Utah State University
|Associate Professor of Finance
US
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Jared DeLisle
Work
Utah State University
|Assistant Professor
US
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Washington State University - Vancouver
|Assistant Professor
US
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Publications
The effects of country governance quality on the stability of equity markets
International Review of Finance
journal-article
The Effect of Fuel Hedging in the Airline Industry on Returns, Volatility, and on the Return-to-risk Relationship Analysis
The Energy Journal
journal-article
Does environmental and social performance affect pricing efficiency? Evidence from earnings conference call tones
Journal of Corporate Finance
journal-article
Dynamics of price clustering in the Pakistan stock exchange
Managerial Finance
journal-article
The effects of import competition on domestic financial markets: The role of limits-to-arbitrage
Journal of International Business Studies
journal-article
COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets
Financial Review
journal-article
Variation in option implied volatility spread and future stock returns
The Quarterly Review of Economics and Finance
journal-article
The impact of Robinhood traders on the volatility of cross-listed securities
Research in International Business and Finance
journal-article
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds
Review of Quantitative Finance and Accounting
journal-article
Index mutual fund ownership and financial reporting quality
Research in International Business and Finance
journal-article
Hazard stocks and expected returns
Journal of Banking & Finance
journal-article
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic
Finance Research Letters
journal-article
Share repurchases and wealth transfer among shareholders
The Quarterly Review of Economics and Finance
journal-article
WHAT'S IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE
Journal of Financial Research
journal-article
Does Probability Weighting Drive Lottery Preferences?
Journal of Behavioral Finance
journal-article
Does Part II of the PCAOB inspection report provide new information to the market?
Managerial Auditing Journal
journal-article
Volatility as an Asset Class: Holding VIX in a Portfolio
The Journal of Alternative Investments
journal-article
Bank risk, financial stress, and bank derivative use
Journal of Futures Markets
journal-article
Bank risk, financial stress, and bank derivative use
Journal of Futures Markets
journal-article
The effects of conference call tones on market perceptions of value uncertainty
Journal of Financial Markets
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Anchoring and Probability Weighting in Option Prices
Journal of Futures Markets
journal-article
Passive Institutional Ownership, R2 Trends, and Price Informativeness
Financial Review
journal-article
The Role of Skewness in Mergers and Acquisitions
Quarterly Journal of Finance
journal-article
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds
Journal of Banking & Finance
journal-article
Systematic limited arbitrage and the cross-section of stock returns: Evidence from exchange traded funds
Journal of Banking and Finance
journal-article
Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage
Financial Management
journal-article
Skewness Preference and Seasoned Equity Offers
Review of Corporate Finance Studies
journal-article
The dynamic relation between options trading, short selling, and aggregate stock returns
Review of Quantitative Finance and Accounting
journal-article
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales
Journal of Corporate Finance
journal-article
Price-to-Earnings Ratios and Option Prices
Journal of Futures Markets
journal-article
Share repurchases and institutional supply
Journal of Corporate Finance
journal-article
Pricing of volatility risk in REITs
Journal of Real Estate Research
journal-article
Asymmetric pricing of implied systematic volatility in the cross-section of expected returns
Journal of Futures Markets
journal-article