Informed Trade by Corporate Insiders (with Patrick Blonien and Alan Crane)

Rice University
6100 Main Street, MS 531
Houston, TX 77005
(713) 348-6303
kevin.p.crotty@rice.edu