Do Sophisticated Investors Interpret Earnings Conference Call Tone Differently than Investors at Large? Evidence from Short Sales BM Blau, RJ DeLisle, SMK Price Journal of Corporate Finance 31, 203-219, 2015 | 176 | 2015 |
The Effects of Conference Call Content on Market Perceptions of Value Uncertainty P Borochin, J Cicon, RJ DeLisle, SMK Price Journal of Financial Markets 40, 75-91, 2018 | 56 | 2018 |
Asymmetric pricing of implied systematic volatility in the cross‐section of expected returns RJ Delisle, JS Doran, DR Peterson Journal of Futures Markets 31 (1), 34-54, 2011 | 51 | 2011 |
Pricing of volatility risk in REITs RJ DeLisle, SMK Price, CF Sirmans Journal of Real Estate Research 35 (2), 223-248, 2013 | 41 | 2013 |
Bank Risk, Financial Stress, and Bank Derivative Use B Bliss, JA Clark, RJ DeLisle Journal of Futures Markets 38 (7), 804-821, 2018 | 28* | 2018 |
Passive Institutional Ownership, R2 Trends, and Price Informativeness RJ DeLisle, DW French, MG Schutte Financial Review 52 (4), 2017 | 27* | 2017 |
Volatility as an Asset Class: Holding VIX in a Portfolio J Berkowitz, RJ DeLisle The Journal of Alternative Investments 21 (2), 52-64, 2018 | 26* | 2018 |
Share repurchases and institutional supply RJ DeLisle, JD Morscheck, JR Nofsinger Journal of Corporate Finance 27 (August), 216-230, 2014 | 23 | 2014 |
Does probability weighting drive lottery preferences? BM Blau, RJ DeLisle, RJ Whitby Journal of Behavioral Finance 21 (3), 233-247, 2020 | 20 | 2020 |
Index mutual fund ownership and financial reporting quality A Baig, RJ DeLisle, GR Zaynutdinova Research in International Business and Finance 62, 101755, 2022 | 17* | 2022 |
Skewness Preference and Seasoned Equity Offers D Autore, RJ DeLisle Review of Corporate Finance Studies 5 (2), 200-238, 2016 | 16 | 2016 |
Price‐to‐Earnings Ratios and Option Prices A Chua, RJ DeLisle, SS Feng, BS Lee Journal of Futures Markets 35 (8), 738-752, 2015 | 16 | 2015 |
The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic DY Aharon, AS Baig, RJ DeLisle Finance Research Letters 46, 102276, 2022 | 15 | 2022 |
The dynamic relation between options trading, short selling, and aggregate stock returns RJ DeLisle, BS Lee, N Mauck Review of Quantitative Finance and Accounting 47 (3), 645-671, 2016 | 15* | 2016 |
Hazard Stocks and Expected Returns J DeLisle, MF Ferguson, H Kassa, G Zaynutdinova Journal of Banking and Finance, 2021 | 14 | 2021 |
Share repurchases and wealth transfer among shareholders RJ DeLisle, JD Morscheck, JR Nofsinger The Quarterly review of economics and finance 76, 368-378, 2020 | 10 | 2020 |
Idiosyncratic Volatility and Firm‐Specific News: Beyond Limited Arbitrage RJ DeLisle, N Mauck, AR Smedema Financial Management 45 (4), 923-951, 2016 | 10 | 2016 |
The impact of Robinhood traders on the volatility of cross-listed securities DY Aharon, AS Baig, RJ Delisle Research in International Business and Finance 60, 101619, 2022 | 9 | 2022 |
What's in a name? A cautionary tale of profitability anomalies and limits to arbitrage RJ DeLisle, HZ Yüksel, GR Zaynutdinova Journal of Financial Research 43 (2), 305-344, 2020 | 7 | 2020 |
Anchoring and Probability Weighting in Option Prices RJ DeLisle, D Diavatopoulos, A Fodor, K Krieger Journal of Futures Markets 37 (6), 614-638, 2017 | 7 | 2017 |