6
H index
4
i10 index
158
Citations
Utah State University | 6 H index 4 i10 index 158 Citations RESEARCH PRODUCTION: 30 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jared DeLisle. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2024 | AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction. (2024). Ji, Taoran ; Wang, Shengkun ; Zhang, Min ; Almutairi, Mariam ; He, Jianfeng ; Lu, Chang-Tien. In: Papers. RePEc:arx:papers:2407.18324. Full description at Econpapers || Download paper |
| 2025 | How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241. Full description at Econpapers || Download paper |
| 2024 | Manager‐specific manipulation of tone and stock price synchronicity. (2024). Li, Luxi ; Jiang, Miao ; Zhu, BO. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3803-3821. Full description at Econpapers || Download paper |
| 2024 | Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112. Full description at Econpapers || Download paper |
| 2024 | Investor behavior around targeted liquidity announcements. (2024). Onali, Enrico ; Perdichizzi, Salvatore ; Cardillo, Giovanni. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838923001324. Full description at Econpapers || Download paper |
| 2024 | Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748. Full description at Econpapers || Download paper |
| 2025 | Manager sentiment and its effect on corporate innovation. (2025). Zhao, Long ; Xiong, Xun. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003250. Full description at Econpapers || Download paper |
| 2024 | Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020. Full description at Econpapers || Download paper |
| 2025 | Green governance and value relevance of earnings. (2025). Wu, Shaoqian ; Zhu, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002078. Full description at Econpapers || Download paper |
| 2025 | Silence is gold: Narrative conservatism of SOE managers. (2025). Ying, Tingting ; Huang, Wei ; Liu, Qigui ; Wang, Junyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002583. Full description at Econpapers || Download paper |
| 2024 | Does management tone matter in information disclosure? Evidence from IPO online roadshows in the SSE STAR market. (2024). He, YU ; Li, Yaokuang ; Zhang, Shengpeng ; Liang, Ruixin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002394. Full description at Econpapers || Download paper |
| 2024 | Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655. Full description at Econpapers || Download paper |
| 2024 | ‘E’ of ESG and firm performance: Evidence from China. (2024). Tan, Yusen ; Poshakwale, Sunil ; Qian, Binsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006835. Full description at Econpapers || Download paper |
| 2024 | Can managers’ facial expressions predict future company performance and risk? Evidence from China. (2024). Qin, Haoyuan ; Liu, Eping. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011662. Full description at Econpapers || Download paper |
| 2024 | The effects of manager sentiment in financial disclosure: Perspectives of operational efficiency and market reaction. (2024). Du, Yuxuan ; Shi, Yan ; Xin, Jianxuan ; Sun, Fangfang ; Wang, Chunlan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004550. Full description at Econpapers || Download paper |
| 2024 | Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Aharon, David Y ; Baig, Ahmed S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180. Full description at Econpapers || Download paper |
| 2024 | Task-oriented speech and information processing. (2024). Bhagwat, Vineet ; Shirley, Sara E ; Stark, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000153. Full description at Econpapers || Download paper |
| 2024 | The information content of retail order flow: Evidence from fragmented markets. (2024). Cox, Justin ; Upson, James E ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001894. Full description at Econpapers || Download paper |
| 2025 | Does ESG rating divergence exacerbate management tone manipulation? − Empirical evidence based on MD&A text. (2025). Wang, Lan ; Sun, Ziyuan. In: Journal of Business Research. RePEc:eee:jbrese:v:197:y:2025:i:c:s0148296325002723. Full description at Econpapers || Download paper |
| 2024 | State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031. Full description at Econpapers || Download paper |
| 2024 | Can long-term institutional owners improve market efficiency in parsing complex legal disputes?. (2024). Wei, Siqi ; Borochin, Paul ; Wang, Xiaoqiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006828. Full description at Econpapers || Download paper |
| 2025 | Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620. Full description at Econpapers || Download paper |
| 2025 | Corporate governance, fraud learning cycles, and financial fraud detection: Evidence from Chinese listed firms. (2025). Li, Jing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000881. Full description at Econpapers || Download paper |
| 2025 | Impact of Digital Technology Adoption on the Similarity of Sustainability Reports. (2025). Liu, Rongxuan ; Wang, Derek D. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:8:p:3728-:d:1638776. Full description at Econpapers || Download paper |
| 2024 | Entropy Augmented Asset Pricing Model: Study on Indian Stock Market. (2024). Barai, Parama ; Mishra, Harshit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09407-w. Full description at Econpapers || Download paper |
| 2025 | Stock Returns Prediction Based on Implied Volatility Spread Under Network Perspective. (2025). Chu, Xiaojun ; Wang, Xurui ; Cui, Hairong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10657-7. Full description at Econpapers || Download paper |
| 2024 | Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x. Full description at Econpapers || Download paper |
| 2024 | Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w. Full description at Econpapers || Download paper |
| 2025 | Analyzing the Impacts of Property Age on REITs and the Reasons Why REITs Own Older Properties. (2025). Wu, Zhonghua ; Ooi, Joseph ; Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09961-0. Full description at Econpapers || Download paper |
| 2025 | Agree to Disagree: NAV Dispersion in REITs. (2025). Letdin, Mariya ; Sirmans, Stace. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-024-10003-6. Full description at Econpapers || Download paper |
| 2025 | Annual report readability, ESG disclosure, and risk perspectives of Indian firms: the mediating role of corporate governance and earnings management. (2025). Mishra, R K ; S. M. R. K. Samarakoon, ; Pradhan, Rudra P ; Jayakumar, Manju ; Bagchi, Tapan P. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:3:d:10.1057_s41310-024-00272-1. Full description at Econpapers || Download paper |
| 2024 | Does corporate digital transformation restrain ESG decoupling? Evidence from China. (2024). Ma, Zhefeng ; Yang, YU ; Chen, Xiangyu ; Wan, Peng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02921-w. Full description at Econpapers || Download paper |
| 2024 | Managing crash risks through supply chain transparency: evidence from China. (2024). Lee, Chien-Chiang ; Song, Qinghua ; Zhong, Qiming. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00633-3. Full description at Econpapers || Download paper |
| 2024 | Are stock and option trades substitutes or complements? evidence from the 2008 short-sale ban. (2024). Vianna, Andre ; Du, Brian ; Serrano, Alejandro. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09649-4. Full description at Econpapers || Download paper |
| 2024 | Manager sentiment, stock return, and the evolving information environment in post-IPO firms. (2024). Xiao, Zhiwen ; Ning, Yixi ; Yang, Sean. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09653-8. Full description at Econpapers || Download paper |
| 2024 | Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions. (2024). Moshfeghi, Yashar ; Bowden, James ; Todd, Andrew. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:1:n:e1549. Full description at Econpapers || Download paper |
| 2024 | Role of derivatives market in attenuating underreaction to left‐tail risk. (2024). Varma, Jayanth ; Saurav, Sumit ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:484-517. Full description at Econpapers || Download paper |
| 2024 | Hedging securities and Silicon Valley Bank idiosyncrasies. (2024). Kim, Raymond. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:653-672. Full description at Econpapers || Download paper |
| 2025 | Green Bonds: Greenwashing or Genuinely Green? A Study Based on Stock Mispricing. (2025). Zhu, Rui ; Liu, Yichao ; Chen, Yuhui ; Tang, Chuxiong ; Ge, Pengfei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:6:p:3396-3413. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage In: Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2017 | Passive Institutional Ownership, R-super-2 Trends, and Price Informativeness In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
| 2023 | COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets In: The Financial Review. [Full Text][Citation analysis] | article | 0 |
| 2025 | The effects of country governance quality on the stability of equity markets In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2014 | Share repurchases and institutional supply In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 45 |
| 2024 | Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2018 | The effects of conference call tones on market perceptions of value uncertainty In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 21 |
| 2021 | Hazard stocks and expected returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2020 | Share repurchases and wealth transfer among shareholders In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Variation in option implied volatility spread and future stock returns In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2022 | The impact of Robinhood traders on the volatility of cross-listed securities In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2022 | Index mutual fund ownership and financial reporting quality In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Does Part II of the PCAOB inspection report provide new information to the market? In: Managerial Auditing Journal. [Full Text][Citation analysis] | article | 1 |
| 2013 | Pricing of Volatility Risk in REITs In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 17 |
| 2013 | Pricing of Volatility Risk in REITs.(2013) In: Journal of Real Estate Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2016 | The dynamic relation between options trading, short selling, and aggregate stock returns In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
| 2022 | Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2016 | Skewness Preference and Seasoned Equity Offers In: The Review of Corporate Finance Studies. [Full Text][Citation analysis] | article | 1 |
| 2024 | The effects of import competition on domestic financial markets: The role of limits-to-arbitrage In: Journal of International Business Studies. [Full Text][Citation analysis] | article | 0 |
| 2012 | The dynamic relation between short sellers, option traders, and aggregate returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2025 | The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
| 2020 | Does Probability Weighting Drive Lottery Preferences? In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 4 |
| 2011 | Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 12 |
| 2015 | Price‐to‐Earnings Ratios and Option Prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2017 | Anchoring and Probability Weighting in Option Prices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2018 | Bank risk, financial stress, and bank derivative use In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 2017 | The Role of Skewness in Mergers and Acquisitions In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team