Ryan J. Whitby

Utah State University - Huntsman School of Business

Assistant Professor of Finance

3500 Old Main Hill

Logan, UT 84322-3500

United States

SCHOLARLY PAPERS

27

DOWNLOADS
Rank 10,667

SSRN RANKINGS

Top 10,667

in Total Papers Downloads

4,314

CITATIONS
Rank 5,385

SSRN RANKINGS

Top 5,385

in Total Papers Citations

103

Scholarly Papers (27)

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
John M. Bizjak, Michael L. Lemmon and Ryan J. Whitby
Texas Christian University, University of Utah - Department of Finance and Utah State University - Huntsman School of Business
Downloads 1,765 (8,600)
Citation 95

Abstract:

Loading...

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 J. Whitby
Texas Christian University, University of Utah - Department of Finance and Utah State University - Huntsman School of Business

Abstract:

Loading...

2.

Skewness, Short Interest, and the Efficiency of Stock Prices

Number of pages: 31 Posted: 09 Jan 2016
Benjamin M. Blau and Ryan J. Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 405 (70,851)

Abstract:

Loading...

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

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 J. Whitby
Dixie State College of Utah and Utah State University - Huntsman School of Business
Downloads 81 (301,981)

Abstract:

Loading...

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 J. Whitby
Dixie State College of Utah and Utah State University - Huntsman School of Business

Abstract:

Loading...

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

4.

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 J. Whitby
University of Utah - Department of Finance, Dixie State College of Utah and Utah State University - Huntsman School of Business
Downloads 323 (91,821)
Citation 3

Abstract:

Loading...

Leasing, Capital Structure

5.

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
Benjamin M. Blau, J. Michael Pinegar and Ryan J. Whitby
Utah State University - Huntsman School of Business, Brigham Young University - Marriott School of Management and Utah State University - Huntsman School of Business
Downloads 243 (124,210)

Abstract:

Loading...

skewness, earnings announcements, short sale constraints

6.

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 J. Whitby
Utah State University - Huntsman School of Business, Marquette University and Utah State University - Huntsman School of Business
Downloads 235 (128,536)

Abstract:

Loading...

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

7.

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 J. Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 176 (168,455)
Citation 1

Abstract:

Loading...

Spread Volatility, Illiquidity Premia

8.

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

Number of pages: 35 Posted: 29 Feb 2016
Rayliant Global Advisors, Research Affiliates LLC, Texas Tech, Rawls College of Business and Utah State University - Huntsman School of Business
Downloads 172 (171,918)

Abstract:

Loading...

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

9.

Maximum Bid-Ask Spreads and Expected Stock Returns

Number of pages: 33 Posted: 09 Jan 2016
Benjamin M. Blau and Ryan J. Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 139 (206,626)

Abstract:

Loading...

Illiquidity Premium, Bid-Ask Spreads, Liquidity Risk

10.

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

Number of pages: 27 Posted: 29 Jan 2016
Keith Jakob and Ryan J. Whitby
University of Montana - Department of Accounting and Finance and Utah State University - Huntsman School of Business
Downloads 130 (216,737)

Abstract:

Loading...

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

11.

Skewness Preferences and Gambling Cultures

Number of pages: 29 Posted: 31 Jan 2016 Last Revised: 23 Mar 2016
Benjamin M. Blau, Jason C. Hsu and Ryan J. Whitby
Utah State University - Huntsman School of Business, Rayliant Global Advisors and Utah State University - Huntsman School of Business
Downloads 112 (242,104)

Abstract:

Loading...

Lotteries, Gambling, Skewness, Stock Returns

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 J. Whitby
Utah State University - Huntsman School of Business, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Utah State University - Huntsman School of Business
Downloads 97 (267,218)
Citation 4

Abstract:

Loading...

options, lotteries, volatility

13.

Does Probability Weighting Drive Skewness Preferences?

9th Conference on Financial Markets and Corporate Governance (FMCG) 2018, 30th Australasian Finance and Banking Conference 2017
Number of pages: 34 Posted: 14 Jul 2017 Last Revised: 17 Apr 2018
Benjamin M. Blau, Jared DeLisle and Ryan J. Whitby
Utah State University - Huntsman School of Business, Utah State University and Utah State University - Huntsman School of Business
Downloads 76 (310,647)

Abstract:

Loading...

Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

14.

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 J. Whitby
Utah State University - Huntsman School of Business, Marquette University and Utah State University - Huntsman School of Business
Downloads 61 (349,454)
Citation 1

Abstract:

Loading...

REITs, Liquidity

15.

Network Connections in REIT Markets

Number of pages: 32 Posted: 31 Jan 2016
Marquette University, University of Georgia - Department of Finance, Texas Tech University and Utah State University - Huntsman School of Business
Downloads 59 (355,216)

Abstract:

Loading...

REITs, Networks, Boards of Directors, Connections

16.

Market Responses to Sale-and-Leasebacks

Real Estate Finance, 2013, 29(6), 1-7.
Number of pages: 5 Posted: 30 Jan 2016
Ryan J. Whitby
Utah State University - Huntsman School of Business
Downloads 49 (386,823)
Citation 1

Abstract:

Loading...

sale and leaseback, leasing,

17.

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 J. Whitby and Benjamin M. Blau
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 48 (390,377)

Abstract:

Loading...

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

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
George D. Cashman, Stuart Gillan and Ryan J. Whitby
Marquette University, University of Georgia - Department of Finance and Utah State University - Huntsman School of Business
Downloads 45 (400,717)
Citation 2

Abstract:

Loading...

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

19.

Comovement and Informational Opacity

Number of pages: 32 Posted: 08 Jan 2016
Benjamin M. Blau and Ryan J. Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 42 (411,712)

Abstract:

Loading...

Comovement, Bank Opacity, Opaque Assets, Intermediation, Risk

20.

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 J. Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 39 (423,037)

Abstract:

Loading...

Speculative Trading, REITs, Real Estate Bubble

21.

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 J. Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 16 (538,334)

Abstract:

Loading...

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

22.

Price Discovery in the Treasury‐Bill When‐Issued Market

Financial Review, Vol. 48, Issue 1, pp. 1-24, 2013
Number of pages: 24 Posted: 24 Jan 2013
Texas Tech University - Department of Finance, California State University, Stanislaus - Department of Kinesiology, Utah State University - Huntsman School of Business and Texas Tech University
Downloads 1 (643,712)
Citation 1
  • Add to Cart

Abstract:

Loading...

price discovery, when‐issued trading

23.

Idiosyncratic Kurtosis and Expected Returns

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

Abstract:

Loading...

Kurtosis, Leptokurtic Risk

24.

Option Introductions and the Skewness of Stock Returns

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

Abstract:

Loading...

Option Listing Decisions, Skewness, Option Volume

25.

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 J. Whitby
Utah State University - Huntsman School of Business, Texas Tech University - Area of Finance and Utah State University - Huntsman School of Business

Abstract:

Loading...

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

26.

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
Jason C. Hsu, Brett W. Myers and Ryan J. Whitby
Rayliant Global Advisors, Texas Tech, Rawls College of Business and Utah State University - Huntsman School of Business

Abstract:

Loading...

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

27.

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

Abstract:

Loading...

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