Kelley Bergsma Lovelace

Ohio University

Associate Professor in Finance

1 Ohio University

Athens, OH OH 45701

United States

SCHOLARLY PAPERS

10

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Top 34,680

in Total Papers Downloads

3,000

TOTAL CITATIONS
Rank 44,982

SSRN RANKINGS

Top 44,982

in Total Papers Citations

15

Scholarly Papers (10)

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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 960 (49,976)
Citation 4

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

2.

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 609 (91,086)
Citation 3

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option moneyness, implied volatility, open interest, stock returns

3.

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 547 (104,303)

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

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 292 (213,157)
Citation 4

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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 275 (226,716)
Citation 2

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Disposition effect, options, behavioral finance, reference price.

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 260 (239,906)
Citation 2

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Earnings announcements, firm life stage, lottery, returns.

7.

A U-Shaped Flow-Performance Sensitivity Across the Globe

Number of pages: 77 Posted: 24 Feb 2024 Last Revised: 18 Dec 2024
Markus S. Broman and Kelley Bergsma Lovelace
Ohio University and Ohio University
Downloads 57 (737,486)

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Mutual fund flows, flow-performance relationship, strategic complementarities, market states, illiquidity, performance horizon, forced sales

8.

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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9.

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

10.

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