Characteristics are covariances: A unified model of risk and return von Kelly, Bryan T., Pruitt, Seth, Su, Yinan

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The Price of Political Uncertainty: Theory and Evidence from the Option Market von KELLY, BRYAN, PÁSTOR, ĽUBOŠ, VERONESI, PIETRO

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Market Expectations in the Cross-Section of Present Values von KELLY, BRYAN, PRUITT, SETH

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Empirical Asset Pricing via Machine Learning von Gu, Shihao, Kelly, Bryan, Xiu, Dacheng

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Testing Asymmetric-Information Asset Pricing Models von Kelly, Bryan, Ljungqvist, Alexander

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Text as Data von Gentzkow, Matthew, Kelly, Bryan, Taddy, Matt

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The three-pass regression filter: A new approach to forecasting using many predictors von Kelly, Bryan, Pruitt, Seth

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Shaping Liquidity: On the Causal Effects of Voluntary Disclosure von BALAKRISHNAN, KARTHIK, BILLINGS, MARY BROOKE, KELLY, BRYAN, LJUNGQVIST, ALEXANDER

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Systemic risk and the macroeconomy: An empirical evaluation von Giglio, Stefano, Kelly, Bryan, Pruitt, Seth

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Is There a Replication Crisis in Finance? von JENSEN, THEIS INGERSLEV, KELLY, BRYAN, PEDERSEN, LASSE HEJE

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Hedging Climate Change News von Engle, Robert F., Giglio, Stefano, Kelly, Bryan, Lee, Heebum, Stroebel, Johannes

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(Re‐)Imag(in)ing Price Trends von JIANG, JINGWEN, KELLY, BRYAN, XIU, DACHENG

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Modeling Corporate Bond Returns von KELLY, BRYAN, PALHARES, DIOGO, PRUITT, SETH

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Dynamic Equicorrelation von Engle, Robert, Kelly, Bryan

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Understanding momentum and reversal von Kelly, Bryan T., Moskowitz, Tobias J., Pruitt, Seth

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The Virtue of Complexity in Return Prediction von KELLY, BRYAN, MALAMUD, SEMYON, ZHOU, KANGYING

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Femoroacetabular Impingement von Bedi, Asheesh, Kelly, Bryan T

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Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text von Bybee, Leland, Kelly, Bryan, Su, Yinan

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Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees von Kelly, Bryan, Lustig, Hanno, Van Nieuwerburgh, Stijn

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Principal Portfolios von KELLY, BRYAN, MALAMUD, SEMYON, PEDERSEN, LASSE HEJE

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