Jared DeLisle : Citation Profile


Are you Jared DeLisle?

Utah State University

3

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

14

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 3
   Journals where Jared DeLisle has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (12.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1180
   Updated: 2018-11-10    RAS profile: 2018-11-06    
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Relations with other researchers


Works with:

Mauck, Nathan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jared DeLisle.

Is cited by:

Zeckhauser, Richard (2)

Wagner, Alexander (1)

Benjamin, Angelababy (1)

Viale, Ariel (1)

Jordan, Bradford (1)

Cites to:

Fama, Eugene (9)

Blau, Benjamin (8)

zhang, xiaoyan (7)

French, Kenneth (7)

Ritter, Jay (6)

Shleifer, Andrei (6)

Campbell, John (6)

Brunnermeier, Markus (5)

Boehmer, Ekkehart (5)

Xing, Yuhang (5)

Ang, Andrew (5)

Main data


Where Jared DeLisle has published?


Journals with more than one article published# docs
Journal of Futures Markets4
Journal of Corporate Finance2

Recent works citing Jared DeLisle (2018 and 2017)


YearTitle of citing document
2017Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. (2017). Zeckhauser, Richard. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-017.

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2018Linguistic tone and the small trader. (2018). Baginski, Stephen P ; Yu, Yingri Julia ; Kausar, Asad ; Demers, Elizabeth. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:68-69:y:2018:i::p:21-37.

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2017Low Volatility Investing in U.S. Equity REITs. (2017). MacKinnon, Greg ; Spinney, Jon . In: International Real Estate Review. RePEc:ire:issued:v:20:n:01:2017:p:1-21.

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2017The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing. (2017). Bond, Shaun ; Xue, Chen. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9573-0.

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2017The Other Side of Value: The Effect of Quality on Price and Return in Real Estate. (2017). Anzinger, Sara Kelly ; Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9574-z.

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2017Management of flow risk in mutual funds. (2017). Rohleder, Martin ; Wilkens, Marco ; Schulte, Dominik . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0541-1.

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2017Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. (2017). Zeckhauser, Richard ; Wagner, Alexander ; Dzieliski, Micha. In: NBER Working Papers. RePEc:nbr:nberwo:23425.

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Works by Jared DeLisle:


YearTitleTypeCited
2016Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage In: Financial Management.
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article0
2017Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness In: The Financial Review.
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article0
2014Share repurchases and institutional supply In: Journal of Corporate Finance.
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article1
2015Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales In: Journal of Corporate Finance.
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article7
2018The effects of conference call tones on market perceptions of value uncertainty In: Journal of Financial Markets.
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article0
2016Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds In: Journal of Banking & Finance.
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article0
2013Pricing of Volatility Risk in REITs In: Journal of Real Estate Research.
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article6
2016The dynamic relation between options trading, short selling, and aggregate stock returns In: Review of Quantitative Finance and Accounting.
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article1
2016Skewness Preference and Seasoned Equity Offers In: Review of Corporate Finance Studies.
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article0
2012The dynamic relation between short sellers, option traders, and aggregate returns In: MPRA Paper.
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paper1
2011Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns In: Journal of Futures Markets.
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article5
2015Price‐to‐Earnings Ratios and Option Prices In: Journal of Futures Markets.
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article0
2017Anchoring and Probability Weighting in Option Prices In: Journal of Futures Markets.
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article0
2018Bank risk, financial stress, and bank derivative use In: Journal of Futures Markets.
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article0
2017The Role of Skewness in Mergers and Acquisitions In: Quarterly Journal of Finance (QJF).
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article0

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