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 3 9 79
Total Working Papers 0 0 0 30 0 3 9 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 0 2 5 17
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns 0 0 0 3 0 0 4 22
Bank risk, financial stress, and bank derivative use 0 1 1 9 0 3 7 49
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets 0 0 0 0 2 4 11 15
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 2 4 82 1 15 47 363
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 0 6 0 2 12 34
Does Probability Weighting Drive Lottery Preferences? 0 0 1 7 3 10 18 40
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 0 0 7 18 1 6 26 55
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 0 7 1 3 10 36
Hazard stocks and expected returns 0 0 0 4 1 5 7 39
Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage 0 0 0 1 0 3 6 24
Index mutual fund ownership and financial reporting quality 0 0 0 6 0 2 8 25
Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness 0 0 0 6 1 4 10 39
Price‐to‐Earnings Ratios and Option Prices 0 0 0 6 0 0 7 41
Pricing of Volatility Risk in REITs 0 0 1 86 0 4 5 216
Pricing of Volatility Risk in REITs 0 0 0 0 1 4 6 7
Share repurchases and institutional supply 0 0 0 22 1 2 7 187
Share repurchases and wealth transfer among shareholders 0 0 1 20 1 2 23 96
Skewness Preference and Seasoned Equity Offers 0 0 0 5 0 3 11 29
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds 0 0 0 7 0 4 14 53
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis 1 4 7 8 2 14 38 41
The Role of Skewness in Mergers and Acquisitions 1 1 2 15 2 4 17 79
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 1 4 11 51
The effects of conference call tones on market perceptions of value uncertainty 0 1 7 34 2 10 29 152
The effects of country governance quality on the stability of equity markets 0 1 2 2 0 1 11 11
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 0 1 7 13 1 8 31 51
The impact of Robinhood traders on the volatility of cross-listed securities 0 0 2 17 2 6 22 55
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 0 3 0 0 18 27
Variation in option implied volatility spread and future stock returns 0 0 0 15 1 13 26 68
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 0 2 16 36
Total Journal Articles 2 11 42 408 24 140 463 1,958

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Statistics updated 2026-06-04