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 8 79
Total Working Papers 0 0 0 30 0 0 8 79

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 6 18
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns 0 0 0 3 1 1 5 23
Bank risk, financial stress, and bank derivative use 0 0 1 9 2 2 9 51
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets 0 0 0 0 1 3 12 16
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 1 1 4 83 3 4 46 366
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 0 6 0 0 12 34
Does Probability Weighting Drive Lottery Preferences? 0 0 0 7 2 5 19 42
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 1 1 6 19 1 4 27 58
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 0 7 1 2 9 37
Hazard stocks and expected returns 0 0 0 4 2 4 9 42
Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage 0 0 0 1 0 0 6 24
Index mutual fund ownership and financial reporting quality 0 0 0 6 0 1 8 26
Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness 0 0 0 6 0 1 10 39
Price‐to‐Earnings Ratios and Option Prices 1 1 1 7 1 1 7 42
Pricing of Volatility Risk in REITs 0 0 1 86 1 3 8 219
Pricing of Volatility Risk in REITs 0 0 0 0 0 1 6 7
Share repurchases and institutional supply 0 0 0 22 0 1 7 187
Share repurchases and wealth transfer among shareholders 0 0 1 20 0 1 20 96
Skewness Preference and Seasoned Equity Offers 0 0 0 5 0 2 13 31
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds 0 0 0 7 0 1 15 54
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis 0 2 6 9 0 5 38 44
The Role of Skewness in Mergers and Acquisitions 0 1 2 15 0 3 18 80
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 0 1 10 51
The effects of conference call tones on market perceptions of value uncertainty 0 2 8 36 3 7 31 157
The effects of country governance quality on the stability of equity markets 0 0 2 2 0 0 11 11
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 0 0 6 13 2 3 30 53
The impact of Robinhood traders on the volatility of cross-listed securities 0 0 2 17 0 3 21 56
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 0 3 1 1 19 28
Variation in option implied volatility spread and future stock returns 0 0 0 15 0 2 26 69
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 2 2 18 38
Total Journal Articles 3 8 40 414 24 65 476 1,999

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Statistics updated 2026-08-07