Kelley Bergsma Lovelace

Ohio University

Associate Professor in Finance

1 Ohio University

Athens, OH OH 45701

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 35,589

SSRN RANKINGS

Top 35,589

in Total Papers Downloads

1,935

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (7)

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 574 (66,871)

Abstract:

Loading...

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 433 (94,090)

Abstract:

Loading...

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 353 (118,809)
Citation 1

Abstract:

Loading...

option moneyness, implied volatility, open interest, stock returns

4.

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 217 (194,448)
Citation 4

Abstract:

Loading...

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

5.

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 208 (202,217)

Abstract:

Loading...

Disposition effect, options, behavioral finance, reference price.

6.

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

Number of pages: 62 Posted: 08 Sep 2020 Last Revised: 09 Aug 2021
Andy Fodor, Kelley Bergsma Lovelace, Vijay Singal and Jitendra Tayal
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 150 (267,721)
Citation 1

Abstract:

Loading...

Earnings announcements, firm life stage, lottery, returns.

7.

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

Abstract:

Loading...

Earnings Announcement Premium, Intra-industry Information Transfer, International