Benjamin M. Blau

Utah State University - Huntsman School of Business

3500 Old Main Hill

Logan, UT 84322

United States

SCHOLARLY PAPERS

69

DOWNLOADS
Rank 6,157

SSRN RANKINGS

Top 6,157

in Total Papers Downloads

12,852

SSRN CITATIONS
Rank 10,464

SSRN RANKINGS

Top 10,464

in Total Papers Citations

116

CROSSREF CITATIONS

36

Scholarly Papers (69)

1.

Short Selling around Dividend Announcements and Ex-Dividend Days

Number of pages: 34 Posted: 29 May 2008 Last Revised: 17 Nov 2009
Benjamin M. Blau, Kathleen P. Fuller and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - School of Business Administration and University of Mississippi - Department of Finance
Downloads 642 (76,772)
Citation 2

Abstract:

Loading...

Dividends, Short Selling

2.

Corporate Lobbying, Political Connections, and the 2008 Troubled Asset Relief Program

Number of pages: 33 Posted: 05 Jul 2011 Last Revised: 01 Oct 2011
Benjamin M. Blau, Tyler Brough and Diana Weinert Thomas
Utah State University - Huntsman School of Business, Utah State University and Creighton University
Downloads 549 (93,483)
Citation 6

Abstract:

Loading...

Lobbying, Corporate Bailouts, Government Policy, Regulation of Financial Institutions

3.

Short Selling and the Weekend Effect for Nyse Securities

Number of pages: 33 Posted: 15 Feb 2007 Last Revised: 29 Aug 2008
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 496 (106,017)
Citation 4

Abstract:

Loading...

short selling, short sales, Weekend effect, Monday effect

4.

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 491 (107,285)

Abstract:

Loading...

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

5.

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 478 (110,764)

Abstract:

Loading...

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

6.

Short Interest vs. Short Selling

Number of pages: 26 Posted: 20 Sep 2011
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 459 (116,216)
Citation 3

Abstract:

Loading...

Short Interest, Short Sales, Informed Trading

7.

Intraday Stealth Trading: Which Trades Move Prices During Periods of High Volume?

Number of pages: 31 Posted: 30 Jul 2008
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 453 (118,037)
Citation 14

Abstract:

Loading...

Stealth Trading, intraday, volume, trade size

8.

Short Selling ADRs and Foreign Market Short-Sale Constraints

Number of pages: 37 Posted: 03 Jun 2010
Benjamin M. Blau, Richard S. Warr and Robert A. Van Ness
Utah State University - Huntsman School of Business, North Carolina State University and University of Mississippi - Department of Finance
Downloads 421 (128,575)

Abstract:

Loading...

9.

Comparing the Information in Short Sales and Put Options

Number of pages: 26 Posted: 23 Feb 2009 Last Revised: 21 Aug 2011
Benjamin M. Blau and Chip Wade
Utah State University - Huntsman School of Business and University of Mississippi
Downloads 408 (133,354)
Citation 8

Abstract:

Loading...

Short Selling, Options, Informed Trading

10.

Do Sophisticated Investors Interpret Earnings Conference Call Tone Differently than Investors at Large? Evidence from Short Sales

Journal of Corporate Finance, Vol. 31, 203-219, 2015
Number of pages: 45 Posted: 19 Sep 2012 Last Revised: 19 Mar 2015
Benjamin M. Blau, Jared DeLisle and S. McKay Price
Utah State University - Huntsman School of Business, Utah State University and Lehigh University - Perella Department of Finance
Downloads 396 (137,949)
Citation 14

Abstract:

Loading...

Earnings conference calls; Disclosure; Linguistic analysis; Information processing; Short selling

11.

Informed or Speculative: Short Selling Analyst Recommendations

Number of pages: 38 Posted: 15 Oct 2008 Last Revised: 02 Oct 2009
Benjamin M. Blau and Chip Wade
Utah State University - Huntsman School of Business and University of Mississippi
Downloads 359 (153,898)
Citation 8

Abstract:

Loading...

12.

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 (175,938)
Citation 1

Abstract:

Loading...

Spread Volatility, Illiquidity Premia

13.

Short Sales, Informed Trading, and Merger Announcements

Number of pages: 32 Posted: 08 Feb 2010 Last Revised: 28 Sep 2011
Benjamin M. Blau, Kathleen P. Fuller and Chip Wade
Utah State University - Huntsman School of Business, University of Mississippi - School of Business Administration and University of Mississippi
Downloads 315 (177,089)

Abstract:

Loading...

Short Selling, Merger and Acquisition, Informed Trading, Merger Characteristics

14.

Short Selling in Volatile Markets

Number of pages: 30 Posted: 12 Jan 2009
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 302 (185,123)
Citation 2

Abstract:

Loading...

15.

Autocorrelation in Daily Short-Sale Volume

Number of pages: 36 Posted: 29 Aug 2008 Last Revised: 23 Jul 2014
Benjamin M. Blau and Jason M. Smith
Utah State University - Huntsman School of Business and Utah State University
Downloads 275 (204,036)
Citation 2

Abstract:

Loading...

short selling, autocorrelation

16.

Short Sellers' Informational Advantage and the Turn-of-the-Month Anomaly

Number of pages: 29 Posted: 16 Jan 2009 Last Revised: 06 Dec 2010
Benjamin M. Blau and Andriy Shkilko
Utah State University - Huntsman School of Business and Wilfrid Laurier University - Lazaridis School of Business and Economics
Downloads 273 (205,509)

Abstract:

Loading...

short selling, return anomalies, arbitrage

17.

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 Whitby
Utah State University - Huntsman School of Business, Brigham Young University - Marriott School of Management and Utah State University - Huntsman School of Business
Downloads 273 (205,509)

Abstract:

Loading...

skewness, earnings announcements, short sale constraints

18.

Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita

Number of pages: 40 Posted: 06 Feb 2007 Last Revised: 05 Sep 2008
Benjamin M. Blau, Robert A. Van Ness and Chip Wade
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi
Downloads 229 (244,238)

Abstract:

Loading...

short selling, short sales, hurricane, castastrophe

19.

Information in Short Selling: Comparing NASDAQ and the NYSE

Number of pages: 31 Posted: 03 Dec 2008 Last Revised: 23 Mar 2009
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 228 (245,297)
Citation 1

Abstract:

Loading...

20.

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 227 (246,359)
Citation 1

Abstract:

Loading...

Illiquidity Premium, Bid-Ask Spreads, Liquidity Risk

21.

Short Sales, Class-Action Lawsuits, and Potential Information Leakages

Number of pages: 32 Posted: 08 Jan 2011
Benjamin M. Blau and Philip L. Tew
Utah State University - Huntsman School of Business and Arkansas State University
Downloads 224 (249,490)
Citation 6

Abstract:

Loading...

Class-Action Lawsuits, Short Selling, Abnormal Returns, Information Leakage

22.

Are Short Sellers Incrementally Informed Prior to Earnings Announcements

Journal of Empirical Finance, Forthcoming
Number of pages: 35 Posted: 17 Jul 2010 Last Revised: 05 Sep 2013
Benjamin M. Blau and J. Michael Pinegar
Utah State University - Huntsman School of Business and Brigham Young University - Marriott School of Management
Downloads 223 (250,548)
Citation 5

Abstract:

Loading...

short selling, earnings announcements, short-sale constraints

23.

Daily Short Selling Around Reverse Stock Splits

Number of pages: 38 Posted: 22 Jul 2022 Last Revised: 15 Dec 2022
Benjamin M. Blau, Justin Cox, Todd Griffith and Ryan Voges
Utah State University - Huntsman School of Business, Appalachian State University, Utah State University and University of Utah
Downloads 216 (258,164)
Citation 1

Abstract:

Loading...

Short Selling; Reverse Stock Splits; Market Efficiency

24.

The Optimal Trade Size Choice of Informed Short Sellers

Number of pages: 31 Posted: 15 May 2008 Last Revised: 05 Aug 2009
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 210 (265,000)
Citation 1

Abstract:

Loading...

Stealth Trading, Short Selling

REIT Short Sales and Return Predictability

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 36 Posted: 06 Oct 2008 Last Revised: 19 Jun 2009
Benjamin M. Blau, Matthew D. Hill and Hao Wang
Utah State University - Huntsman School of Business, Arkansas State University and University of Mississippi
Downloads 208 (266,554)

Abstract:

Loading...

short sales, REITs

REIT Short Sales and Return Predictability

Journal of Real Estate Finance and Economics, Vol. 42, No. 4, 2011
Posted: 29 Jan 2011
Benjamin M. Blau, Matthew D. Hill and Hao Wang
Utah State University - Huntsman School of Business, Arkansas State University and University of Mississippi

Abstract:

Loading...

REIT, Short Sale, Return Predictability, Price Efficiency

26.

Information or Speculation: What Motivates Pre-Earnings Announcement Option Activity?

Number of pages: 32 Posted: 08 Jun 2011 Last Revised: 22 Jun 2011
Dallin Alldredge, Benjamin M. Blau and J. Michael Pinegar
Florida International University, Utah State University - Huntsman School of Business and Brigham Young University - Marriott School of Management
Downloads 205 (270,981)
Citation 1

Abstract:

Loading...

Informed Trading, Speculation, Options

27.

Bear Raids by Short Sellers

Number of pages: 28 Posted: 05 Mar 2011
Benjamin M. Blau and Tyler Brough
Utah State University - Huntsman School of Business and Utah State University
Downloads 194 (284,788)

Abstract:

Loading...

Short Selling, Market Efficiency, Manipulative Trading

28.

Short Sales and Option Listing Decisions

Number of pages: 33 Posted: 29 Aug 2008 Last Revised: 06 Mar 2011
Benjamin M. Blau and Tyler Brough
Utah State University - Huntsman School of Business and Utah State University
Downloads 188 (293,078)

Abstract:

Loading...

short selling, option listing, short-sale constraints

29.

Informed Trading Strategies with Borrowing Costs

Number of pages: 41 Posted: 28 Jan 2010 Last Revised: 16 Jul 2014
Benjamin M. Blau and Jason M. Smith
Utah State University - Huntsman School of Business and Utah State University
Downloads 176 (310,608)
Citation 1

Abstract:

Loading...

Informed Trading, Borrowing Costs, Stealth Trading, Short Selling, Signaling

30.

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 174 (313,819)
Citation 6

Abstract:

Loading...

options, lotteries, volatility

31.

Trade-Size and Price Clustering: The Case of Short Sales

Number of pages: 42 Posted: 30 Oct 2008
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 173 (315,403)

Abstract:

Loading...

Short Selling, Clustering, price clustering, trade size clustering

32.

Skewness Preferences and Gambling Cultures

Number of pages: 29 Posted: 31 Jan 2016 Last Revised: 23 Mar 2016
Benjamin M. Blau, Jason C. Hsu, Jason C. Hsu and Ryan Whitby
Utah State University - Huntsman School of Business, Research AffiliatesRayliant Global Advisors and Utah State University - Huntsman School of Business
Downloads 165 (328,589)

Abstract:

Loading...

Lotteries, Gambling, Skewness, Stock Returns

33.

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 162 (333,835)
Citation 7

Abstract:

Loading...

Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

34.

The Volatility of Exchange Rates and Its Effect on Skewness and Kurtosis in Financial Markets

Number of pages: 28 Posted: 26 Dec 2015
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 156 (344,530)

Abstract:

Loading...

Foreign Exchange, Currency Risk, Skewness, Kurtosis, Bubbles, Financial Markets

35.

Price Delay, Short Interest and the NASDAQ Bubble

Number of pages: 38 Posted: 28 Jan 2010
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 137 (382,207)

Abstract:

Loading...

Price Delay, Short Sales, Short Interest, Market Efficiency, NASDAQ Bubble

36.

Skewness Preferences, Asset Prices, and Investor Sentiment

Number of pages: 28 Posted: 26 Jan 2016
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 127 (405,642)

Abstract:

Loading...

Skewness Preferences, Prospect Theory, Investor Sentiment, Lottery Stocks

37.

Informed Trading During the Intraday: The Case of Short Sellers

Number of pages: 27 Posted: 17 May 2013
Benjamin M. Blau, Tyler Brough and Julian Zhang
Utah State University - Huntsman School of Business, Utah State University and University of Utah
Downloads 123 (415,489)

Abstract:

Loading...

Short Selling, Informed Trading, Intraday Trading

38.

Short Selling After Hours

Number of pages: 28 Posted: 18 Oct 2011
Dallin Alldredge, Benjamin M. Blau and Tyler Brough
Florida International University, Utah State University - Huntsman School of Business and Utah State University
Downloads 123 (415,489)
Citation 1

Abstract:

Loading...

Short Sales, After Hours Trading, Informed Trading

39.

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 116 (434,033)
Citation 1

Abstract:

Loading...

REITs, Liquidity

40.

Economic Freedom and Financial Market Liquidity: Evidence from ADRs

Number of pages: 38 Posted: 27 Dec 2015 Last Revised: 11 Jan 2016
Benjamin M. Blau and Diana Weinert Thomas
Utah State University - Huntsman School of Business and Creighton University
Downloads 114 (439,681)
Citation 1

Abstract:

Loading...

Economic Freedom, Free Trade, Property Rights, Bid-Ask Spreads, Liquidity, Price Impact

41.

The Reaction of European Credit Default Swap Spreads to the U.S. Credit Rating Downgrade

International Review of Economics & Finance, Vol. 34, 2014
Number of pages: 28 Posted: 17 May 2013 Last Revised: 26 Apr 2018
Benjamin M. Blau and Brian Roseman
Utah State University - Huntsman School of Business and Oklahoma State University - Department of Finance
Downloads 113 (442,582)
Citation 1

Abstract:

Loading...

Credit Default Swaps, Sovereign Credit Ratings

42.

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 111 (448,529)

Abstract:

Loading...

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

43.

Exchange Rate Volatility and the Stability of Stock Prices

Number of pages: 31 Posted: 26 Dec 2015
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 111 (448,529)
Citation 1

Abstract:

Loading...

Foreign Exchange, Currency Risk, Volatility, Stock Prices

44.

REITs and Market Friction

Number of pages: 37 Posted: 03 Oct 2011 Last Revised: 05 Jun 2014
Benjamin M. Blau, Jared F. Egginton and Matthew D. Hill
Utah State University - Huntsman School of Business, Boise State University - College of Business & Economics and Arkansas State University
Downloads 111 (448,529)

Abstract:

Loading...

REITs, price delay, market frictions, microstructure

45.

Market Migration: Informed Short Sales and Option Introductions

Number of pages: 28 Posted: 08 Apr 2010
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 111 (448,529)
Citation 2

Abstract:

Loading...

short selling, Information, Market Migration

46.

Throwing in the Towel: When Short Sellers Fail-to-Deliver Price Reversals

Number of pages: 33 Posted: 05 Mar 2011
Benjamin M. Blau and Tyler Brough
Utah State University - Huntsman School of Business and Utah State University
Downloads 110 (451,552)

Abstract:

Loading...

The Gambler's Fallacy in Financial Markets: The Case of Short Sellers

Number of pages: 29 Posted: 14 Nov 2022
Benjamin M. Blau, Todd Griffith and Ryan Whitby
Utah State University - Huntsman School of Business, Utah State University and Utah State University
Downloads 68 (617,711)

Abstract:

Loading...

Behavioral Finance, Short Selling, Gambler's Fallacy, Behavioral Bias, Informed trading

The Gambler's Fallacy in Financial Markets: The Case of Short Sellers

Number of pages: 29 Posted: 22 Jun 2023
Ryan Whitby, Benjamin M. Blau and Todd Griffith
Utah State University, Utah State University - Huntsman School of Business and Utah State University
Downloads 35 (831,753)

Abstract:

Loading...

behavioral finance, Short Selling, Gambler's Fallacy, Behavioral Bias, Informed trading

48.

Economic Freedom and the Stability of Stock Prices: A Cross-Country Analysis

Number of pages: 29 Posted: 17 May 2013
Benjamin M. Blau, Tyler Brough and Diana Weinert Thomas
Utah State University - Huntsman School of Business, Utah State University and Creighton University
Downloads 99 (486,357)
Citation 2

Abstract:

Loading...

ADRs, Economic Freedom, Volatility

49.

Options and Market Friction

Number of pages: 28 Posted: 05 Mar 2011
Benjamin M. Blau and Tyler Brough
Utah State University - Huntsman School of Business and Utah State University
Downloads 96 (496,248)

Abstract:

Loading...

Options, Friction, Price Delay

50.

The Substitutability between Short Sales and Bearish-Option Activity

Number of pages: 31 Posted: 05 Mar 2011
Benjamin M. Blau and Tyler Brough
Utah State University - Huntsman School of Business and Utah State University
Downloads 93 (506,544)

Abstract:

Loading...

Short Sales, Options, Informed Trading

51.

Short Sales, Stealth Trading, and the Suspension of the Uptick Rule

Number of pages: 28 Posted: 05 Mar 2011
Benjamin M. Blau and Tyler Brough
Utah State University - Huntsman School of Business and Utah State University
Downloads 90 (517,154)
Citation 1

Abstract:

Loading...

Short Sales, Uptick Rule, Stealth Trading

52.

Gambling Cultures and Stock Price Volatility: A Cross-Country Analysis

Number of pages: 32 Posted: 27 Dec 2015
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 88 (524,458)
Citation 1

Abstract:

Loading...

Gambling, Lotteries, Stock Price Volatility

53.

Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis

Number of pages: 28 Posted: 27 Dec 2015
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 79 (559,703)
Citation 5

Abstract:

Loading...

Religiosity, Volatility, Risk Aversion, Managerial Decision Making

54.

Political Connections and Emergency Lending by the Federal Reserve

Number of pages: 39 Posted: 27 Dec 2015
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 77 (567,883)
Citation 8

Abstract:

Loading...

Political Connections, Lobbying, Financial Crisis, Federal Reserve, Emergency Lending, Discount Window, Term Auction Facility

55.

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 74 (580,905)

Abstract:

Loading...

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

56.

Economic Freedom and Crashes in Financial Markets

Number of pages: 33 Posted: 26 Dec 2015 Last Revised: 01 Jan 2016
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 73 (585,302)
Citation 3

Abstract:

Loading...

Economic Freedom, Crashes, Skewness

57.

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 (617,725)

Abstract:

Loading...

Comovement, Bank Opacity, Opaque Assets, Intermediation, Risk

58.

Societal Trust and the Liquidity of ADRs

Number of pages: 38 Posted: 27 Dec 2015 Last Revised: 21 Jan 2016
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 62 (637,872)

Abstract:

Loading...

Social Capital, Trust, Liquidity, Trade, Financial Markets

59.

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 (643,003)

Abstract:

Loading...

Speculative Trading, REITs, Real Estate Bubble

60.

Equity Borrowing Constraints and the Informed Trading Strategies of Short Sellers

Number of pages: 39 Posted: 23 Dec 2022
Utah State University - Huntsman School of Business, The University of San Diego - Knauss School of Business, James Madison University- Department of Finance and Utah State University
Downloads 49 (711,520)

Abstract:

Loading...

Short selling, borrowing constraints, trading

61.

The Asset Growth Return Premium and Anchoring on the 52-Week High

Number of pages: 34 Posted: 10 Feb 2023
Benjamin M. Blau and Brad Cannon
Utah State University - Huntsman School of Business and Binghamton University
Downloads 47 (724,251)

Abstract:

Loading...

Asset Growth, Investment, Mispricing, Anchoring, 52-week high, Asset Pricing

62.

Central Bank Intervention and the Role of Political Connections

MERCATUS WORKING PAPER
Number of pages: 46 Posted: 12 Jul 2018
Benjamin M. Blau
Utah State University - Huntsman School of Business
Downloads 23 (912,347)

Abstract:

Loading...

63.

Do Retail Traders Destabilize Financial Markets? An Investigation Surrounding the COVID-19 Pandemic

Journal of Banking and Finance, Forthcoming
Posted: 09 Feb 2021 Last Revised: 02 Apr 2024
Ahmed S. Baig, Benjamin M. Blau, Hassan A. Butt and Awaid Yasin
Boise State University - College of Business and Economics, Utah State University - Huntsman School of Business, Missouri Southern State University - Plaster School of Business and Charles River Associates (CRA)

Abstract:

Loading...

COVID-19 Pandemic; Global Financial Crisis; Retail Trading; Volatility, Local Projections

64.

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

Abstract:

Loading...

Kurtosis, Leptokurtic Risk

65.

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

Abstract:

Loading...

Option Listing Decisions, Skewness, Option Volume

66.

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

Abstract:

Loading...

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

67.

Income Inequality, Poverty, and the Liquidity of Stock Markets

Posted: 27 Dec 2015
Benjamin M. Blau
Utah State University - Huntsman School of Business

Abstract:

Loading...

Income Inequality, Poverty Alleviation, Stock Markets, Liquidity, Capital Markets, Financial Development

68.

Income Inequality and Stock Market Volatility

Posted: 27 Dec 2015 Last Revised: 06 Jan 2017
Benjamin M. Blau
Utah State University - Huntsman School of Business

Abstract:

Loading...

Income Inequality, Volatility, Stock Price Stability

69.

Shorting Skewness

Posted: 06 Sep 2009 Last Revised: 16 May 2013
Benjamin M. Blau and J. Michael Pinegar
Utah State University - Huntsman School of Business and Brigham Young University - Marriott School of Management

Abstract:

Loading...

Skewness, Short Sales, Bubble