Eric K. Kelley

University of Tennessee, Knoxville

Associate Professor

916 Volunteer Blvd

Knoxville, TN 37996

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 10,752

SSRN RANKINGS

Top 10,752

in Total Papers Downloads

5,598

SSRN CITATIONS
Rank 6,572

SSRN RANKINGS

Top 6,572

in Total Papers Citations

154

CROSSREF CITATIONS

51

Scholarly Papers (9)

Institutional Investors and the Informational Efficiency of Prices

AFA 2007 Chicago Meetings Paper, Sixteenth Annual Utah Winter Finance Conference
Number of pages: 51 Posted: 31 Aug 2005
Eric K. Kelley and Ekkehart Boehmer
University of Tennessee, Knoxville and Singapore Management University - Lee Kong Chian School of Business
Downloads 1,437 (16,116)
Citation 23

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market efficiency, institutional investors, institutional trading, market quality

Institutional Investors and the Informational Efficiency of Prices

Number of pages: 45 Posted: 20 Mar 2005
Eric K. Kelley and Ekkehart Boehmer
University of Tennessee, Knoxville and Singapore Management University - Lee Kong Chian School of Business
Downloads 250 (152,226)
Citation 36

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Market efficiency, institutional investors, asset pricing

Institutional Investors and the Informational Efficiency of Prices

Review of Financial Studies, Forthcoming
Posted: 14 Aug 2008 Last Revised: 16 Aug 2008
Ekkehart Boehmer and Eric K. Kelley
Singapore Management University - Lee Kong Chian School of Business and University of Tennessee, Knoxville

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market efficiency, institutional investors, institutional trading, market quality

Institutional Investors and the Informational Efficiency of Prices

The Review of Financial Studies, Vol. 22, Issue 9, pp. 3563-3594, 2009
Posted: 08 Sep 2009
Ekkehart Boehmer and Eric K. Kelley
Singapore Management University - Lee Kong Chian School of Business and University of Tennessee, Knoxville

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G12, G14

2.

The Long-Lasting Momentum in Weekly Returns

Journal of Finance, Forthcoming
Number of pages: 57 Posted: 30 Oct 2006
Roberto C. Gutierrez and Eric K. Kelley
University of Oregon and University of Tennessee, Knoxville
Downloads 1,257 (20,062)
Citation 10

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weekly stock returns, momentum, reversal, news

3.

How Wise Are Crowds? Insights from Retail Orders and Stock Returns

Journal of Finance, Forthcoming
Number of pages: 85 Posted: 31 Aug 2010 Last Revised: 24 Jan 2012
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 877 (33,756)
Citation 24

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market efficiency, retail investor behavior, return predictability, liquidity provision, financial news, private information

4.

Investor Protection and Real Investment by U.S. Multinationals

Number of pages: 53 Posted: 01 Jun 2005
Eric K. Kelley and Tracie Woidtke
University of Tennessee, Knoxville and University of Tennessee, Haslam College of Business
Downloads 442 (81,927)

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Investor protection, corporate governance, multinationals, cross-border investment

5.

Why Do Investors Trade?

Number of pages: 65 Posted: 22 May 2012 Last Revised: 21 May 2013
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 398 (92,543)

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structural estimation, overconfidence, news arrival, extended hours

6.

Retail Short Selling and Stock Prices

Columbia Business School Research Paper No. 13-70
Number of pages: 59 Posted: 11 Sep 2013 Last Revised: 23 Aug 2016
Eric K. Kelley and Paul C. Tetlock
University of Tennessee, Knoxville and Columbia Business School - Finance
Downloads 356 (105,131)
Citation 7

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short selling, retail investor, informed trading, return predictability, market efficiency

7.

Dark Trading Volume and Market Quality: A Natural Experiment

13th Annual Mid-Atlantic Research Conference in Finance (MARC) Paper
Number of pages: 53 Posted: 18 Dec 2017 Last Revised: 03 Apr 2018
Ryan Farley, Eric K. Kelley and Andy Puckett
University of Tennessee, Knoxville, University of Tennessee, Knoxville and University of Tennessee, Knoxville
Downloads 254 (150,345)
Citation 6

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Market Fragmentation, Microstructure, Market Efficiency

8.

Business Cycle Variation in Short Selling Strategies: Picking During Expansions and Timing During Recessions

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 52 Posted: 31 Aug 2017 Last Revised: 12 Jul 2021
Peter Dixon and Eric K. Kelley
U.S. Securities and Exchange Commission and University of Tennessee, Knoxville
Downloads 228 (166,944)

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Short Selling, Rational Inattention, Inattention, Business Cycles, Asset Pricing, Return Predictability

9.

To Own or Not to Own: Stock Loans Around Dividend Payments

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 25 Jul 2020
Peter Dixon, Corbin Fox and Eric K. Kelley
U.S. Securities and Exchange Commission, James Madison University and University of Tennessee, Knoxville
Downloads 99 (330,026)

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equity lending, short selling, dividends, liquidity

Other Papers (1)

Total Downloads: 91
1.

The Stock Price Response to 13F Disclosures of Positions in IPOs

Number of pages: 21 Posted: 17 Aug 2009
University of Oregon, University of Tennessee, Knoxville and American University - Kogod School of Business
Downloads 91

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