Kelley Bergsma

Ohio University

Assistant Professor in Finance

1 Ohio University

Athens, OH OH 45701

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 44,242

SSRN RANKINGS

Top 44,242

in Total Papers Downloads

885

CITATIONS

0

Scholarly Papers (5)

1.

Short Interest and Lottery Stocks

Financial Management, Forthcoming
Number of pages: 50 Posted: 24 Jul 2017 Last Revised: 16 Apr 2018
Kelley Bergsma and Jitendra Tayal
Ohio University and Ohio University
Downloads 349 (81,265)

Abstract:

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

2.

Intraday Options Trading Score (OTS) and Stock Return Predictability

Number of pages: 61 Posted: 05 Jan 2018 Last Revised: 22 Dec 2018
Kelley Bergsma, Andy Fodor, Vijay Singal and Jitendra Tayal
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 221 (132,176)

Abstract:

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Intraday trading; options; volume; stock return predictability; news

3.

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 and Danling Jiang
Ohio University and College of Business, Stony Brook University
Downloads 157 (180,168)

Abstract:

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

4.

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

Number of pages: 29 Posted: 21 Jun 2016 Last Revised: 24 Dec 2018
Kelley Bergsma, Andy Fodor and Emily Tedford
Ohio University, Ohio University and 84.51?
Downloads 136 (202,693)

Abstract:

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Disposition effect, options, behavioral finance, reference price.

5.

Do Earnings Announcements Lift All Boats? Evidence from the Pacific to the Atlantic

Number of pages: 39 Posted: 04 Sep 2018
Kelley Bergsma
Ohio University
Downloads 22 (489,260)

Abstract:

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Earnings Announcement Premium, Intra-industry Information Transfer, International