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 4 7 76
Total Working Papers 0 0 0 30 0 4 7 76

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 2 3 15
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns 0 0 0 3 0 4 4 22
Bank risk, financial stress, and bank derivative use 0 0 0 8 0 3 4 46
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets 0 0 0 0 3 6 8 11
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 0 2 80 2 18 36 348
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 1 6 1 8 12 32
Does Probability Weighting Drive Lottery Preferences? 0 0 1 7 0 4 9 30
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 0 1 8 18 3 8 24 49
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 1 7 0 3 10 33
Hazard stocks and expected returns 0 0 0 4 0 0 4 34
Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage 0 0 0 1 1 2 3 21
Index mutual fund ownership and financial reporting quality 0 0 0 6 0 4 6 23
Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness 0 0 0 6 2 5 6 35
Price‐to‐Earnings Ratios and Option Prices 0 0 2 6 2 3 9 41
Pricing of Volatility Risk in REITs 0 0 0 0 1 2 2 3
Pricing of Volatility Risk in REITs 1 1 1 86 1 1 1 212
Share repurchases and institutional supply 0 0 0 22 2 3 6 185
Share repurchases and wealth transfer among shareholders 0 0 2 20 1 8 23 94
Skewness Preference and Seasoned Equity Offers 0 0 0 5 0 5 8 26
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds 0 0 0 7 4 7 11 49
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis 0 0 4 4 4 13 27 27
The Role of Skewness in Mergers and Acquisitions 0 0 1 14 3 11 13 75
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 1 2 7 47
The effects of conference call tones on market perceptions of value uncertainty 0 3 7 33 3 8 24 142
The effects of country governance quality on the stability of equity markets 0 0 1 1 1 5 10 10
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 2 3 8 12 6 11 27 43
The impact of Robinhood traders on the volatility of cross-listed securities 0 0 2 17 3 6 16 49
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 0 3 2 15 18 27
Variation in option implied volatility spread and future stock returns 0 0 2 15 7 12 15 55
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 1 11 14 34
Total Journal Articles 3 8 43 397 55 190 360 1,818

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Statistics updated 2026-03-04