Kelly, Bryan

Empirical Asset Pricing via Machine Learning

Gu, S., Kelly, B., & Xiu, D. (2020) · The Review of Financial Studies

Financial Markets and Investment StrategiesStock Market Forecasting Methods

Cited by 2,545

Hedging Climate Change News

Engle, R. F., Giglio, S., Kelly, B., Lee, H., & Stroebel, J. (2020) · The Review of Financial Studies

Sustainable Finance and Green BondsFinancial Markets and Investment Strategies

Cited by 1,489

Market expectations in the cross-section of present values

KELLY, B., & PRUITT, S. (2013) · The Journal of Finance

Financial Markets and Investment StrategiesFinancial Reporting and Valuation Research

Cited by 584

Factor Models, Machine Learning, and Asset Pricing

Giglio, S., Kelly, B., & Xiu, D. (2022) · Annual Review of Financial Economics

Financial Markets and Investment StrategiesFinancial Risk and Volatility Modeling

Cited by 187

Financial Machine Learning

Kelly, B., & Xiu, D. (2023) · Foundations and Trends® in Finance

Stock Market Forecasting MethodsFinancial Markets and Investment Strategies

Cited by 89