Jitendra Tayal

Ohio University

Athens, OH 45701

United States

SCHOLARLY PAPERS

7

DOWNLOADS

2,365

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (7)

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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 629 (64,973)

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

2.

Investor Preferences, Stock Prices, and Returns

Number of pages: 68 Posted: 18 Feb 2015 Last Revised: 10 Aug 2021
Vijay Singal and Jitendra Tayal
Virginia Tech and Ohio University
Downloads 603 (68,453)
Citation 4

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investor behavior; nominal prices; market capitalization; idiosyncratic volatility; institutional ownership; sentiment

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 455 (96,938)

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

4.

Mispricing, Short-Sale Constraints, and the Cross-Section of Option Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62 Posted: 06 Aug 2020 Last Revised: 07 Aug 2020
Lakshmi Shankar Ramachandran and Jitendra Tayal
Case Western Reserve University and Ohio University
Downloads 340 (134,784)
Citation 1

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Option Returns; Short Interest; Short Sale Constraints; Mis-Pricing; Limits to Arbitrage

5.

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: 22 Aug 2022
Andy Fodor, Kelley Bergsma Lovelace, Vijay Singal and Jitendra Tayal
Ohio University, Ohio University, Virginia Tech and Ohio University
Downloads 169 (266,599)
Citation 1

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Earnings announcements, firm life stage, lottery, returns.

6.

Risky Short Positions and Investor Sentiment: Evidence from the Weekend Effect in Futures Markets

Journal of Futures Markets, Forthcoming
Number of pages: 47 Posted: 07 May 2014 Last Revised: 26 Jun 2020
Vijay Singal and Jitendra Tayal
Virginia Tech and Ohio University
Downloads 169 (265,194)
Citation 4

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futures markets; weekend effect; asymmetric risk; investor sentiment; short selling

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

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Earnings Announcement Premium, Intra-industry Information Transfer, International