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 2 71
Total Working Papers 0 0 0 30 1 1 2 71

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 1 1 4 79 4 5 21 320
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 1 6 0 1 4 22
Does Probability Weighting Drive Lottery Preferences? 0 1 1 7 0 1 4 23
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 0 2 10 13 0 3 25 31
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 1 7 0 2 6 28
Hazard stocks and expected returns 0 0 1 4 1 2 7 33
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 1 1 5 18
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 0 2 6 1 1 4 35
Pricing of Volatility Risk in REITs 0 0 0 0 0 0 1 1
Pricing of Volatility Risk in REITs 0 0 0 85 0 0 0 211
Share repurchases and institutional supply 0 0 0 22 0 1 4 180
Share repurchases and wealth transfer among shareholders 0 0 3 19 1 4 9 76
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 0 1 39
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis 0 3 3 3 0 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 0 1 2 41
The effects of conference call tones on market perceptions of value uncertainty 0 1 3 28 2 6 11 126
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 0 1 5 7 1 4 13 23
The impact of Robinhood traders on the volatility of cross-listed securities 0 0 1 15 1 2 7 35
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 0 3 15 1 1 5 43
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 1 9 40 374 13 41 142 1,523

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05