Ryan Whitby

Utah State University - Huntsman School of Business

Assistant Professor of Finance

3500 Old Main Hill

Logan, UT 84322-3500

United States

SCHOLARLY PAPERS

26

DOWNLOADS
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Top 15,508

in Total Papers Downloads

6,034

SSRN CITATIONS
Rank 15,646

SSRN RANKINGS

Top 15,646

in Total Papers Citations

87

CROSSREF CITATIONS

6

Scholarly Papers (26)

Option Backdating and Board Interlocks

Review of Financial Studies, 2009, 22, 4821-4847
Number of pages: 42 Posted: 24 Nov 2006 Last Revised: 01 Feb 2016
Texas Christian University, University of Utah - Department of Finance and Utah State University - Huntsman School of Business
Downloads 1,915 (16,135)
Citation 32

Abstract:

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corporate governance, board of directors, stock options, backdating

Option Backdating and Board Interlocks

The Review of Financial Studies, Vol. 22, Issue 11, pp. 4821-4847, 2009
Posted: 08 Dec 2009
John M. Bizjak, Michael Lemmon and Ryan Whitby
Texas Christian University, University of Utah - Department of Finance and Utah State University - Huntsman School of Business

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2.

The Information Content of Option Ratios

Journal of Banking and Finance, Vol. 43, 2014
Number of pages: 29 Posted: 17 May 2013 Last Revised: 01 Feb 2016
Benjamin M. Blau, Nga Nguyen and Ryan Whitby
Utah State University - Huntsman School of Business, Marquette University and Utah State University - Huntsman School of Business
Downloads 512 (103,673)

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Put-Call Ratios, Option Volume-to-Stock Volume Ratio, Informed Trading, Return Predictability

Evidence of Motives and Market Reactions to Sale and Leasebacks

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 1, 2012
Number of pages: 14 Posted: 17 Nov 2015
Kyle S. Wells and Ryan Whitby
Dixie State College of Utah and Utah State University - Huntsman School of Business
Downloads 164 (335,302)

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Evidence of Motives and Market Reactions to Sale and Leasebacks

Journal of Applied Finance, Spring/Summer 2012, Volume 22, Issue 1, pp. 56-69
Posted: 29 Jul 2012
Kyle S. Wells and Ryan Whitby
Dixie State College of Utah and Utah State University - Huntsman School of Business

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Sale and leasback, financing, tax, liquidity, capital constraints, debt structure

4.

Skewness, Short Interest, and the Efficiency of Stock Prices

Number of pages: 31 Posted: 09 Jan 2016
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 479 (112,362)

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Skewness, Short-Sale Constraints, Short Interest, Price Delay, Market Efficiency

5.

Do Leases Expand Debt Capacity?

Journal of Corporate Finance, Vol. 23, 2013
Number of pages: 40 Posted: 02 Apr 2008 Last Revised: 01 Feb 2016
Jim Schallheim, Kyle S. Wells and Ryan Whitby
University of Utah - Department of Finance, Dixie State College of Utah and Utah State University - Huntsman School of Business
Downloads 426 (128,991)
Citation 3

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Leasing, Capital Structure

6.

The Volatility of Bid-Ask Spreads

Financial Management, 2015, 44(4) 851-874
Number of pages: 39 Posted: 17 May 2013 Last Revised: 01 Feb 2016
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 317 (178,737)
Citation 1

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Spread Volatility, Illiquidity Premia

7.

Skewness and the Asymmetry in Earnings Announcement Returns

Journal of Financial Research, Vol. Summer, No. 2, 2015
Number of pages: 29 Posted: 12 Jan 2009 Last Revised: 01 Feb 2016
Utah State University - Huntsman School of Business, Brigham Young University - Marriott School of Management and Utah State University - Huntsman School of Business
Downloads 273 (208,772)

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skewness, earnings announcements, short sale constraints

8.

Maximum Bid-Ask Spreads and Expected Stock Returns

Number of pages: 33 Posted: 09 Jan 2016
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 232 (245,078)
Citation 1

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Illiquidity Premium, Bid-Ask Spreads, Liquidity Risk

9.

Dynamic Segment Timing and the Predictability of Actively Managed Mutual Fund Returns

Number of pages: 35 Posted: 29 Feb 2016
Research AffiliatesRayliant Global Advisors, Research Affiliates Global Advisors, Texas Tech, Rawls College of Business and Utah State University - Huntsman School of Business
Downloads 229 (248,156)

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Mutual fund, mutual fund return predictability, mutual fund investment, active management

10.

Market Responses to Sale-and-Leasebacks

Real Estate Finance, 2013, 29(6), 1-7.
Number of pages: 5 Posted: 30 Jan 2016
Ryan Whitby
Utah State University - Huntsman School of Business
Downloads 200 (281,368)
Citation 1

Abstract:

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sale and leaseback, leasing,

11.

The Impact of Nominal Stock Price on Ex-Dividend Price Responses

Number of pages: 27 Posted: 29 Jan 2016
Keith Jakob and Ryan Whitby
University of Montana - Department of Accounting and Finance and Utah State University - Huntsman School of Business
Downloads 178 (312,277)
Citation 1

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Ex-Dividend Price Responses, Nominal Stock Price, Market Reactions

12.

Gambling Preferences, Options Markets, and Volatility

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 38 Posted: 03 Jul 2013 Last Revised: 01 Feb 2016
Benjamin M. Blau, Boone Bowles and Ryan Whitby
Utah State University - Huntsman School of Business, Mays Business School at Texas A&M University and Utah State University - Huntsman School of Business
Downloads 175 (317,078)
Citation 6

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options, lotteries, volatility

13.

Skewness Preferences and Gambling Cultures

Number of pages: 29 Posted: 31 Jan 2016 Last Revised: 23 Mar 2016
Utah State University - Huntsman School of Business, Research AffiliatesRayliant Global Advisors and Utah State University - Huntsman School of Business
Downloads 165 (333,583)

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Lotteries, Gambling, Skewness, Stock Returns

14.

Does Probability Weighting Drive Skewness Preferences?

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018, 30th Australasian Finance and Banking Conference 2017, Journal of Behavioral Finance 21 (3), 233-247
Number of pages: 34 Posted: 14 Jul 2017 Last Revised: 26 Mar 2021
Benjamin M. Blau, Jared DeLisle and Ryan Whitby
Utah State University - Huntsman School of Business, Utah State University and Utah State University - Huntsman School of Business
Downloads 164 (335,331)
Citation 7

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Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

15.

The Distribution of REIT Liquidity

Journal of Real Estate Literature, Vol. 23, No. 2, 2015
Number of pages: 34 Posted: 05 Jun 2013 Last Revised: 01 Feb 2016
Benjamin M. Blau, Nga Nguyen and Ryan Whitby
Utah State University - Huntsman School of Business, Marquette University and Utah State University - Huntsman School of Business
Downloads 118 (435,116)
Citation 1

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REITs, Liquidity

16.

Rethinking Decimalization The Impact of Increased Tick Sizes on Trading Activity and Volatility

Mercatus Research Paper, 2018
Number of pages: 38 Posted: 21 May 2018 Last Revised: 09 May 2019
Ryan Whitby and Benjamin M. Blau
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 112 (452,365)

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decimalization, tick sizes, trading volume, volatility, market quality

17.

Network Connections in REIT Markets

Number of pages: 32 Posted: 31 Jan 2016
Texas Tech UniversityMarquette University, University of Georgia - Department of Finance, Texas Tech University and Utah State University - Huntsman School of Business
Downloads 88 (532,208)

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REITs, Networks, Boards of Directors, Connections

18.

Human and Social Capital in the Labor Market for Directors

Advances in Financial Economics, Vol. 16, 2013
Number of pages: 33 Posted: 29 Jan 2016
Texas Tech UniversityMarquette University, University of Georgia - Department of Finance and Utah State University - Huntsman School of Business
Downloads 83 (551,584)
Citation 1

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Boards of Directors, Human Capital, Social Capital, Director Selection, Director Effectiveness, Networks

19.

The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions

Mercatus Research Paper
Number of pages: 37 Posted: 08 Jan 2019 Last Revised: 11 Jan 2019
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 77 (576,349)

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market efficiency, institutional quality, American depositary receipts, political stability, judicial efficiency, accounting quality, board of director rights.

20.

Comovement and Informational Opacity

Number of pages: 32 Posted: 08 Jan 2016
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 66 (626,822)

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Comovement, Bank Opacity, Opaque Assets, Intermediation, Risk

21.

Speculative Trading in Reits

Journal of Financial Research, Vol. 37, No. 1, 2014
Number of pages: 39 Posted: 17 May 2013 Last Revised: 01 Feb 2016
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 61 (652,365)

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Speculative Trading, REITs, Real Estate Bubble

22.

Idiosyncratic Kurtosis and Expected Returns

Posted: 21 May 2019
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business

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Kurtosis, Leptokurtic Risk

23.

Option Introductions and the Skewness of Stock Returns

Posted: 03 Feb 2017
Benjamin M. Blau and Ryan Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business

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Option Listing Decisions, Skewness, Option Volume

24.

The Financial Impact of Lender-of-Last-Resort Borrowing from the Federal Reserve During the Financial Crisis

Journal of Financial Research, Vol. 39, No. 2, Pp. 179–206, 2016
Posted: 11 Jul 2016
Benjamin M. Blau, Scott E. Hein and Ryan Whitby
Utah State University - Huntsman School of Business, Texas Tech University and Utah State University - Huntsman School of Business

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Lender-Of-Last-Resort, Public Information, Private Information, Abnormal Returns

25.

Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies

Journal of Portfolio Management, Vol. 42, No. 2, 2016
Posted: 06 Feb 2015 Last Revised: 28 Dec 2016
Research AffiliatesRayliant Global Advisors, Texas Tech, Rawls College of Business and Utah State University - Huntsman School of Business

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value premium, mutual fund performance, behavioral finance, IRR, factor investing

26.

REIT Momentum and Characteristic-Related REIT Returns

Journal of Real Estate Finance and Economics, Vol. 47, No. 3, 2013
Posted: 18 Sep 2013
Texas Tech University - Area of Finance, Texas Tech University, Texas Tech University - Department of Finance and Utah State University - Huntsman School of Business

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Real Estate Investment Trusts (REITs), return momentum, characteristics models, factor models, monetary policy