Details about Benjamin McKay Blau

Access statistics for papers by Benjamin McKay Blau.

Last updated 2023-02-10. Update your information in the RePEc Author Service.

Short-id: pbl102

Working Papers

2018

1. Does Religiosity Affect Liquidity in Financial Markets?
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Does religiosity affect liquidity in financial markets?, Journal of Behavioral and Experimental Finance, Elsevier (2018) View citations (4) (2018)
2. Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility
   Working Papers, George Mason University, Mercatus Center View citations (1)
3. The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions
   Working Papers, George Mason University, Mercatus Center

Journal Articles

2023

1. Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic
   Journal of Banking & Finance, 2023, 147, (C) View citations (2)

2022

2. Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks
   International Review of Finance, 2022, 22, (4), 759-769 View citations (1)
3. Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic
   Journal of Banking & Finance, 2022, 144, (C) View citations (3)
4. Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds
   Review of Quantitative Finance and Accounting, 2022, 58, (2), 615-647 View citations (2)
5. Lobbying and lending by banks around the financial crisis by
   Public Choice, 2022, 192, (3), 377-397 View citations (5)
6. On the Ethics of “Non-Corporate” Insider Trading
   Journal of Business Ethics, 2022, 177, (1), 79-93
7. Price Clustering, Preferences for Round Prices, and Expected Returns
   Journal of Behavioral Finance, 2022, 23, (3), 301-315

2021

8. Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries
   Journal of Financial Services Research, 2021, 60, (2), 187-206
9. Free trade and the efficiency of financial markets
   Global Finance Journal, 2021, 48, (C) View citations (3)
10. Income inequality and the volatility of stock prices
    Applied Economics, 2021, 53, (38), 4404-4416 View citations (2)
11. Inflation and Bitcoin: A descriptive time-series analysis
    Economics Letters, 2021, 203, (C) View citations (28)
12. Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns?
    International Review of Finance, 2021, 21, (2), 478-496

2020

13. Accounting Information Quality and the Clustering of Stock Prices
    American Business Review, 2020, 23, (2), 182-210
14. Comovement in the Cryptocurrency Market
    Economics Bulletin, 2020, 40, (1), 448-455 View citations (8)
15. Does Probability Weighting Drive Lottery Preferences?
    Journal of Behavioral Finance, 2020, 21, (3), 233-247 View citations (4)
16. Gambling activity and stock price volatility: A cross-country analysis
    Journal of Behavioral and Experimental Finance, 2020, 27, (C) View citations (6)
17. Opacity and the comovement in the stock prices of banks
    Accounting and Finance, 2020, 60, (4), 3557-3580 View citations (1)

2019

18. Information in stock prices: the case of the 2016 U.S. presidential election
    Applied Economics, 2019, 51, (40), 4385-4396 View citations (2)
19. Price Clustering and Investor Sentiment
    Journal of Behavioral Finance, 2019, 20, (1), 19-30 View citations (4)
20. Price clustering and economic freedom: The case of cross-listed securities
    Journal of Multinational Financial Management, 2019, 50, (C), 1-12 View citations (3)
21. Price clustering and sentiment in bitcoin
    Finance Research Letters, 2019, 29, (C), 111-116 View citations (28)
22. Skewness preferences and gambling cultures
    Pacific-Basin Finance Journal, 2019, 58, (C) View citations (4)
23. The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects
    Economics Bulletin, 2019, 39, (2), 1030-1038 View citations (8)

2018

24. Does religiosity affect liquidity in financial markets?
    Journal of Behavioral and Experimental Finance, 2018, 19, (C), 72-83 View citations (4)
    See also Working Paper Does Religiosity Affect Liquidity in Financial Markets?, MPRA Paper (2018) View citations (4) (2018)
25. Exchange rate volatility and the stability of stock prices
    International Review of Economics & Finance, 2018, 58, (C), 299-311 View citations (16)
26. How does short selling affect liquidity in financial markets?
    Finance Research Letters, 2018, 25, (C), 244-250 View citations (2)
27. Income inequality, poverty, and the liquidity of stock markets
    Journal of Development Economics, 2018, 130, (C), 113-126 View citations (25)
28. Price dynamics and speculative trading in Bitcoin
    Research in International Business and Finance, 2018, 43, (C), 15-21 View citations (54)
    Also in Research in International Business and Finance, 2017, 41, (C), 493-499 (2017) View citations (113)
29. Skewness, short interest and the efficiency of stock prices
    Applied Economics, 2018, 50, (20), 2229-2242 View citations (5)
30. The maximum bid-ask spread
    Journal of Financial Markets, 2018, 41, (C), 1-16 View citations (3)

2017

31. Bank opacity and the efficiency of stock prices
    Journal of Banking & Finance, 2017, 76, (C), 32-47 View citations (23)
32. Economic freedom and crashes in financial markets
    Journal of International Financial Markets, Institutions and Money, 2017, 47, (C), 33-46 View citations (18)
33. Lobbying, political connections and emergency lending by the Federal Reserve
    Public Choice, 2017, 172, (3), 333-358 View citations (18)
34. Option Introductions and the Skewness of Stock Returns
    Journal of Futures Markets, 2017, 37, (9), 892-912 View citations (1)
35. Range-based volatility, expected stock returns, and the low volatility anomaly
    PLOS ONE, 2017, 12, (11), 1-19 View citations (4)
36. Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis
    Journal of Business Ethics, 2017, 144, (3), 609-621 View citations (11)
37. Skewness preferences, asset prices and investor sentiment
    Applied Economics, 2017, 49, (8), 812-822 View citations (4)
38. The volatility of exchange rates and the non-normality of stock returns
    Journal of Economics and Business, 2017, 91, (C), 41-52 View citations (3)

2016

39. Gambling Preferences, Options Markets, and Volatility
    Journal of Financial and Quantitative Analysis, 2016, 51, (2), 515-540 View citations (15)
40. Guns, laws and public shootings in the United States
    Applied Economics, 2016, 48, (49), 4732-4746 View citations (3)
41. Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?
    Journal of Risk & Insurance, 2016, 83, (2), 475-500 View citations (1)
42. Price clustering and the stability of stock prices
    Journal of Business Research, 2016, 69, (10), 3933-3942 View citations (17)
43. REITs and market friction
    Review of Quantitative Finance and Accounting, 2016, 46, (1), 1-24
44. THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS
    Journal of Financial Research, 2016, 39, (2), 179-206 View citations (9)

2015

45. Are put-call ratios a substitute for short sales?
    Review of Derivatives Research, 2015, 18, (1), 51-73 View citations (6)
46. Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales
    Journal of Corporate Finance, 2015, 31, (C), 203-219 View citations (42)
47. SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS
    Journal of Financial Research, 2015, 38, (2), 145-168
48. Short Selling and Price Pressure Around Merger Announcements
    Journal of Financial Services Research, 2015, 48, (2), 143-160 View citations (2)
49. The Volatility of Bid-Ask Spreads
    Financial Management, 2015, 44, (4), 851-874 View citations (2)

2014

50. Autocorrelation in daily short-sale volume
    The Quarterly Review of Economics and Finance, 2014, 54, (1), 31-41 View citations (2)
51. Economic freedom and the stability of stock prices: A cross-country analysis
    Journal of International Money and Finance, 2014, 41, (C), 182-196 View citations (24)
52. SPECULATIVE TRADING IN REITS
    Journal of Financial Research, 2014, 37, (1), 55-74 View citations (2)
53. Short Sales and Option Listing Decisions
    Financial Management, 2014, 43, (3), 703-724
54. Short sales and class-action lawsuits
    Journal of Financial Markets, 2014, 20, (C), 79-100 View citations (5)
55. The information content of option ratios
    Journal of Banking & Finance, 2014, 43, (C), 179-187 View citations (9)
56. The reaction of European credit default swap spreads to the U.S. credit rating downgrade
    International Review of Economics & Finance, 2014, 34, (C), 131-141 View citations (9)

2013

57. Are short sellers incrementally informed prior to earnings announcements?
    Journal of Empirical Finance, 2013, 21, (C), 142-155 View citations (17)
58. Comparing the information in short sales and put options
    Review of Quantitative Finance and Accounting, 2013, 41, (3), 567-583 View citations (13)
59. Corporate lobbying, political connections, and the bailout of banks
    Journal of Banking & Finance, 2013, 37, (8), 3007-3017 View citations (119)
60. Informed short sales and option introductions
    Annals of Finance, 2013, 9, (3), 365-382

2012

61. Concentrated short‐selling activity: bear raids or contrarian trading?
    International Journal of Managerial Finance, 2012, 8, (3), 187-203
62. Informed or speculative: Short selling analyst recommendations
    Journal of Banking & Finance, 2012, 36, (1), 14-25 View citations (34)
63. Short Interest and Frictions in the Flow of Information
    Financial Management, 2012, 41, (2), 371-394 View citations (12)
64. Short sales, stealth trading, and the suspension of the uptick rule
    The Quarterly Review of Economics and Finance, 2012, 52, (1), 38-48 View citations (2)
65. Short selling after hours
    Journal of Economics and Business, 2012, 64, (6), 439-451 View citations (2)
66. Short selling of ADRs and foreign market short-sale constraints
    Journal of Banking & Finance, 2012, 36, (3), 886-897 View citations (12)
67. TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS
    Journal of Financial Research, 2012, 35, (2), 159-182 View citations (16)

2011

68. Information in short selling: Comparing Nasdaq and the NYSE
    Review of Financial Economics, 2011, 20, (1), 1-10
    Also in Review of Financial Economics, 2011, 20, (1), 1-10 (2011)
69. REIT Short Sales and Return Predictability
    The Journal of Real Estate Finance and Economics, 2011, 42, (4), 481-503 View citations (21)
70. Short selling around dividend announcements and ex-dividend days
    Journal of Corporate Finance, 2011, 17, (3), 628-639 View citations (15)

2010

71. Signaling, Free Cash Flow and “Nonmonotonic” Dividends
    The Financial Review, 2010, 45, (1), 21-56 View citations (6)

2009

72. INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?
    Journal of Financial Research, 2009, 32, (1), 1-21 View citations (23)
73. Information and trade sizes: The case of short sales
    The Quarterly Review of Economics and Finance, 2009, 49, (4), 1371-1388 View citations (3)
74. Short Selling and the Weekend Effect for NYSE Securities
    Financial Management, 2009, 38, (3), 603-630 View citations (21)

2008

75. Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita
    Journal of Risk & Insurance, 2008, 75, (4), 967-996 View citations (12)
76. Flexibility and dividends
    Journal of Corporate Finance, 2008, 14, (2), 133-152 View citations (27)