Benjamin M. Blau

Utah State University - Huntsman School of Business

3500 Old Main Hill

Logan, UT 84322

United States

SCHOLARLY PAPERS

66

DOWNLOADS
Rank 4,325

SSRN RANKINGS

Top 4,325

in Total Papers Downloads

9,152

CITATIONS
Rank 5,262

SSRN RANKINGS

Top 5,262

in Total Papers Citations

105

Scholarly Papers (66)

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 544 (49,088)
Citation 10

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 458 (61,006)
Citation 7

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 458 (61,006)
Citation 9

Abstract:

Loading...

short selling, short sales, Weekend effect, Monday effect

4.

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 (70,843)

Abstract:

Loading...

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

5.

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 369 (78,917)
Citation 6

Abstract:

Loading...

Short Selling, Options, Informed Trading

6.

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 367 (79,411)
Citation 14

Abstract:

Loading...

Stealth Trading, intraday, volume, trade size

7.

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 286 (104,847)
Citation 11

Abstract:

Loading...

8.

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 281 (106,779)
Citation 1

Abstract:

Loading...

Short Interest, Short Sales, Informed Trading

9.

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 272 (110,599)

Abstract:

Loading...

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

10.

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 267 (112,744)
Citation 2

Abstract:

Loading...

11.

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 (124,192)

Abstract:

Loading...

skewness, earnings announcements, short sale constraints

12.

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 239 (126,339)
Citation 1

Abstract:

Loading...

13.

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 236 (127,944)

Abstract:

Loading...

short selling, return anomalies, arbitrage

14.

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 (128,507)

Abstract:

Loading...

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

15.

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 232 (130,158)
Citation 13

Abstract:

Loading...

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

16.

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 229 (131,791)
Citation 1

Abstract:

Loading...

short selling, autocorrelation

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 207 (144,882)

Abstract:

Loading...

short selling, short sales, hurricane, castastrophe

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

Journal of Risk & Insurance, Vol. 75, Issue 4, pp. 967-996, December 2008
Number of pages: 30 Posted: 07 Nov 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 4 (641,043)
Citation 6
  • Add to Cart

Abstract:

Loading...

18.

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 200 (149,882)

Abstract:

Loading...

19.

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 185 (161,013)

Abstract:

Loading...

Stealth Trading, Short Selling

20.

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 183 (162,615)
Citation 6

Abstract:

Loading...

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

21.

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 (168,422)
Citation 1

Abstract:

Loading...

Spread Volatility, Illiquidity Premia

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 174 (170,245)
Citation 10

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

23.

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 161 (181,902)
Citation 1

Abstract:

Loading...

short selling, option listing, short-sale constraints

24.

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 158 (184,901)
Citation 6

Abstract:

Loading...

short selling, earnings announcements, short-sale constraints

25.

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 149 (194,200)
Citation 1

Abstract:

Loading...

Short Selling, Clustering, price clustering, trade size clustering

26.

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 138 (206,590)

Abstract:

Loading...

Illiquidity Premium, Bid-Ask Spreads, Liquidity Risk

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 138 (206,590)

Abstract:

Loading...

Short Selling, Market Efficiency, Manipulative Trading

28.

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 138 (206,590)

Abstract:

Loading...

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

29.

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 131 (215,441)
Citation 1

Abstract:

Loading...

Informed Trading, Speculation, Options

30.

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 (242,061)

Abstract:

Loading...

Lotteries, Gambling, Skewness, Stock Returns

31.

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 109 (246,805)
Citation 1

Abstract:

Loading...

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

32.

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 (268,954)
Citation 4

Abstract:

Loading...

options, lotteries, volatility

33.

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 89 (282,287)

Abstract:

Loading...

Short Selling, Informed Trading, Intraday Trading

34.

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
Downloads 85 (290,551)

Abstract:

Loading...

Credit Default Swaps, Sovereign Credit Ratings

35.

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 83 (294,767)

Abstract:

Loading...

Skewness Preferences, Prospect Theory, Investor Sentiment, Lottery Stocks

36.

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 82 (296,975)

Abstract:

Loading...

Foreign Exchange, Currency Risk, Volatility, Stock Prices

37.

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 82 (296,975)
Citation 2

Abstract:

Loading...

Short Sales, After Hours Trading, Informed Trading

38.

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 82 (296,975)
Citation 1

Abstract:

Loading...

short selling, Information, Market Migration

39.

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 81 (299,155)

Abstract:

Loading...

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

40.

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 (310,612)

Abstract:

Loading...

Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

41.

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 74 (315,412)
Citation 4

Abstract:

Loading...

ADRs, Economic Freedom, Volatility

42.

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 72 (320,260)
Citation 1

Abstract:

Loading...

Short Sales, Uptick Rule, Stealth Trading

43.

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 66 (335,648)

Abstract:

Loading...

REITs, price delay, market frictions, microstructure

44.

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 66 (335,648)

Abstract:

Loading...

Options, Friction, Price Delay

45.

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 66 (335,648)

Abstract:

Loading...

Short Sales, Options, Informed Trading

46.

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 65 (338,342)

Abstract:

Loading...

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

47.

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 63 (343,819)

Abstract:

Loading...

48.

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 (349,408)
Citation 1

Abstract:

Loading...

REITs, Liquidity

49.

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 (390,331)

Abstract:

Loading...

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

50.

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 48 (390,331)
Citation 3

Abstract:

Loading...

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

51.

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 47 (393,693)

Abstract:

Loading...

Economic Freedom, Crashes, Skewness

52.

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 46 (397,189)
Citation 1

Abstract:

Loading...

Religiosity, Volatility, Risk Aversion, Managerial Decision Making

53.

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 45 (400,669)

Abstract:

Loading...

Gambling, Lotteries, Stock Price Volatility

54.

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 (411,650)

Abstract:

Loading...

Comovement, Bank Opacity, Opaque Assets, Intermediation, Risk

55.

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 (422,991)

Abstract:

Loading...

Speculative Trading, REITs, Real Estate Bubble

56.

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 38 (427,106)

Abstract:

Loading...

Social Capital, Trust, Liquidity, Trade, Financial Markets

57.

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 (538,253)

Abstract:

Loading...

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

58.

Signaling, Free Cash Flow and 'Nonmonotonic' Dividends

Financial Review, Vol. 45, Issue 1, pp. 21-56, February 2010
Number of pages: 36 Posted: 18 Jan 2010
Kathleen P. Fuller and Benjamin M. Blau
University of Mississippi - School of Business Administration and Utah State University - Huntsman School of Business
Downloads 5 (606,222)
Citation 1
  • Add to Cart

Abstract:

Loading...

59.

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 4 (613,096)

Abstract:

Loading...

60.

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

61.

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

62.

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

63.

Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?

Journal of Risk and Insurance, Vol. 83, Issue 2, pp. 475-500, 2016
Number of pages: 26 Posted: 23 May 2016
Chip Wade, Andre P. Liebenberg and Benjamin M. Blau
University of Mississippi, University of Mississippi - School of Business Administration and Utah State University - Huntsman School of Business
Downloads 0 (661,847)
Citation 1
  • Add to Cart

Abstract:

Loading...

64.

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

65.

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

66.

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