- Economics and Finance
Ph.D., Finance, 2010, Florida State University
MBA, Finance, 2005, Florida State University
B.S., Chemical Engineering, 1995, Florida State University
Teaching and Research (Huntsman Alumni Magazine - Fall 2018)
- DeLisle, R., Morscheck, J.D, Nofsinger, J., (2020). Share repurchases and wealth transfer among shareholders. Quarterly Review of Economics and Finance, 76, 368-378.
- Berkowitz, J., DeLisle, R., (2018). Volatility as an Asset Class: Holding VIX in a Portfolio. Journal of Alternative Investments, 21:2, 52-64.
- Borochin, P., Cicon, J., DeLisle, R., Price, M., (2018). The Effects of Conference Call Content on Market Perception of Value Uncertainty. Journal of Financial Markets, 40, 75-91.
- DeLisle, R., French, D., Schutte, M., (2017). Passive Institutional Ownership, R2, and Price Informativeness. Financial Review, 54:4, 627-638.
- DeLisle, R., Diavatopoulos, D., Fodor, A., Krieger, K., (2017). Anchoring and Probability Weighting in Option Prices. Journal of Futures Markets, 37:6, 614-638.
- DeLisle, R., Walcott, N., (2017). The Role of Skewness in Mergers and Acquisitions. Quarterly Journal of Finance, 7:1
- DeLisle, R., Mauck, N., Smedema, A., (2016). Idiosyncratic Volatility and Firm-Specific News: Beyond Limited Arbitrage. Financial Management, 45:4
- DeLisle, R., Mauck, N., Lee, B.S, (2016). The dynamic relation between short sellers, option traders, and aggregate returns. Review of Quantitative Finance and Accounting, 47:3, 645-371.
- DeLisle, R., McTier, B., Smedema, A., (2016). Systematic Limited Arbitrage and the Cross-Section of Stock Returns: Evidence from Exchange Traded Funds. Journal of Banking and Finance, 70, 118-136.
- Autore, D., DeLisle, R., (2016). Skewness preference and seasoned equity offers. Review of Corporate Finance Studies, 5:2, 200-238.
- Chua, A., DeLisle, R., Feng, S., Lee, B.S, (2015). Price-to-Earnings Ratios and Option Prices. Journal of Futures Markets, 35:8, 738-752.
- Blau, B., DeLisle, R., Price, M., (2015). Do Sophisticated Investors Interpret Earnings Conference Call Tone Differently than Investors at Large? Evidence from Short Sales. Journal of Corporate Finance, 31, 203-219.
- DeLisle, R., Morscheck, J., Nofsinger, J.R, (2014). Share repurchases and institutional supply. Journal of Corporate Finance, 27:August, 216–230.
- DeLisle, R., Price, S.M, Sirmans, C., (2013). Pricing of volatility risk in REITs. Journal of Real Estate Research, 35:2, 223–248.
- DeLisle, R., Doran, J.S, Peterson, D.R, (2010). Asymmetric pricing of implied systematic volatility in the cross-section of expected returns. Journal of Futures Markets
An asterisk (*) at the end of a publication indicates that it has not been peer-reviewed.