Details about Jared DeLisle

Access statistics for papers by Jared DeLisle.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pde1180

Working Papers

2012

1. The dynamic relation between short sellers, option traders, and aggregate returns
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2024

1. Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones
   Journal of Corporate Finance, 2024, 86, (C) View citations (1)
2. The effects of import competition on domestic financial markets: The role of limits-to-arbitrage
   Journal of International Business Studies, 2024, 55, (2), 212-234

2023

3. COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets
   The Financial Review, 2023, 58, (2), 235-259

2022

4. Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds
   Review of Quantitative Finance and Accounting, 2022, 58, (2), 615-647 View citations (2)
5. Index mutual fund ownership and financial reporting quality
   Research in International Business and Finance, 2022, 62, (C) View citations (2)
6. The impact of Robinhood traders on the volatility of cross-listed securities
   Research in International Business and Finance, 2022, 60, (C) View citations (5)
7. The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic
   Finance Research Letters, 2022, 46, (PA) View citations (4)
8. Variation in option implied volatility spread and future stock returns
   The Quarterly Review of Economics and Finance, 2022, 83, (C), 152-160 View citations (1)

2021

9. Hazard stocks and expected returns
   Journal of Banking & Finance, 2021, 125, (C) View citations (7)

2020

10. Does Probability Weighting Drive Lottery Preferences?
    Journal of Behavioral Finance, 2020, 21, (3), 233-247 View citations (4)
11. Share repurchases and wealth transfer among shareholders
    The Quarterly Review of Economics and Finance, 2020, 76, (C), 368-378 View citations (3)
12. WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE
    Journal of Financial Research, 2020, 43, (2), 305-344 View citations (2)

2018

13. Bank risk, financial stress, and bank derivative use
    Journal of Futures Markets, 2018, 38, (7), 804-821 View citations (4)
14. Does Part II of the PCAOB inspection report provide new information to the market?
    Managerial Auditing Journal, 2018, 33, (8/9), 715-735 View citations (1)
15. The effects of conference call tones on market perceptions of value uncertainty
    Journal of Financial Markets, 2018, 40, (C), 75-91 View citations (19)

2017

16. Anchoring and Probability Weighting in Option Prices
    Journal of Futures Markets, 2017, 37, (6), 614-638 View citations (3)
17. Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness
    The Financial Review, 2017, 52, (4), 627-659 View citations (4)
18. The Role of Skewness in Mergers and Acquisitions
    Quarterly Journal of Finance (QJF), 2017, 07, (01), 1-38 View citations (1)

2016

19. Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage
    Financial Management, 2016, 45, (4), 923-951 View citations (4)
20. Skewness Preference and Seasoned Equity Offers
    The Review of Corporate Finance Studies, 2016, 5, (2), 200-238 View citations (2)
21. Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds
    Journal of Banking & Finance, 2016, 70, (C), 118-136 View citations (2)
22. The dynamic relation between options trading, short selling, and aggregate stock returns
    Review of Quantitative Finance and Accounting, 2016, 47, (3), 645-671 View citations (5)

2015

23. Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales
    Journal of Corporate Finance, 2015, 31, (C), 203-219 View citations (42)
24. Price‐to‐Earnings Ratios and Option Prices
    Journal of Futures Markets, 2015, 35, (8), 738-752 View citations (1)

2014

25. Share repurchases and institutional supply
    Journal of Corporate Finance, 2014, 27, (C), 216-230 View citations (6)

2013

26. Pricing of Volatility Risk in REITs
    Journal of Real Estate Research, 2013, 35, (2), 223-248
    Also in Journal of Real Estate Research, 2013, 35, (2), 223-248 (2013) View citations (14)

2011

27. Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns
    Journal of Futures Markets, 2011, 31, (1), 34-54 View citations (13)