Jared DeLisle

Utah State University

Assistant professor

Logan, UT 84322

United States

  • Utah State University

    • Email
    • Tel: 435-797-0885
SCHOLARLY PAPERS

24

DOWNLOADS
Rank 16,945

SSRN RANKINGS

Top 16,945

in Total Papers Downloads

4,258

SSRN CITATIONS
Rank 23,869

SSRN RANKINGS

Top 23,869

in Total Papers Citations

28

CROSSREF CITATIONS

12

Scholarly Papers (24)

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
Downloads 686 (53,907)
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 and Lehigh University - Perella Department of Finance
Downloads 497 (80,941)
Citation 5

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 and Lehigh University - Perella Department of Finance
Downloads 318 (134,300)
Citation 14

Abstract:

Loading...

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

4.

Pricing of Volatility Risk in REITs

Downloads 272 (157,888)
Citation 4

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 201 (210,806)
Citation 3

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, Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Downloads 71 (449,961)

Abstract:

Loading...

volatility, risk, REIT return

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 University of West Florida
Downloads 258 (166,514)

Abstract:

Loading...

Prospect theory, Mental accounting, Option prices

6.

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 and West Virginia University, Department of Finance
Downloads 237 (180,723)
Citation 2

Abstract:

Loading...

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

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 205 (207,211)

Abstract:

Loading...

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

8.

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 205 (207,211)

Abstract:

Loading...

Short trading, options market, informed traders

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, University of New South Wales and Florida State University - Department of Finance
Downloads 179 (233,432)
Citation 6

Abstract:

Loading...

Asymmetric Volatility, VIX, Portfolio Returns, Risk Pricing

10.

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, University of Cincinnati - Department of Finance - Real Estate, Miami University and West Virginia University, Department of Finance
Downloads 166 (248,818)

Abstract:

Loading...

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

11.

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 161 (255,396)
Citation 1

Abstract:

Loading...

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

12.

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 and Utah State University - Huntsman School of Business
Downloads 137 (290,498)
Citation 1

Abstract:

Loading...

Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

13.

Skewness Preference and Seasoned Equity Offers

Downloads 137 (290,498)
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
Downloads 137 (291,598)
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

Abstract:

Loading...

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

14.

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 125 (311,307)

Abstract:

Loading...

Limited Arbitrage, Asset Pricing, ICAPM, ETF

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 120 (320,636)

Abstract:

Loading...

Asset pricing; Empirical asset pricing; Idiosyncratic volatility

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, Gonzaga University and University of Alaska Anchorage
Downloads 119 (322,501)

Abstract:

Loading...

stock repurchase, institutional investors, wealth transfer

17.

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 108 (344,992)
Citation 2

Abstract:

Loading...

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

18.

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 79 (419,019)
Citation 1

Abstract:

Loading...

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

19.

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, Texas A&M University Corpus Christi and West Virginia University, Department of Finance
Downloads 78 (422,170)
Citation 1

Abstract:

Loading...

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

20.

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 65 (465,215)

Abstract:

Loading...

IPO, Behavioral Finance

21.

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 56 (499,752)
Citation 1

Abstract:

Loading...

Bank Risk, Financial Stress, Derivatives, Hedging

22.

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 and West Virginia University, Department of Finance
Downloads 27 (650,727)

Abstract:

Loading...

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

23.

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
Downloads 23 (679,849)

Abstract:

Loading...

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

24.

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, Seattle University, Ohio University and Miami University

Abstract:

Loading...

options, implied volatility spread, information, stock returns