Assistant Professor of Finance
Washington State University - Department of Finance, Insurance and Real Estate
College of Business 14204 Salmon Creek Ave Vancouver, WA 98686 United States 360-546-9169 (Phone)
email address
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DeLisle, Jared's
Scholarly Papers
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Total Downloads
1,166 |
Total
Citations
5 |
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1.
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Clark, Jeffrey A. Florida State University - College of Business Doran, James S. Florida State University - Department of Finance DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate
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22 Jan 08
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17 Jul 08
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543
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Implied Volatility, Bank Risk, Derivative Use
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2.
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DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate Lee, Bong-Soo Florida State University Mauck, Nathan University of Missouri - Kansas City
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01 Sep 12
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21 Jan 13
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110
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Short trading, options market, informed traders
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3.
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DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate Doran, James S. Florida State University - Department of Finance Peterson, David R. Florida State University - Department of Finance
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04 Jan 11
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02 Apr 11
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103
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asset pricing, risk-neutral moments, systematic volatility, systematic skewness, systematic kurtosis, expected returns
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4.
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DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate Doran, James S. Florida State University - Department of Finance Peterson, David R. Florida State University - Department of Finance
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04 Aug 10
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Last Revised:
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15 Nov 12
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87
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Asymmetric Volatility, VIX, Portfolio Returns, Risk Pricing
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5.
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DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate Price, S. McKay Lehigh University - Perella Department of Finance Sirmans, C. F. Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
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14 Oct 11
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Last Revised:
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15 May 13
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85
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Risk, Idiosyncratic Volatility, Implied Systematic Volatility, Market Volatility Factor, Asset Pricing, REITs
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6.
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Blau, Benjamin M. Utah State University - Huntsman School of Business DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate Price, S. McKay Lehigh University - Perella Department of Finance
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19 Sep 12
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Last Revised:
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15 Jan 13
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78
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Voluntary disclosure, Conference calls, Soft information, Tone, Short Selling
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7.
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DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate Doran, James S. Florida State University - Department of Finance Peterson, David R. Florida State University - Department of Finance
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63
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1
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Asset Pricing, Implied Market Skewness, Implied Market Volatility, Risk Neutral Market Moments, Portfolio Selection
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8.
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Autore, Don M. Florida State University - College of Business DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate
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21 Mar 11
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Last Revised:
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06 Oct 12
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51
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idiosyncratic skewness, seasoned equity offers, equity offer discounting, underwriting spread
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9.
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DeLisle, Jared Washington State University - Department of Finance, Insurance and Real Estate French, Dan W. University of Missouri at Columbia Schutte, Maria G. Michigan Technological University
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24 Oct 12
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Last Revised:
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20 Mar 13
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46
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comovement, market efficiency tests, market frictions, information diffusion
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Records 1 -
9
of 9 matches
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