Access Statistics for Jared DeLisle

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The dynamic relation between short sellers, option traders, and aggregate returns 0 0 0 30 0 0 0 69
Total Working Papers 0 0 0 30 0 0 0 69

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anchoring and Probability Weighting in Option Prices 0 0 0 2 1 1 1 12
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns 0 0 0 3 0 0 0 18
Bank risk, financial stress, and bank derivative use 0 0 0 8 0 0 2 42
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets 0 0 0 0 0 0 1 3
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 1 7 78 2 6 33 312
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 3 5 0 0 6 20
Does Probability Weighting Drive Lottery Preferences? 0 0 1 6 1 2 3 21
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 1 2 10 10 3 6 25 25
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 1 6 1 1 2 23
Hazard stocks and expected returns 0 0 1 4 0 0 6 30
Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage 0 0 0 1 1 1 1 18
Index mutual fund ownership and financial reporting quality 0 0 2 6 0 0 9 17
Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness 0 0 1 6 0 1 3 29
Price‐to‐Earnings Ratios and Option Prices 0 0 1 4 1 1 2 32
Pricing of Volatility Risk in REITs 0 0 0 85 0 0 0 211
Pricing of Volatility Risk in REITs 0 0 0 0 0 1 1 1
Share repurchases and institutional supply 0 0 0 22 0 1 4 179
Share repurchases and wealth transfer among shareholders 0 0 5 18 1 1 9 71
Skewness Preference and Seasoned Equity Offers 0 0 0 5 0 0 0 18
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds 0 0 0 7 0 0 0 38
The Role of Skewness in Mergers and Acquisitions 0 0 2 13 0 0 3 62
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 0 1 4 40
The effects of conference call tones on market perceptions of value uncertainty 0 0 2 26 0 1 5 118
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 0 1 4 4 1 4 15 16
The impact of Robinhood traders on the volatility of cross-listed securities 0 1 3 15 1 3 9 33
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 1 3 1 1 3 9
Variation in option implied volatility spread and future stock returns 0 1 2 13 0 2 4 40
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 0 1 2 20
Total Journal Articles 1 6 46 354 14 35 153 1,458

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Statistics updated 2025-03-03