Jared DeLisle : Citation Profile


Are you Jared DeLisle?

Utah State University

3

H index

1

i10 index

39

Citations

RESEARCH PRODUCTION:

16

Articles

1

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 4
   Journals where Jared DeLisle has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 5 (11.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1180
   Updated: 2020-10-17    RAS profile: 2020-09-28    
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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:

Athanasakou, Vasiliki (2)

Zeckhauser, Richard (2)

Boudt, Kris (1)

Lin, Tse-Chun (1)

Guidolin, Massimo (1)

Viale, Ariel (1)

Erol, Isil (1)

Wagner, Alexander (1)

Jordan, Bradford (1)

Benjamin, Angelababy (1)

Sagliaschi, Umberto (1)

Cites to:

Fama, Eugene (13)

French, Kenneth (9)

Blau, Benjamin (8)

zhang, xiaoyan (7)

Stein, Jeremy (7)

Ritter, Jay (7)

Shleifer, Andrei (7)

Campbell, John (6)

Boehmer, Ekkehart (5)

Ang, Andrew (5)

Pathak, Parag (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 (2020 and 2019)


YearTitle of citing document
2019How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19117.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2019Multi-method evidence on investors’ reactions to managers’ self-inclusive language. (2019). Loftus, Serena ; Chen, Zhenhua. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:79:y:2019:i:c:s0361368219300662.

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2020When is a MAX not the MAX? How news resolves information uncertainty. (2020). Bell, Adrian ; Brooks, Chris ; Tao, Ran. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:33-51.

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2019Assimilation of oil news into prices. (2019). McDonald, Bill ; Loughran, Tim ; Pragidis, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:105-118.

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2019Manager sentiment and stock returns. (2019). Zhou, Guofu ; Martin, Xiumin ; Lee, Joshua ; Jiang, Fuwei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149.

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2019The role of the volatility index in asset pricing: The case of the Indian stock market. (2019). Pati, Pratap Chandra ; Barai, Parama ; Rajib, Prabina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:336-346.

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2019An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market. (2019). Zhang, Huiming ; Watada, Junzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:474-489.

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2019Public news announcements, short-sale restriction and informational efficiency. (2019). Choy, Siu Kai ; Zhang, Hua. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:1:d:10.1007_s11156-018-0707-8.

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2020Does accounting conservatism deter short sellers?. (2020). Robin, Ashok ; Jain, Chinmay . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00819-2.

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2020Textual tone in corporate financial disclosures: a survey of the literature. (2020). Luo, Yan ; Zhou, Linying. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:17:y:2020:i:2:d:10.1057_s41310-020-00077-y.

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2020Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors. (2020). Jianguo, Wei ; Senarathne, Chamil W. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:73-91.

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2020Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns. (2020). Yang, Chunpeng ; Zhou, Liyun. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01630-7.

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2019Losers and prospectors in the short‐term options market. (2019). Christiedavid, Rohan A ; Chatrath, Arjun ; Ramchander, Sanjay ; Miao, Hong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:721-743.

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2020Volatility as an asset class: Holding VIX in a portfolio. (2020). Doran, James S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:841-859.

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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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article3
2017Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness In: The Financial Review.
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article0
2020WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE In: Journal of Financial Research.
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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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article12
2018The effects of conference call tones on market perceptions of value uncertainty In: Journal of Financial Markets.
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article2
2016Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds In: Journal of Banking & Finance.
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article1
2020Share repurchases and wealth transfer among shareholders In: The Quarterly Review of Economics and Finance.
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article0
2013Pricing of Volatility Risk in REITs In: Journal of Real Estate Research.
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article8
2016The dynamic relation between options trading, short selling, and aggregate stock returns In: Review of Quantitative Finance and Accounting.
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article2
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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article7
2015Price‐to‐Earnings Ratios and Option Prices In: Journal of Futures Markets.
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article1
2017Anchoring and Probability Weighting in Option Prices In: Journal of Futures Markets.
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article1
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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