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 1 1 70
Total Working Papers 0 0 0 30 0 1 1 70

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 0 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 0 42
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets 0 0 0 0 0 0 1 4
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 0 4 78 0 3 21 316
Does Part II of the PCAOB inspection report provide new information to the market? 0 1 1 6 0 2 4 22
Does Probability Weighting Drive Lottery Preferences? 1 1 1 7 1 1 4 23
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 2 2 11 13 2 4 28 31
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 2 7 2 3 7 28
Hazard stocks and expected returns 0 0 1 4 0 2 6 32
Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage 0 0 0 1 0 0 1 18
Index mutual fund ownership and financial reporting quality 0 0 2 6 0 0 4 17
Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness 0 0 0 6 0 0 1 29
Price‐to‐Earnings Ratios and Option Prices 0 1 2 6 0 1 3 34
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 0 1 1
Share repurchases and institutional supply 0 0 0 22 0 1 4 180
Share repurchases and wealth transfer among shareholders 0 1 3 19 2 4 8 75
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 1 1 39
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis 2 3 3 3 3 6 6 6
The Role of Skewness in Mergers and Acquisitions 0 0 0 13 0 0 0 62
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 1 1 3 41
The effects of conference call tones on market perceptions of value uncertainty 1 2 3 28 1 5 9 124
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 1 3 5 7 2 5 13 22
The impact of Robinhood traders on the volatility of cross-listed securities 0 0 1 15 1 1 6 34
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 0 3 0 0 1 9
Variation in option implied volatility spread and future stock returns 0 1 3 15 0 1 4 42
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 0 0 2 20
Total Journal Articles 7 15 42 373 15 41 139 1,510

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Statistics updated 2025-07-04