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 0 3 72
Total Working Papers 0 0 0 30 0 0 3 72

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 2 13
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns 0 0 0 3 1 1 1 19
Bank risk, financial stress, and bank derivative use 0 0 0 8 0 0 1 43
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets 0 0 0 0 0 1 2 5
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 0 3 80 7 11 28 337
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 1 6 2 3 6 26
Does Probability Weighting Drive Lottery Preferences? 0 0 1 7 3 5 9 29
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 1 4 10 18 3 9 23 44
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 1 7 0 2 8 30
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 0 1 2 19
Index mutual fund ownership and financial reporting quality 0 0 0 6 0 1 2 19
Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness 0 0 0 6 0 1 1 30
Price‐to‐Earnings Ratios and Option Prices 0 0 2 6 0 3 7 38
Pricing of Volatility Risk in REITs 0 0 0 0 1 1 1 2
Pricing of Volatility Risk in REITs 0 0 0 85 0 0 0 211
Share repurchases and institutional supply 0 0 0 22 0 2 4 182
Share repurchases and wealth transfer among shareholders 0 1 2 20 6 15 22 92
Skewness Preference and Seasoned Equity Offers 0 0 0 5 1 4 4 22
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds 0 0 0 7 0 3 4 42
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 7 18 18
The Role of Skewness in Mergers and Acquisitions 0 0 1 14 5 6 7 69
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 0 4 6 45
The effects of conference call tones on market perceptions of value uncertainty 0 1 4 30 1 5 17 135
The effects of country governance quality on the stability of equity markets 0 1 1 1 1 6 6 6
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 1 2 6 10 3 8 20 35
The impact of Robinhood traders on the volatility of cross-listed securities 0 1 3 17 2 8 14 45
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 0 3 3 5 7 15
Variation in option implied volatility spread and future stock returns 0 0 3 15 1 1 6 44
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 1 2 4 24
Total Journal Articles 2 10 42 391 45 116 236 1,673

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Statistics updated 2026-01-09