Kelley Bergsma

Ohio University

Assistant Professor in Finance

1 Ohio University

Athens, OH OH 45701

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 41,132

SSRN RANKINGS

Top 41,132

in Total Papers Downloads

1,080

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

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 and Jitendra Tayal
Ohio University and Ohio University
Downloads 379 (80,507)

Abstract:

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

2.

Option Trading after the Opening Bell and Intraday Stock Return Predictability

Financial Management, Forthcoming.
Number of pages: 70 Posted: 05 Jan 2018 Last Revised: 06 Aug 2019
Kelley Bergsma, Andy Fodor, Vijay Singal and Jitendra Tayal
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 316 (99,029)

Abstract:

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Intraday trading; options; volume; stock return predictability; transaction costs; earnings 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 174 (178,736)
Citation 2

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

Journal of Behavioral Finance, Forthcoming
Number of pages: 31 Posted: 21 Jun 2016 Last Revised: 29 Apr 2019
Kelley Bergsma, Andy Fodor and Emily Tedford
Ohio University, Ohio University and 84.51?
Downloads 159 (193,154)

Abstract:

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Disposition effect, options, behavioral finance, reference price.

5.

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

Number of pages: 35 Posted: 10 Jan 2020
Ohio University, University of Pécs, Seattle University and Ohio University
Downloads 52 (395,372)

Abstract:

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option moneyness, implied volatility, open interest, stock returns

6.

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

Posted: 04 Sep 2018 Last Revised: 17 Jan 2020
Kelley Bergsma and Jitendra Tayal
Ohio University and Ohio University

Abstract:

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Earnings Announcement Premium, Intra-industry Information Transfer, International