- China Cooperative Academic Programs
- Economics and Finance
Ph.D., Finance, 2010, Florida State University
MBA, Finance, 2005, Florida State University
B.S., Chemical Engineering, 1995, Florida State University
Professor DeLisle is currently an Assistant Professor of Finance at Utah State University. He completed his PhD in Finance, MBA, and B.S. in Chemical Engineering at Florida State University. His research interests include market efficiency, volatility & skewness, short selling, option pricing, and institutional investing. Selected publications in which his work is published include Financial Management, Financial Review, Journal of Banking & Finance, Journal of Corporate Finance, Journal of Financial Markets, Journal of Futures Markets, Journal of Real Estate Research, Review of Corporate Finance Studies, and Review of Quantitative Finance & Accounting. He has also presented his work at various conferences such as the Auckland Derivatives Markets Conference, Financial Management Association, Midwest Finance Association, Southern Finance Association, Southwestern Finance Association, European Financial Management Association, and Eastern Finance Association. Dr. DeLisle frequently serves as one of the faculty advisors of the PhD Project's Finance & Economics DSA Planning Committee.
- 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.