Details about Matthew Ringgenberg

Access statistics for papers by Matthew Ringgenberg.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pri259

Working Papers

2023

1. The Politics of Academic Research
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

2022

2. Reusing Natural Experiments
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
   Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2019) View citations (9)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (9)

2019

3. Do Index Funds Monitor?
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (8)
   See also Journal Article Do Index Funds Monitor?, The Review of Financial Studies, Society for Financial Studies (2022) View citations (22) (2022)

2016

4. Short interest and aggregate stock returns
   CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (25)
   See also Journal Article Short interest and aggregate stock returns, Journal of Financial Economics, Elsevier (2016) View citations (231) (2016)

Journal Articles

2025

1. Does Floor Trading Matter?
   Journal of Finance, 2025, 80, (1), 375-414

2023

2. Do Cross-Sectional Predictors Contain Systematic Information?
   Journal of Financial and Quantitative Analysis, 2023, 58, (3), 1172-1201 View citations (4)
3. Does Socially Responsible Investing Change Firm Behavior?*
   Review of Finance, 2023, 27, (6), 2057-2083 View citations (9)
4. The Demise of the NYSE and Nasdaq: Market Quality in the Age of Market Fragmentation
   Journal of Financial and Quantitative Analysis, 2023, 58, (7), 2753-2782 View citations (1)
5. The Information in Asset Fire Sales
   Management Science, 2023, 69, (9), 5066-5086 View citations (3)

2022

6. Do Index Funds Monitor?
   The Review of Financial Studies, 2022, 35, (1), 91-131 View citations (22)
   See also Working Paper Do Index Funds Monitor?, Swiss Finance Institute Research Paper Series (2019) View citations (8) (2019)
7. On index investing
   Journal of Financial Economics, 2022, 145, (3), 665-683 View citations (1)

2021

8. ETF Arbitrage, Non-Fundamental Demand, and Return Predictability*
   (The equity share in new issues and aggregate stock returns)
   Review of Finance, 2021, 25, (4), 937-972 View citations (26)

2019

9. The Economic Impact of Index Investing
   The Review of Financial Studies, 2019, 32, (9), 3461-3499 View citations (21)

2018

10. Short‐Selling Risk
    Journal of Finance, 2018, 73, (2), 755-786 View citations (13)

2016

11. Short interest and aggregate stock returns
    Journal of Financial Economics, 2016, 121, (1), 46-65 View citations (231)
    See also Working Paper Short interest and aggregate stock returns, CEMA Working Papers (2016) View citations (25) (2016)

2013

12. A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market
    Journal of Finance, 2013, 68, (2), 559-595 View citations (63)

2012

13. How are shorts informed?
    Journal of Financial Economics, 2012, 105, (2), 260-278 View citations (223)