Kelley Bergsma Lovelace

Ohio University

Associate Professor in Finance

1 Ohio University

Athens, OH OH 45701

United States

SCHOLARLY PAPERS

9

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Top 45,700

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16

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Scholarly Papers (9)

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1.

Option Trading after the Opening Bell and Intraday Stock Return Predictability

Financial Management, 49(3), 769-804.
Number of pages: 70 Posted: 05 Jan 2018 Last Revised: 16 Oct 2020
Kelley Bergsma Lovelace, Andy Fodor, Vijay Singal and Jitendra Tayal
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 824 (51,855)
Citation 4

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Intraday trading; options; volume; stock return predictability; transaction costs; earnings news

2.

Short Interest and Lottery Stocks

Financial Management, 2019, 48(1), 187-227
Number of pages: 50 Posted: 24 Jul 2017 Last Revised: 03 Jun 2019
Kelley Bergsma Lovelace and Jitendra Tayal
Ohio University and Ohio University
Downloads 492 (100,106)

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Short interest; Lottery preference; Idiosyncratic volatility; Price; Skewness; Institutional ownership; Illiquidity

3.

Show Me the Money: Option Moneyness Concentration and Future Stock Returns

Bergsma K, Csapi V, Diavatopoulos D, Fodor A. Show me the money: Option moneyness concentration and future stock returns. Journal of Futures Markets. 2020;40:761–775.
Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 23 Apr 2020
Kelley Bergsma Lovelace, Vivien Csapi, Dean Diavatopoulos and Andy Fodor
Ohio University, University of Pécs, Seattle University and Ohio University
Downloads 490 (100,607)
Citation 1

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option moneyness, implied volatility, open interest, stock returns

4.

A Closer Look at the Disposition Effect in U.S. Equity Option Markets

Journal of Behavioral Finance, Vol. 21, 66-77.
Number of pages: 31 Posted: 21 Jun 2016 Last Revised: 27 Mar 2020
Kelley Bergsma Lovelace, Andy Fodor and Emily Tedford
Ohio University, Ohio University and 84.51˚
Downloads 248 (211,407)
Citation 1

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Disposition effect, options, behavioral finance, reference price.

5.

Cultural New Year Holidays and Stock Returns Around the World

Financial Management, 2016, 45(1), 3-35
Number of pages: 48 Posted: 11 Dec 2012 Last Revised: 08 Mar 2016
Kelley Bergsma Lovelace and Danling Jiang
Ohio University and College of Business, Stony Brook University
Downloads 248 (211,407)
Citation 4

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Cultural New Year, Investor Mood, Individual Investors, Stock Returns, Cash Infusion

6.

Does Firm Life Cycle Stage Affect Investor Perceptions? Evidence from Earnings Announcement Reactions

Review of Accounting Studies, forthcoming.
Number of pages: 62 Posted: 08 Sep 2020 Last Revised: 09 Mar 2023
Andy Fodor, Kelley Bergsma Lovelace, Vijay Singal and Jitendra Tayal
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 207 (251,060)
Citation 3

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Earnings announcements, firm life stage, lottery, returns.

7.

Does Offering Microsavings Make Sense for Microfinance Institutions?

The American Economist, Volume 56, Issue 2, p. 15-27, 2011
Posted: 14 Aug 2023
Kelley Bergsma Lovelace
Ohio University

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8.

Dimensions of National Culture and R2 around the World

Journal of Banking and Finance, Forthcoming
Posted: 14 Aug 2023
Raylin Fetherolf and Kelley Bergsma Lovelace
Grenoble Ecole de Management and Ohio University

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Culture, R2, stock price synchronicity

9.

Quarterly Earnings Announcements and Intra-Industry Information Transfer from the Pacific to the Atlantic

International Review of Financial Analysis, Forthcoming
Posted: 04 Sep 2018 Last Revised: 27 Mar 2020
Kelley Bergsma Lovelace and Jitendra Tayal
Ohio University and Ohio University

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Earnings Announcement Premium, Intra-industry Information Transfer, International