Jared DeLisle

Utah State University

Assistant professor

Logan, UT 84322

United States

  • Utah State University

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    • Tel: 435-797-0885
SCHOLARLY PAPERS

19

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3,249

SSRN CITATIONS
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SSRN RANKINGS

Top 32,730

in Total Papers Citations

12

CROSSREF CITATIONS

6

Scholarly Papers (19)

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1.

Bank Risk, Implied Volatility and Bank Derivative Use: Implications for Future Performance

Number of pages: 36 Posted: 22 Jan 2008 Last Revised: 17 Jul 2008
Jeffrey A. Clark, James Doran and Jared DeLisle
Florida State University - College of Business, University of New South Wales and Utah State University
Downloads 641 (40,180)
Citation 2

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Implied Volatility, Bank Risk, Derivative Use

2.

The Effects of Conference Call Tones on Market Perceptions of Value Uncertainty

Journal of Financial Markets, Forthcoming
Number of pages: 49 Posted: 19 Mar 2015 Last Revised: 07 Feb 2018
Paul Borochin, Jim Cicon, Jared DeLisle and S. McKay Price
University of Miami, University of Central Missouri, Utah State University and Lehigh University - Perella Department of Finance
Downloads 426 (67,485)
Citation 1

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Earnings conference calls, Disclosure, Textual analysis, Scripting, Option implied volatility, Uncertainty, Price discovery

3.

Pricing of Volatility Risk in REITs

Downloads 245 (124,793)
Citation 1

Pricing of Volatility Risk in REITs

Journal of Real Estate Research, 2013, Vol. 35, No. 2, pp. 223-248.
Number of pages: 33 Posted: 14 Oct 2011 Last Revised: 15 May 2013
Jared DeLisle, S. McKay Price and C. F. Sirmans
Utah State University, Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Downloads 184 (163,904)
Citation 1

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Risk, Idiosyncratic Volatility, Implied Systematic Volatility, Market Volatility Factor, Asset Pricing, REITs

Pricing of Volatility Risk in REITs

Journal of Real Estate Research, Vol. 35, No. 2, 2013
Number of pages: 26 Posted: 18 Jun 2013
Jared DeLisle, S. McKay Price and C. F. Sirmans
Utah State University, Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Downloads 61 (358,772)

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volatility, risk, REIT return

4.

Do Sophisticated Investors Interpret Earnings Conference Call Tone Differently than Investors at Large? Evidence from Short Sales

Journal of Corporate Finance, Vol. 31, 203-219, 2015
Number of pages: 45 Posted: 19 Sep 2012 Last Revised: 19 Mar 2015
Benjamin M. Blau, Jared DeLisle and S. McKay Price
Utah State University - Huntsman School of Business, Utah State University and Lehigh University - Perella Department of Finance
Downloads 234 (130,666)
Citation 6

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Earnings conference calls; Disclosure; Linguistic analysis; Information processing; Short selling

5.

Anchoring and Probability Weighting in Option Prices

Journal of Futures Markets 37(6), 614-638.
Number of pages: 36 Posted: 09 Feb 2015 Last Revised: 16 Jul 2017
Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Kevin Krieger
Utah State University, Seattle University, Ohio University and
Downloads 233 (131,239)

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Prospect theory, Mental accounting, Option prices

6.

The Dynamic Relation Between Options Trading, Short Selling, and Aggregate Stock Returns

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 56 Posted: 01 Sep 2012 Last Revised: 16 Apr 2015
Jared DeLisle, Bong-Soo Lee and Nathan Mauck
Utah State University, Florida State University and University of Missouri - Kansas City
Downloads 191 (158,465)

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Short trading, options market, informed traders

7.

Comovement, Passive Investing and Price Informativeness

Number of pages: 53 Posted: 24 Oct 2012 Last Revised: 08 Sep 2015
Jared DeLisle, Dan W. French and Maria G. Vivero
Utah State University, Lamar University and The University of Dayton
Downloads 157 (188,208)

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comovement, volatility, informed trading, correlated trading, passive investing, institutional ownership, price informativeness

8.

Asymmetric Pricing of Implied Systematic Volatility in the Cross-Section of Expected Returns

Journal of Futures Markets 31 (January 2011), pp. 34-54
Number of pages: 32 Posted: 04 Aug 2010 Last Revised: 15 Nov 2012
Jared DeLisle, James Doran and David R. Peterson
Utah State University, University of New South Wales and Florida State University - Department of Finance
Downloads 149 (196,594)
Citation 6

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Asymmetric Volatility, VIX, Portfolio Returns, Risk Pricing

9.

The Pricing of Risk-Neutral Systematic Moments in the Cross-Section of Expected Returns

Number of pages: 57 Posted: 04 Jan 2011 Last Revised: 02 Apr 2011
Jared DeLisle, James Doran and David R. Peterson
Utah State University, University of New South Wales and Florida State University - Department of Finance
Downloads 144 (202,137)

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asset pricing, risk-neutral moments, systematic volatility, systematic skewness, systematic kurtosis, expected returns

10.

Skewness Preference and Seasoned Equity Offers

Downloads 130 (219,392)
Citation 1

Skewness Preference and Seasoned Equity Offers

Review of Corporate Finance Studies, Forthcoming
Number of pages: 61 Posted: 21 Mar 2011 Last Revised: 30 Jun 2016
Don M. Autore and Jared DeLisle
Florida State University - College of Business and Utah State University
Downloads 130 (220,138)
Citation 1

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idiosyncratic skewness, seasoned equity offers, flotation costs, long run stock performance

Skewness Preference and Seasoned Equity Offers

Review of Corporate Finance Studies, Forthcoming
Posted: 14 Jan 2016
Don M. Autore and Jared DeLisle
Florida State University - College of Business and Utah State University

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idiosyncratic skewness, seasoned equity offers, flotation costs, long run stock performance

11.

Systematic Limited Arbitrage and the Cross-Section of Stock Returns: Evidence from Exchange Traded Funds

Journal of Banking and Finance, 2016, Vol. 70, 118-136
Number of pages: 46 Posted: 06 Nov 2014 Last Revised: 12 Jul 2016
Jared DeLisle, Brian McTier and Adam R Smedema
Utah State University, Washington State University and University of Northern Iowa
Downloads 115 (240,510)

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Limited Arbitrage, Asset Pricing, ICAPM, ETF

12.

Passive Ownership and Earnings Manipulation

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 41 Posted: 15 Jan 2018 Last Revised: 07 Mar 2018
Ahmed Baig, Jared DeLisle and Gulnara R. Zaynutdinova
Texas Tech University - Area of Finance, Utah State University and West Virginia University
Downloads 112 (245,050)

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passive ownership, earnings manipulation, M-score, fraud, financial reporting, corporate governance

13.

Share Repurchases and Wealth Transfer Among Shareholders

Number of pages: 38 Posted: 10 Jun 2014
Jared DeLisle, Justin Morscheck and John R. Nofsinger
Utah State University, Gonzaga University and University of Alaska Anchorage
Downloads 90 (283,889)

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stock repurchase, institutional investors, wealth transfer

14.

Implied Systematic Moments and the Cross-Section of Stock Returns

Number of pages: 34 Posted: 10 Nov 2010
Jared DeLisle, James Doran and David R. Peterson
Utah State University, University of New South Wales and Florida State University - Department of Finance
Downloads 90 (283,889)
Citation 2

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Asset Pricing, Implied Market Skewness, Implied Market Volatility, Risk Neutral Market Moments, Portfolio Selection

15.

Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage

Financial Management, Forthcoming
Number of pages: 75 Posted: 25 Sep 2015 Last Revised: 12 Jul 2016
Jared DeLisle, Nathan Mauck and Adam R Smedema
Utah State University, University of Missouri - Kansas City and University of Northern Iowa
Downloads 81 (303,008)

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Asset pricing; Empirical asset pricing; Idiosyncratic volatility

16.

Does Probability Weighting Drive Skewness Preferences?

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018, 30th Australasian Finance and Banking Conference 2017
Number of pages: 34 Posted: 14 Jul 2017 Last Revised: 17 Apr 2018
Benjamin M. Blau, Jared DeLisle and Ryan J. Whitby
Utah State University - Huntsman School of Business, Utah State University and Utah State University - Huntsman School of Business
Downloads 79 (307,486)

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Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

17.

Price-to-Earnings Ratios and Option Prices

Journal of Futures Markets, Forthcoming
Number of pages: 28 Posted: 09 Feb 2015
Ansley Chua, Jared DeLisle, Sze-Shiang Feng and Bong‐Soo Lee
Kansas State University, Utah State University, Synchrony Financial and Florida State University
Downloads 66 (339,945)
Citation 1

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Option pricing model, price-to-earnings ratios, market efficiency

18.

Bank Risk, Financial Stress, and Bank Derivative Use

Number of pages: 39 Posted: 09 Oct 2017
Barbara A. Bliss, Jeffrey A. Clark and Jared DeLisle
University of San Diego, Florida State University - College of Business and Utah State University
Downloads 44 (409,541)

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Bank Risk, Financial Stress, Derivatives, Hedging

19.

Investors and Choice Overload: Evidence from IPOs

Number of pages: 34 Posted: 18 Aug 2017
Ansley Chua, Jared DeLisle and Tareque Nasser
Kansas State University, Utah State University and Kansas State University
Downloads 22 (510,637)

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IPO, Behavioral Finance