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Michael A. Kelly

Personal Details

First Name:Michael
Middle Name:A.
Last Name:Kelly
Suffix:
RePEc Short-ID:pke205
[This author has chosen not to make the email address public]
Terminal Degree: (from RePEc Genealogy)

Affiliation

Department of Economics
Lafayette College

Easton, Pennsylvania (United States)
http://economics.lafayette.edu/

:


RePEc:edi:delafus (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Michael A. Kelly & Xin Wu & Donald R. Chambers, 2012. "Capital Gains Taxation and Equity Returns: The Case of Mutual Savings Banks," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 39(5-6), pages 785-805, June.
  2. Michael A. Kelly & Stephen Bruestle, 2011. "Trend Of Subjects Published In Economics Journals 1969–2007," Economic Inquiry, Western Economic Association International, vol. 49(3), pages 658-673, July.
  3. Michael A. Kelly, 2006. "Faster Implied Volatilities via the Implicit Function Theorem," The Financial Review, Eastern Finance Association, vol. 41(4), pages 589-597, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Michael A. Kelly & Stephen Bruestle, 2011. "Trend Of Subjects Published In Economics Journals 1969–2007," Economic Inquiry, Western Economic Association International, vol. 49(3), pages 658-673, July.

    Cited by:

    1. Timo Boppart & Kevin E. Staub, 2012. "Online accessibility of academic articles and the diversity of economics," ECON - Working Papers 075, Department of Economics - University of Zurich.
    2. Zacchia, Giulia, 2016. "Segregation or homologation? Gender differences in recent Italian economic thought," MPRA Paper 72279, University Library of Munich, Germany.
    3. Laurent Linnemer & Michael Visser, 2016. "The Most Cited Articles from the Top-5 Journals (1991-2015)," CESifo Working Paper Series 5999, CESifo Group Munich.
    4. Michel De Vroey & Luca Pensieroso, 2016. "The Rise of a Mainstream in Economics," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2016026, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    5. Wohlrabe, Klaus & Rath, Katharina, 2015. "Trends in economics publications represented by JEL categories between 2007 and 2013," MPRA Paper 66722, University Library of Munich, Germany.
    6. Kosnik, Lea-Rachel, 2015. "What have economists been doing for the last 50 years? A text analysis of published academic research from 1960-2010," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 9, pages 1-38.
    7. Fourcade, Marion & Ollion, Etienne & Algan, Yann, 2014. "The superiority of economists," MaxPo Discussion Paper Series 14/3, Max Planck Sciences Po Center on Coping with Instability in Market Societies (MaxPo).
    8. Joshua Angrist & Pierre Azoulay & Glenn Ellison & Ryan Hill & Susan Feng Lu, 2017. "Inside Job or Deep Impact? Using Extramural Citations to Assess Economic Scholarship," NBER Working Papers 23698, National Bureau of Economic Research, Inc.
    9. Lea Kosnik, 2016. "JEL Codes: What Do They Mean and Are They Used Consistently?," Working Papers 1011, University of Missouri-St. Louis, Department of Economics.
    10. Michel De Vroey, 2016. "Bibliometric versus Inside-Knowledge History? An Assessment of Claveau and Gingras’s “Macrodynamics of Economics: A Bibliometric History”," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2016033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    11. Sheng Guo & Jungmin Lee, 2011. "Keeping Up With Fashion: Recent Trends in the Subfields of Study of Doctoral Students in Economics," Working Papers 1101, Florida International University, Department of Economics.
    12. Allen Bellas & Lea Kosnik, 2016. "Which Leading Journal Leads? Idea Diffusion in Economics Research Journals," Working Papers 1013, University of Missouri-St. Louis, Department of Economics.
    13. Andersson, Martin & Rohne Till, Emelie, 2017. "Between the Engine and the Fifth Wheel: An Analytical Survey of the Shifting Roles of Agriculture in Development Theory," Lund Papers in Economic History 163, Lund University, Department of Economic History.
    14. Samuel Bjork & Avner Offer & Gabriel Söderberg, 2014. "Time series citation data: the Nobel Prize in economics," Scientometrics, Springer;Akadémiai Kiadó, vol. 98(1), pages 185-196, January.

  2. Michael A. Kelly, 2006. "Faster Implied Volatilities via the Implicit Function Theorem," The Financial Review, Eastern Finance Association, vol. 41(4), pages 589-597, November.

    Cited by:

    1. Sukhomlin, Nikolay & Santana Jiménez, Lisette Josefina, 2010. "Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 10(1), pages 73-98, December.
    2. Don M. Chance & Thomas A. Hanson & Weiping Li & Jayaram Muthuswamy, 2017. "A bias in the volatility smile," Review of Derivatives Research, Springer, vol. 20(1), pages 47-90, April.
    3. Dan Stefanica & Radoš Radoičić, 2017. "An Explicit Implied Volatility Formula," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(07), pages 1-32, November.

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