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 1 1 8 80
Total Working Papers 0 0 0 30 1 1 8 80

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 1 6 18
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns 0 0 0 3 0 1 5 23
Bank risk, financial stress, and bank derivative use 0 0 1 9 0 2 8 51
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets 0 0 0 0 0 1 12 16
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 1 4 83 2 5 47 368
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 0 6 1 1 13 35
Does Probability Weighting Drive Lottery Preferences? 1 1 1 8 1 3 19 43
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 0 1 6 19 0 3 25 58
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 0 7 0 1 9 37
Hazard stocks and expected returns 0 0 0 4 0 3 8 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 0 10 39
Price‐to‐Earnings Ratios and Option Prices 0 1 1 7 0 1 7 42
Pricing of Volatility Risk in REITs 0 0 0 0 0 0 6 7
Pricing of Volatility Risk in REITs 0 0 1 86 0 3 8 219
Share repurchases and institutional supply 0 0 0 22 0 0 7 187
Share repurchases and wealth transfer among shareholders 0 0 1 20 0 0 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 1 2 7 10 1 4 37 45
The Role of Skewness in Mergers and Acquisitions 0 0 2 15 0 1 18 80
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 0 0 10 51
The effects of conference call tones on market perceptions of value uncertainty 0 2 7 36 1 6 31 158
The effects of country governance quality on the stability of equity markets 1 1 3 3 1 1 12 12
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 0 0 5 13 0 2 27 53
The impact of Robinhood traders on the volatility of cross-listed securities 0 0 1 17 0 1 19 56
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 0 3 0 1 18 28
Variation in option implied volatility spread and future stock returns 0 0 0 15 0 1 26 69
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 0 2 17 38
Total Journal Articles 3 9 40 417 7 48 467 2,006

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Statistics updated 2026-09-10