Jesse Blocher

Vanderbilt University - Finance

Assistant Professor

401 21st Avenue South

Nashville, TN 37203

United States

SCHOLARLY PAPERS

12

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2,761

CITATIONS
Rank 45,043

SSRN RANKINGS

Top 45,043

in Total Papers Citations

3

Scholarly Papers (12)

1.

Benchmarking Commodity Investments

Journal of Futures Markets, Forthcoming
Number of pages: 44 Posted: 09 Mar 2016 Last Revised: 11 Sep 2017
Jesse Blocher, Ricky Cooper and Marat Molyboga
Vanderbilt University - Finance, Illinois Institute of Technology - Stuart School of Business, IIT and Efficient Capital Management, LLC
Downloads 856 (26,384)

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commodity investments, risk premia, smart beta, exchange traded funds

2.

The Long and the Short of it: Evidence of Year-End Price Manipulation by Short Sellers

AFA 2012 Chicago Meetings Paper
Number of pages: 51 Posted: 23 Mar 2009 Last Revised: 17 Nov 2012
Jesse Blocher, Joseph Engelberg and Adam V. Reed
Vanderbilt University - Finance, University of California, San Diego (UCSD) - Rady School of Management and University of North Carolina Kenan-Flagler Business School
Downloads 425 (66,036)
Citation 1

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Short Sales, Hedge Funds, Mutual Funds, Incentives, Manipulation

3.

Network Externalities in Mutual Funds

Journal of Financial Markets, 2016, Vanderbilt Owen Graduate School of Management Research Paper No. 1968488
Number of pages: 49 Posted: 06 Dec 2011 Last Revised: 17 Mar 2016
Jesse Blocher
Vanderbilt University - Finance
Downloads 364 (79,558)

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Mutual Funds, Hedge Funds, Networks, Externalities

4.

Connecting Two Markets: An Equilibrium Framework for Shorts, Longs and Stock Loans

Number of pages: 52 Posted: 15 Feb 2010 Last Revised: 17 Nov 2012
Vanderbilt University - Finance, University of North Carolina Kenan-Flagler Business School and University of Colorado at Boulder - Department of Finance
Downloads 301 (98,081)
Citation 2

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Short Selling, Supply and Demand, Equity Lending Market, Earnings Announcements, Dividends, Regulation

5.

Short Trading and Short Investing

Vanderbilt Owen Graduate School of Management Research Paper No. 3088833
Number of pages: 50 Posted: 18 Dec 2017 Last Revised: 22 Oct 2018
Jesse Blocher, Peter H. Haslag and Chi Zhang
Vanderbilt University - Finance, Vanderbilt University - Finance and University of Massachusetts Lowell
Downloads 187 (157,859)

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Informed trading, limits to arbitrage, price efficiency, short constraints, short volume, securities lending

6.

Supply Side Short-Selling Constraints: Who Is Buying When Shorts Are Selling?

Fox School of Business Research Paper No. 16-023
Number of pages: 46 Posted: 09 May 2016 Last Revised: 16 Dec 2016
Jesse Blocher and Chi Zhang
Vanderbilt University - Finance and University of Massachusetts Lowell
Downloads 150 (191,145)

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Securities Lending, Short Selling, Lottery Stocks, Investor Disagreement

7.

Short Covering

Number of pages: 42 Posted: 27 Aug 2018 Last Revised: 14 Feb 2019
Jesse Blocher and Matthew Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 137 (205,677)

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Informed trading, limits to arbitrage, return predictability, short covering, short interest, short volume

8.

Stock Options, Stock Loans, and the Law of One Price

Vanderbilt Owen Graduate School of Management Research Paper No. 3087563
Number of pages: 54 Posted: 08 Mar 2018
Jesse Blocher and Matthew Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 129 (215,848)

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Equity Options, Short Sales Constraints, Return Predictability, Price Efficiency, Equity Lending Market

The Revealed Preference of Sophisticated Investors

European Financial Management, Forthcoming, Vanderbilt Owen Graduate School of Management Research Paper No. 2844903
Number of pages: 46 Posted: 29 Sep 2016 Last Revised: 10 Jul 2017
Jesse Blocher and Marat Molyboga
Vanderbilt University - Finance and Efficient Capital Management, LLC
Downloads 101 (259,379)

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Benchmarks, Capital Asset Pricing Model, Hedge Funds

The Revealed Preference of Sophisticated Investors

European Financial Management, Vol. 23, Issue 5, pp. 839-872, 2017
Number of pages: 34 Posted: 05 Nov 2017
Jesse Blocher and Marat Molyboga
Vanderbilt University - Finance and Illinois Institute of Technology
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investor preferences, benchmarks, capital asset pricing model, return predictability

10.

Short Constraints are Persistent Constraints

Vanderbilt Owen Graduate School of Management Research Paper No. 3020309
Number of pages: 46 Posted: 21 Aug 2017 Last Revised: 07 Jun 2018
Jesse Blocher and Chi Zhang
Vanderbilt University - Finance and University of Massachusetts Lowell
Downloads 87 (283,590)

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Securities Lending, Short Selling, Limits to Arbitrage, Anomalies

11.

Risk Shifting or Just Risk-Adjusted Returns

Number of pages: 43 Posted: 30 Jun 2016
Jesse Blocher, Cheng Jiang and Marat Molyboga
Vanderbilt University - Finance, Illinois Institute of Technology, Stuart School of Business, Students and Efficient Capital Management, LLC
Downloads 24 (487,483)

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risk shifting, hedge funds, commodity trading advisors, sharpe ratios

12.

Phantom Liquidity and High Frequency Quoting

Journal of Trading, Vol. 11, No. 3, 6-15, 2016., https://doi.org/10.3905/jot.2016.11.3.006
Posted: 21 May 2019
Vanderbilt University - Finance, Illinois Institute of Technology - Stuart School of Business, IIT, Audencia Nantes School of Management and Illinois Institute of Technology - Stuart School of Business

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high frequency trading, phantom liquidity, limit order markets