Jared DeLisle

Utah State University - Huntsman School of Business

3500 Old Main Hill

Logan, UT 84322-3500

United States

  • Utah State University - Huntsman School of Business

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 16,163

SSRN RANKINGS

Top 16,163

in Total Papers Downloads

6,588

TOTAL CITATIONS
Rank 15,490

SSRN RANKINGS

Top 15,490

in Total Papers Citations

60

Scholarly Papers (30)

Actions:
Email selected abstracts
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 - Huntsman School of Business
Downloads 736 (75,320)
Citation 2

Abstract:

Loading...

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 Florida - Department of Finance, Insurance and Real Estate, University of Central Missouri, Utah State University - Huntsman School of Business and Lehigh University - Perella Department of Finance
Downloads 615 (94,732)
Citation 14

Abstract:

Loading...

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

3.

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 - Huntsman School of Business and Lehigh University - Perella Department of Finance
Downloads 475 (130,461)
Citation 14

Abstract:

Loading...

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

4.

Pricing of Volatility Risk in REITs

Downloads 400 (159,539)
Citation 2

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 - Huntsman School of Business, Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Downloads 268 (244,135)
Citation 2

Abstract:

Loading...

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 - Huntsman School of Business, Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Downloads 132 (468,654)

Abstract:

Loading...

volatility, risk, REIT return

5.

Passive Ownership and Earnings Manipulation

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018
Number of pages: 42 Posted: 15 Jan 2018 Last Revised: 29 Jan 2020
Ahmed S. Baig, Jared DeLisle and Gulnara R. Zaynutdinova Ph.D.
Boise State University - College of Business and Economics, Utah State University - Huntsman School of Business and West Virginia University, Department of Finance
Downloads 324 (201,197)
Citation 1

Abstract:

Loading...

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

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 - Huntsman School of Business, Florida State University and University of Missouri - Kansas City
Downloads 305 (214,813)

Abstract:

Loading...

Short trading, options market, informed traders

7.

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 - Huntsman School of Business, Seattle University, Ohio University and University of West Florida
Downloads 297 (220,961)

Abstract:

Loading...

Prospect theory, Mental accounting, Option prices

8.

Does Probability Weighting Drive Skewness Preferences?

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018, 30th Australasian Finance and Banking Conference 2017, Journal of Behavioral Finance 21 (3), 233-247
Number of pages: 34 Posted: 14 Jul 2017 Last Revised: 26 Mar 2021
Benjamin M. Blau, Jared DeLisle and Ryan Whitby
Utah State University - Huntsman School of Business, Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 293 (224,242)
Citation 7

Abstract:

Loading...

Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

9.

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 - Huntsman School of Business, University of New South Wales and Florida State University - Department of Finance
Downloads 289 (227,469)
Citation 6

Abstract:

Loading...

Asymmetric Volatility, VIX, Portfolio Returns, Risk Pricing

10.

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 - Huntsman School of Business, Lamar University and The University of Dayton
Downloads 278 (236,800)

Abstract:

Loading...

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

11.

Hazard Stocks and Expected Returns

Journal of Banking and Finance, Vol. 121, 2021
Number of pages: 69 Posted: 09 Jul 2020 Last Revised: 19 Mar 2021
Jared DeLisle, Michael F. Ferguson, Haim Kassa and Gulnara R. Zaynutdinova Ph.D.
Utah State University - Huntsman School of Business, University of Cincinnati - Department of Finance - Real Estate, Miami University and West Virginia University, Department of Finance
Downloads 253 (260,571)

Abstract:

Loading...

hazard stocks, anomaly, lottery stocks, MAX, underreaction, equity returns, tail risk, information uncertainty, limits to arbitrage, asymmetric arbitrage

12.

Social Connectedness and Local Stock Return Comovement

Number of pages: 35 Posted: 30 Sep 2022
Jared DeLisle, Andrew R. Grant and Ruiqi Mao
Utah State University - Huntsman School of Business, University of Sydney Business School - Discipline of Finance and University of Sussex Business School
Downloads 218 (301,360)

Abstract:

Loading...

Social Interactions, Social Connectedness, Return Comovement, Local Bias, Information Diffusion

13.

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 - Huntsman School of Business, University of New South Wales and Florida State University - Department of Finance
Downloads 200 (326,889)
Citation 1

Abstract:

Loading...

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

14.

The Effect of Income Inequality on Stock Market Participation: Evidence from US Households and the Adoption of the Medicaid Expansion Under the Affordable Care Act

Number of pages: 31 Posted: 21 Jun 2022
Maria G. Vivero and Jared DeLisle
The University of Dayton and Utah State University - Huntsman School of Business
Downloads 196 (334,678)

Abstract:

Loading...

Inequality, Stock Market Participation, Household Finance, Financial Risk Taking, Quasi-natural experiments

15.

Skewness Preference and Seasoned Equity Offers

Downloads 173 (372,879)
Citation 2

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 - Huntsman School of Business
Downloads 173 (372,276)
Citation 2

Abstract:

Loading...

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 - Huntsman School of Business

Abstract:

Loading...

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

16.

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 - Huntsman School of Business, Gonzaga University and University of Alaska Anchorage
Downloads 156 (407,799)

Abstract:

Loading...

stock repurchase, institutional investors, wealth transfer

17.

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 - Huntsman School of Business, Washington State University and University of Northern Iowa
Downloads 154 (412,285)

Abstract:

Loading...

Limited Arbitrage, Asset Pricing, ICAPM, ETF

18.

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 - Huntsman School of Business, University of New South Wales and Florida State University - Department of Finance
Downloads 153 (414,517)
Citation 2

Abstract:

Loading...

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

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 - Huntsman School of Business and Kansas State University
Downloads 145 (433,058)

Abstract:

Loading...

IPO, Behavioral Finance

20.

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 - Huntsman School of Business, University of Missouri - Kansas City and University of Northern Iowa
Downloads 145 (433,058)
Citation 1

Abstract:

Loading...

Asset pricing; Empirical asset pricing; Idiosyncratic volatility

21.

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 - Huntsman School of Business, Synchrony Financial and Florida State University
Downloads 126 (484,681)
Citation 1

Abstract:

Loading...

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

22.

What’s in a Name? A Cautionary Tale of Profitability Anomalies and Limits to Arbitrage

Journal of Financial Research, 2020, 43(2), pp. 305-344. DOI: doi.org/10.1111/jfir.12208
Number of pages: 62 Posted: 30 Jan 2020 Last Revised: 03 Nov 2021
Jared DeLisle, H. Zafer Yuksel and Gulnara R. Zaynutdinova Ph.D.
Utah State University - Huntsman School of Business, Texas A&M University Corpus Christi and West Virginia University, Department of Finance
Downloads 121 (500,224)
Citation 2

Abstract:

Loading...

gross profitability, operating profitability, cash-based operating profitability, limits to arbitrage, mispricing, SG&A expenses, accruals

23.

Index Mutual Fund Ownership and Financial Reporting Quality

Number of pages: 51 Posted: 30 Jul 2022
Ahmed S. Baig, Jared DeLisle and Gulnara R. Zaynutdinova Ph.D.
Boise State University - College of Business and Economics, Utah State University - Huntsman School of Business and West Virginia University, Department of Finance
Downloads 116 (516,533)
Citation 1

Abstract:

Loading...

index mutual fund ownership, corporate governance, fraud, financial reporting, financial reporting aggressiveness, discretionary accruals

24.

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 - Huntsman School of Business
Downloads 109 (541,062)
Citation 4

Abstract:

Loading...

Bank Risk, Financial Stress, Derivatives, Hedging

25.

Dynamics of Price Clustering in an Emerging Stock Market

Number of pages: 31 Posted: 15 Nov 2022
Ahmed S. Baig, Muhammad Imran Chaudhry and Jared DeLisle
Boise State University - College of Business and Economics, King Fahd University of Petroleum and Minerals (KFUPM) and Utah State University - Huntsman School of Business
Downloads 93 (604,001)

Abstract:

Loading...

Emerging Markets, Market efficiency, Political Uncertainty, Price clustering

26.

Variability of Mispricing Characteristics and Future Stock Returns

Number of pages: 26 Posted: 26 Sep 2022
Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haim Kassa
Utah State University - Huntsman School of Business, Seattle University, Ohio University and Miami University
Downloads 75 (686,357)

Abstract:

Loading...

anomalies, Information, stock returns, mispricing characteristics, portfolio choice

27.

Covid-19 Exposure and Price Clustering

Number of pages: 31 Posted: 16 Jan 2025
Todd Griffith, Ahmed S. Baig, Jason P. Berkowitz and Jared DeLisle
Utah State University, Boise State University - College of Business and Economics, St. John's University - Department of Economics and Finance and Utah State University - Huntsman School of Business
Downloads 68 (724,627)

Abstract:

Loading...

COVID-19, Pandemic, Price Clustering, Local Bias

28.

The Effects of Country-Level Governance Quality on the Stability of Equity Markets: Evidence from Cross-Listed Securities

Number of pages: 42 Posted: 14 Nov 2022
⸹ David Y. Aharon, Ahmed S. Baig and Jared DeLisle
Ono Academic College, Boise State University - College of Business and Economics and Utah State University - Huntsman School of Business
Downloads 48 (861,450)

Abstract:

Loading...

American depository receipts, volatility, governance, rule of law, control of corruption, political risk, voice and accountability

29.

Fresh or Stale? The Impact of Mispricing Signal Variability on Return Predictability

Number of pages: 42 Posted: 15 Apr 2025
Jared DeLisle, Dean Diavatopoulos, David Gempesaw and Haim Kassa
Utah State University - Huntsman School of Business, Seattle University, Miami University and Miami University
Downloads 27 (1,081,444)

Abstract:

Loading...

Mispricing, return predictability, standard deviation, signal variability, freshness, staleness, limits to arbitrage, Investor attention, variability of mispricing

30.

Variation in Option Implied Volatility Spread and Future Stock Returns

Posted: 20 May 2020
Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Haim Kassa
Utah State University - Huntsman School of Business, Seattle University, Ohio University and Miami University

Abstract:

Loading...

options, implied volatility spread, information, stock returns