Peter Kelly, Ph.D.

Assistant Professor of Economics (Finance)

Department

Robert Day School of Economics and Finance

Areas of Expertise

Financial Economics

Education

B.S. Honors Mathematics and Economics, University of Notre Dame

Ph.D. Financial Economics, Yale University

Research and Publications

"The Information Content of Realized Losses" Review of Financial Studies 31.7 (2018): 2468-2498.

"Earnings Announcement Return Extrapolation" (with Aytekin Ertan, Stephen Karolyi and Robert Stoumbos) Review of Accounting Studies  1 (2021): 1-46.

"Horizon Bias and the Term Structure of Equity Returns" (with Stefano Cassella, Benjamin Golez, and Huseyin Gulen) Review of Financial Studies, 36.3 (2023):1253-1288.

"Dividends, Trust and Firm Value" (with Martin Kapons, Robert Stoumbos, and Rafa Zambrana) Review of Accounting Studies, 28.3 (2023): 1354-1387.

"Asset Complexity and the Return Gap" (with Pengjie Gao, Alllen Hu, Cameron Peng, and Ning Zhu) Review of Finance, 28.2 (2024):511-550.