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R. Jared DeLisle
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Do Sophisticated Investors Interpret Earnings Conference Call Tone Differently than Investors at Large? Evidence from Short Sales
BM Blau, RJ DeLisle, SMK Price
Journal of Corporate Finance 31, 203-219, 2015
1742015
The Effects of Conference Call Content on Market Perceptions of Value Uncertainty
P Borochin, J Cicon, RJ DeLisle, SMK Price
Journal of Financial Markets 40, 75-91, 2018
562018
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns
RJ Delisle, JS Doran, DR Peterson
Journal of Futures Markets 31 (1), 34-54, 2011
512011
Pricing of volatility risk in REITs
RJ DeLisle, SMK Price, CF Sirmans
Journal of Real Estate Research 35 (2), 223-248, 2013
412013
Bank Risk, Financial Stress, and Bank Derivative Use
B Bliss, JA Clark, RJ DeLisle
Journal of Futures Markets 38 (7), 804-821, 2018
28*2018
Passive Institutional Ownership, R2 Trends, and Price Informativeness
RJ DeLisle, DW French, MG Schutte
Financial Review 52 (4), 2017
27*2017
Volatility as an Asset Class: Holding VIX in a Portfolio
J Berkowitz, RJ DeLisle
The Journal of Alternative Investments 21 (2), 52-64, 2018
25*2018
Share repurchases and institutional supply
RJ DeLisle, JD Morscheck, JR Nofsinger
Journal of Corporate Finance 27 (August), 216-230, 2014
232014
Does probability weighting drive lottery preferences?
BM Blau, RJ DeLisle, RJ Whitby
Journal of Behavioral Finance 21 (3), 233-247, 2020
202020
Index mutual fund ownership and financial reporting quality
A Baig, RJ DeLisle, GR Zaynutdinova
Research in International Business and Finance 62, 101755, 2022
17*2022
Skewness Preference and Seasoned Equity Offers
D Autore, RJ DeLisle
Review of Corporate Finance Studies 5 (2), 200-238, 2016
162016
Price‐to‐Earnings Ratios and Option Prices
A Chua, RJ DeLisle, SS Feng, BS Lee
Journal of Futures Markets 35 (8), 738-752, 2015
162015
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic
DY Aharon, AS Baig, RJ DeLisle
Finance Research Letters 46, 102276, 2022
152022
The dynamic relation between options trading, short selling, and aggregate stock returns
RJ DeLisle, BS Lee, N Mauck
Review of Quantitative Finance and Accounting 47 (3), 645-671, 2016
15*2016
Hazard Stocks and Expected Returns
J DeLisle, MF Ferguson, H Kassa, G Zaynutdinova
Journal of Banking and Finance, 2021
142021
Share repurchases and wealth transfer among shareholders
RJ DeLisle, JD Morscheck, JR Nofsinger
The Quarterly review of economics and finance 76, 368-378, 2020
102020
Idiosyncratic Volatility and Firm‐Specific News: Beyond Limited Arbitrage
RJ DeLisle, N Mauck, AR Smedema
Financial Management 45 (4), 923-951, 2016
102016
The impact of Robinhood traders on the volatility of cross-listed securities
DY Aharon, AS Baig, RJ Delisle
Research in International Business and Finance 60, 101619, 2022
92022
What's in a name? A cautionary tale of profitability anomalies and limits to arbitrage
RJ DeLisle, HZ Yüksel, GR Zaynutdinova
Journal of Financial Research 43 (2), 305-344, 2020
72020
Anchoring and Probability Weighting in Option Prices
RJ DeLisle, D Diavatopoulos, A Fodor, K Krieger
Journal of Futures Markets 37 (6), 614-638, 2017
72017
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