Jared DeLisle

Names

Identifer

Contact

Affiliations

• Utah State University / Jon M. Huntsman School of Business / Department of Economics and Finance
  • EDIRC entry
  • location:

Research profile

author of:

• Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage (RePEc:bla:finmgt:v:45:y:2016:i:4:p:923-951)
  by R. Jared DeLisle & Nathan Mauck & Adam R. Smedema
• Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness (RePEc:bla:finrev:v:52:y:2017:i:4:p:627-659)
  by R. Jared DeLisle & Dan W. French & Maria Gabriela Schutte
• COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets (RePEc:bla:finrev:v:58:y:2023:i:2:p:235-259)
  by Ahmed Baig & Jason Berkowitz & Ronald Jared DeLisle & Todd Griffith
• What'S In A Name? A Cautionary Tale Of Profitability Anomalies And Limits To Arbitrage (RePEc:bla:jfnres:v:43:y:2020:i:2:p:305-344)
  by R. Jared DeLisle & H. Zafer Yüksel & Gulnara R. Zaynutdinova
• Share repurchases and institutional supply (RePEc:eee:corfin:v:27:y:2014:i:c:p:216-230)
  by Jared DeLisle, R. & Morscheck, J.D. & Nofsinger, John R.
• Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales (RePEc:eee:corfin:v:31:y:2015:i:c:p:203-219)
  by Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay
• Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones (RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000476)
  by DeLisle, R. Jared & Grant, Andrew & Mao, Ruiqi
• The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003172)
  by Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared
• The effects of conference call tones on market perceptions of value uncertainty (RePEc:eee:finmar:v:40:y:2018:i:c:p:75-91)
  by Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay
• Hazard stocks and expected returns (RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000522)
  by DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R.
• Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds (RePEc:eee:jbfina:v:70:y:2016:i:c:p:118-136)
  by DeLisle, R. Jared & McTier, Brian C. & Smedema, Adam R.
• Share repurchases and wealth transfer among shareholders (RePEc:eee:quaeco:v:76:y:2020:i:c:p:368-378)
  by DeLisle, R. Jared & Morscheck, Justin D. & Nofsinger, John R.
• Variation in option implied volatility spread and future stock returns (RePEc:eee:quaeco:v:83:y:2022:i:c:p:152-160)
  by DeLisle, R. Jared & Diavatopoulos, Dean & Fodor, Andy & Kassa, Haimanot
• The impact of Robinhood traders on the volatility of cross-listed securities (RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000071)
  by Aharon, David Y. & Baig, Ahmed S. & Delisle, R. Jared
• Index mutual fund ownership and financial reporting quality (RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001416)
  by Baig, Ahmed & DeLisle, R. Jared & Zaynutdinova, Gulnara R.
• Does Part II of the PCAOB inspection report provide new information to the market? (RePEc:eme:majpps:maj-10-2017-1666)
  by William Buslepp & R. Jared DeLisle & Lisa Victoravich
• Pricing of Volatility Risk in REITs (RePEc:jre:issued:v:35:n:2:2013:p:223-248)
  by R. Jared DeLisle & S. McKay Price & C.F. Sirmans
• The dynamic relation between options trading, short selling, and aggregate stock returns (RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0516-2)
  by R. Jared DeLisle & Bong Soo Lee & Nathan Mauck
• Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds (RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01004-0)
  by Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle
• Skewness Preference and Seasoned Equity Offers (RePEc:oup:rcorpf:v:5:y:2016:i:2:p:200-238.)
  by Don M. Autore & Jared R. DeLisle
• The effects of import competition on domestic financial markets: The role of limits-to-arbitrage (RePEc:pal:jintbs:v:55:y:2024:i:2:d:10.1057_s41267-023-00655-6)
  by R. Jared DeLisle & Mengying Wang & H. Zafer Yüksel & Gulnara R. Zaynutdinova
• The dynamic relation between short sellers, option traders, and aggregate returns (RePEc:pra:mprapa:42566)
  by Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan
• Does Probability Weighting Drive Lottery Preferences? (RePEc:taf:hbhfxx:v:21:y:2020:i:3:p:233-247)
  by Benjamin M. Blau & R. Jared DeLisle & Ryan J. Whitby
• Pricing of Volatility Risk in REITs (RePEc:taf:rjerxx:v:35:y:2013:i:2:p:223-248)
  by R. Jared Delisle & S. McKay Price & C.F. Sirmans
• Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns (RePEc:wly:jfutmk:v:31:y:2011:i:1:p:34-54)
  by R. Jared Delisle & James S. Doran & David R. Peterson
• Price‐to‐Earnings Ratios and Option Prices (RePEc:wly:jfutmk:v:35:y:2015:i:8:p:738-752)
  by Ansley Chua & R. Jared DeLisle & Sze‐Shiang Feng & Bong Soo Lee
• Anchoring and Probability Weighting in Option Prices (RePEc:wly:jfutmk:v:37:y:2017:i:6:p:614-638)
  by R. Jared DeLisle & Dean Diavatopoulos & Andy Fodor & Kevin Krieger
• Bank risk, financial stress, and bank derivative use (RePEc:wly:jfutmk:v:38:y:2018:i:7:p:804-821)
  by Barbara A. Bliss & Jeffrey A. Clark & R. Jared DeLisle
• The Role of Skewness in Mergers and Acquisitions (RePEc:wsi:qjfxxx:v:07:y:2017:i:01:n:s2010139217400018)
  by R. Jared DeLisle & Nathan Walcott