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 3 72
Total Working Papers 0 0 0 30 0 1 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 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 1 1 43
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 1 3 80 0 6 21 326
Does Part II of the PCAOB inspection report provide new information to the market? 0 0 1 6 0 1 3 23
Does Probability Weighting Drive Lottery Preferences? 0 0 1 7 0 1 5 24
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones 2 3 8 16 5 9 22 40
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 1 7 1 1 7 29
Hazard stocks and expected returns 0 0 0 4 0 1 4 34
Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage 0 0 0 1 1 1 2 19
Index mutual fund ownership and financial reporting quality 0 0 0 6 1 1 2 19
Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness 0 0 0 6 1 1 2 30
Price‐to‐Earnings Ratios and Option Prices 0 0 2 6 2 2 6 37
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 2 2 4 182
Share repurchases and wealth transfer among shareholders 0 0 2 19 2 3 10 79
Skewness Preference and Seasoned Equity Offers 0 0 0 5 2 2 2 20
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds 0 0 0 7 2 2 3 41
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis 0 1 4 4 1 6 12 12
The Role of Skewness in Mergers and Acquisitions 0 1 1 14 1 2 2 64
The dynamic relation between options trading, short selling, and aggregate stock returns 0 0 0 4 1 1 3 42
The effects of conference call tones on market perceptions of value uncertainty 1 2 5 30 1 5 15 131
The effects of country governance quality on the stability of equity markets 1 1 1 1 4 4 4 4
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage 1 2 6 9 2 6 17 29
The impact of Robinhood traders on the volatility of cross-listed securities 0 1 2 16 1 3 9 38
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic 0 0 0 3 0 1 2 10
Variation in option implied volatility spread and future stock returns 0 0 3 15 0 0 5 43
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE 0 0 0 0 1 3 4 23
Total Journal Articles 5 12 40 386 31 65 170 1,588

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Statistics updated 2025-11-08