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Details about Benjamin McKay Blau

E-mail:
Homepage:https://benblau.wixsite.com/mysite
Phone:4357972340
Postal address:3565 Old Main Hill Logan, Utah 84322
Workplace:Department of Economics and Finance, Jon M. Huntsman School of Business, Utah State University, (more information at EDIRC)
Jon M. Huntsman School of Business, Utah State University, (more information at EDIRC)

Access statistics for papers by Benjamin McKay Blau.

Last updated 2022-05-17. Update your information in the RePEc Author Service.

Short-id: pbl102


Jump to Journal Articles

Working Papers

2018

  1. Does Religiosity Affect Liquidity in Financial Markets?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Journal of Behavioral and Experimental Finance (2018)

Journal Articles

2022

  1. 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 Downloads View citations (1)
  2. On the Ethics of “Non-Corporate” Insider Trading
    Journal of Business Ethics, 2022, 177, (1), 79-93 Downloads

2021

  1. Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries
    Journal of Financial Services Research, 2021, 60, (2), 187-206 Downloads
  2. Free trade and the efficiency of financial markets
    Global Finance Journal, 2021, 48, (C) Downloads View citations (3)
  3. Income inequality and the volatility of stock prices
    Applied Economics, 2021, 53, (38), 4404-4416 Downloads View citations (1)
  4. Inflation and Bitcoin: A descriptive time-series analysis
    Economics Letters, 2021, 203, (C) Downloads View citations (7)
  5. Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns?
    International Review of Finance, 2021, 21, (2), 478-496 Downloads

2020

  1. Accounting Information Quality and the Clustering of Stock Prices
    American Business Review, 2020, 23, (2), 182-210 Downloads
  2. Comovement in the Cryptocurrency Market
    Economics Bulletin, 2020, 40, (1), 448-455 Downloads View citations (7)
  3. Does Probability Weighting Drive Lottery Preferences?
    Journal of Behavioral Finance, 2020, 21, (3), 233-247 Downloads View citations (1)
  4. Gambling activity and stock price volatility: A cross-country analysis
    Journal of Behavioral and Experimental Finance, 2020, 27, (C) Downloads View citations (1)
  5. Opacity and the comovement in the stock prices of banks
    Accounting and Finance, 2020, 60, (4), 3557-3580 Downloads

2019

  1. Information in stock prices: the case of the 2016 U.S. presidential election
    Applied Economics, 2019, 51, (40), 4385-4396 Downloads
  2. Price Clustering and Investor Sentiment
    Journal of Behavioral Finance, 2019, 20, (1), 19-30 Downloads View citations (3)
  3. Price clustering and economic freedom: The case of cross-listed securities
    Journal of Multinational Financial Management, 2019, 50, (C), 1-12 Downloads View citations (3)
  4. Price clustering and sentiment in bitcoin
    Finance Research Letters, 2019, 29, (C), 111-116 Downloads View citations (13)
  5. Skewness preferences and gambling cultures
    Pacific-Basin Finance Journal, 2019, 58, (C) Downloads View citations (4)
  6. The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects
    Economics Bulletin, 2019, 39, (2), 1030-1038 Downloads View citations (4)

2018

  1. Does religiosity affect liquidity in financial markets?
    Journal of Behavioral and Experimental Finance, 2018, 19, (C), 72-83 Downloads View citations (3)
    See also Working Paper (2018)
  2. Exchange rate volatility and the stability of stock prices
    International Review of Economics & Finance, 2018, 58, (C), 299-311 Downloads View citations (8)
  3. How does short selling affect liquidity in financial markets?
    Finance Research Letters, 2018, 25, (C), 244-250 Downloads View citations (1)
  4. Income inequality, poverty, and the liquidity of stock markets
    Journal of Development Economics, 2018, 130, (C), 113-126 Downloads View citations (16)
  5. Price dynamics and speculative trading in Bitcoin
    Research in International Business and Finance, 2018, 43, (C), 15-21 Downloads View citations (39)
    Also in Research in International Business and Finance, 2017, 41, (C), 493-499 (2017) Downloads View citations (85)
  6. Skewness, short interest and the efficiency of stock prices
    Applied Economics, 2018, 50, (20), 2229-2242 Downloads View citations (4)
  7. The maximum bid-ask spread
    Journal of Financial Markets, 2018, 41, (C), 1-16 Downloads View citations (3)

2017

  1. Bank opacity and the efficiency of stock prices
    Journal of Banking & Finance, 2017, 76, (C), 32-47 Downloads View citations (16)
  2. Economic freedom and crashes in financial markets
    Journal of International Financial Markets, Institutions and Money, 2017, 47, (C), 33-46 Downloads View citations (10)
  3. Lobbying, political connections and emergency lending by the Federal Reserve
    Public Choice, 2017, 172, (3), 333-358 Downloads View citations (12)
  4. Option Introductions and the Skewness of Stock Returns
    Journal of Futures Markets, 2017, 37, (9), 892-912 Downloads View citations (1)
  5. Range-based volatility, expected stock returns, and the low volatility anomaly
    PLOS ONE, 2017, 12, (11), 1-19 Downloads View citations (3)
  6. Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis
    Journal of Business Ethics, 2017, 144, (3), 609-621 Downloads View citations (8)
  7. Skewness preferences, asset prices and investor sentiment
    Applied Economics, 2017, 49, (8), 812-822 Downloads View citations (4)
  8. The volatility of exchange rates and the non-normality of stock returns
    Journal of Economics and Business, 2017, 91, (C), 41-52 Downloads View citations (1)

2016

  1. Gambling Preferences, Options Markets, and Volatility
    Journal of Financial and Quantitative Analysis, 2016, 51, (2), 515-540 Downloads View citations (12)
  2. Guns, laws and public shootings in the United States
    Applied Economics, 2016, 48, (49), 4732-4746 Downloads View citations (2)
  3. Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?
    Journal of Risk & Insurance, 2016, 83, (2), 475-500 Downloads
  4. Price clustering and the stability of stock prices
    Journal of Business Research, 2016, 69, (10), 3933-3942 Downloads View citations (13)
  5. REITs and market friction
    Review of Quantitative Finance and Accounting, 2016, 46, (1), 1-24 Downloads
  6. 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 Downloads View citations (8)

2015

  1. Are put-call ratios a substitute for short sales?
    Review of Derivatives Research, 2015, 18, (1), 51-73 Downloads View citations (3)
  2. 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 Downloads View citations (26)
  3. SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS
    Journal of Financial Research, 2015, 38, (2), 145-168 Downloads
  4. Short Selling and Price Pressure Around Merger Announcements
    Journal of Financial Services Research, 2015, 48, (2), 143-160 Downloads View citations (2)
  5. The Volatility of Bid-Ask Spreads
    Financial Management, 2015, 44, (4), 851-874 Downloads View citations (2)

2014

  1. Autocorrelation in daily short-sale volume
    The Quarterly Review of Economics and Finance, 2014, 54, (1), 31-41 Downloads View citations (2)
  2. Economic freedom and the stability of stock prices: A cross-country analysis
    Journal of International Money and Finance, 2014, 41, (C), 182-196 Downloads View citations (16)
  3. SPECULATIVE TRADING IN REITS
    Journal of Financial Research, 2014, 37, (1), 55-74 Downloads View citations (2)
  4. Short Sales and Option Listing Decisions
    Financial Management, 2014, 43, (3), 703-724 Downloads
  5. Short sales and class-action lawsuits
    Journal of Financial Markets, 2014, 20, (C), 79-100 Downloads View citations (2)
  6. The information content of option ratios
    Journal of Banking & Finance, 2014, 43, (C), 179-187 Downloads View citations (8)
  7. 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 Downloads View citations (8)

2013

  1. Are short sellers incrementally informed prior to earnings announcements?
    Journal of Empirical Finance, 2013, 21, (C), 142-155 Downloads View citations (16)
  2. Comparing the information in short sales and put options
    Review of Quantitative Finance and Accounting, 2013, 41, (3), 567-583 Downloads View citations (12)
  3. Corporate lobbying, political connections, and the bailout of banks
    Journal of Banking & Finance, 2013, 37, (8), 3007-3017 Downloads View citations (86)
  4. Informed short sales and option introductions
    Annals of Finance, 2013, 9, (3), 365-382 Downloads

2012

  1. Concentrated short-selling activity: bear raids or contrarian trading?
    International Journal of Managerial Finance, 2012, 8, (3), 187-203 Downloads
  2. Informed or speculative: Short selling analyst recommendations
    Journal of Banking & Finance, 2012, 36, (1), 14-25 Downloads View citations (30)
  3. Short Interest and Frictions in the Flow of Information
    Financial Management, 2012, 41, (2), 371-394 Downloads View citations (10)
  4. Short sales, stealth trading, and the suspension of the uptick rule
    The Quarterly Review of Economics and Finance, 2012, 52, (1), 38-48 Downloads View citations (2)
  5. Short selling after hours
    Journal of Economics and Business, 2012, 64, (6), 439-451 Downloads View citations (1)
  6. Short selling of ADRs and foreign market short-sale constraints
    Journal of Banking & Finance, 2012, 36, (3), 886-897 Downloads View citations (12)
  7. 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 Downloads View citations (15)

2011

  1. Information in short selling: Comparing Nasdaq and the NYSE
    Review of Financial Economics, 2011, 20, (1), 1-10 Downloads
    Also in Review of Financial Economics, 2011, 20, (1), 1-10 (2011) Downloads
  2. REIT Short Sales and Return Predictability
    The Journal of Real Estate Finance and Economics, 2011, 42, (4), 481-503 Downloads View citations (19)
  3. Short selling around dividend announcements and ex-dividend days
    Journal of Corporate Finance, 2011, 17, (3), 628-639 Downloads View citations (13)

2010

  1. Signaling, Free Cash Flow and “Nonmonotonic” Dividends
    The Financial Review, 2010, 45, (1), 21-56 Downloads View citations (7)

2009

  1. INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?
    Journal of Financial Research, 2009, 32, (1), 1-21 Downloads View citations (20)
  2. Information and trade sizes: The case of short sales
    The Quarterly Review of Economics and Finance, 2009, 49, (4), 1371-1388 Downloads View citations (3)
  3. Short Selling and the Weekend Effect for NYSE Securities
    Financial Management, 2009, 38, (3), 603-630 Downloads View citations (20)

2008

  1. Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita
    Journal of Risk & Insurance, 2008, 75, (4), 967-996 Downloads View citations (10)
  2. Flexibility and dividends
    Journal of Corporate Finance, 2008, 14, (2), 133-152 Downloads View citations (24)
 
Page updated 2022-11-26