Jesse Blocher

Vanderbilt University - Finance

Assistant Professor

401 21st Avenue South

Nashville, TN 37203

United States

SCHOLARLY PAPERS

12

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Rank 17,049

SSRN RANKINGS

Top 17,049

in Total Papers Downloads

3,439

SSRN CITATIONS
Rank 22,446

SSRN RANKINGS

Top 22,446

in Total Papers Citations

20

CROSSREF CITATIONS

23

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 977 (27,391)
Citation 1

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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 451 (76,080)

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

3.

Short Covering

Number of pages: 42 Posted: 27 Aug 2018 Last Revised: 14 Feb 2019
Jesse Blocher and Matthew C. Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 407 (86,339)
Citation 2

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

4.

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 390 (90,166)
Citation 8

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Mutual Funds, Hedge Funds, Networks, Externalities

5.

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 333 (107,918)
Citation 15

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

6.

Short Trading and Short Investing

Vanderbilt Owen Graduate School of Management Research Paper No. 3088833, Journal of Empirical Finance, Vol. 59, 2020
Number of pages: 47 Posted: 18 Dec 2017 Last Revised: 15 Oct 2020
Jesse Blocher, Peter H. Haslag and Chi Zhang
Vanderbilt University - Finance, Vanderbilt University - Finance and University of Massachusetts Lowell
Downloads 230 (158,748)
Citation 1

Abstract:

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

7.

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 C. Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 223 (162,914)
Citation 4

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

8.

Who is buying and (not) lending when shorts are selling?

Journal of Financial Markets, Forthcoming
Number of pages: 33 Posted: 09 May 2016 Last Revised: 13 Jan 2021
Jesse Blocher and Chi Zhang
Vanderbilt University - Finance and University of Massachusetts Lowell
Downloads 177 (201,161)
Citation 1

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Securities Lending, Short Selling, Disagreement, Lottery Stocks

9.
Downloads 112 (288,892)
Citation 5

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 112 (290,408)
Citation 1

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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 Efficient Capital Management, LLC
Downloads 0
Citation 1
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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 102 (308,120)

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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 37 (510,953)
Citation 1

Abstract:

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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

Abstract:

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high frequency trading, phantom liquidity, limit order markets