Details about Jared DeLisle
Access statistics for papers by Jared DeLisle.
Last updated 2023-03-27. Update your information in the RePEc Author Service.
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- The dynamic relation between short sellers, option traders, and aggregate returns
MPRA Paper, University Library of Munich, Germany View citations (1)
- 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)
- Index mutual fund ownership and financial reporting quality
Research in International Business and Finance, 2022, 62, (C) View citations (1)
- The impact of Robinhood traders on the volatility of cross-listed securities
Research in International Business and Finance, 2022, 60, (C) View citations (2)
- The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic
Finance Research Letters, 2022, 46, (PA) View citations (1)
- 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)
- Hazard stocks and expected returns
Journal of Banking & Finance, 2021, 125, (C) View citations (2)
- Does Probability Weighting Drive Lottery Preferences?
Journal of Behavioral Finance, 2020, 21, (3), 233-247 View citations (1)
- Share repurchases and wealth transfer among shareholders
The Quarterly Review of Economics and Finance, 2020, 76, (C), 368-378 View citations (3)
- 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 (1)
- Bank risk, financial stress, and bank derivative use
Journal of Futures Markets, 2018, 38, (7), 804-821 View citations (3)
- Does Part II of the PCAOB inspection report provide new information to the market?
Managerial Auditing Journal, 2018, 33, (8/9), 715-735
- The effects of conference call tones on market perceptions of value uncertainty
Journal of Financial Markets, 2018, 40, (C), 75-91 View citations (12)
- Anchoring and Probability Weighting in Option Prices
Journal of Futures Markets, 2017, 37, (6), 614-638 View citations (2)
- Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness
The Financial Review, 2017, 52, (4), 627-659 View citations (1)
- The Role of Skewness in Mergers and Acquisitions
Quarterly Journal of Finance (QJF), 2017, 07, (01), 1-38 View citations (1)
- Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage
Financial Management, 2016, 45, (4), 923-951 View citations (4)
- Skewness Preference and Seasoned Equity Offers
Review of Corporate Finance Studies, 2016, 5, (2), 200-238 View citations (2)
- 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)
- 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 (4)
- 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 (26)
- Price‐to‐Earnings Ratios and Option Prices
Journal of Futures Markets, 2015, 35, (8), 738-752 View citations (1)
- Share repurchases and institutional supply
Journal of Corporate Finance, 2014, 27, (C), 216-230 View citations (6)
- Pricing of Volatility Risk in REITs
Journal of Real Estate Research, 2013, 35, (2), 223-248 View citations (12)
- Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns
Journal of Futures Markets, 2011, 31, (1), 34-54 View citations (12)
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