Benjamin M. Blau

Utah State University - Huntsman School of Business

3500 Old Main Hill

Logan, UT 84322

United States

SCHOLARLY PAPERS

62

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CITATIONS
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40

Scholarly Papers (62)

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 485 (43,891)

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Dividends, Short Selling

2.

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 423 (53,974)
Citation 10

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short selling, short sales, Weekend effect, Monday effect

3.

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 352 (67,895)
Citation 2

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Short Selling, Options, Informed Trading

4.

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 341 (71,083)
Citation 8

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Stealth Trading, intraday, volume, trade size

5.

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 318 (57,451)
Citation 1

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

6.

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 243 (99,580)
Citation 1

Abstract:

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7.

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 239 (100,030)
Citation 1

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

8.

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 238 (98,396)
Citation 3

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9.

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
Downloads 222 (114,055)

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short selling, return anomalies, arbitrage

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 203 (127,441)
Citation 3

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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 (561,195)
Citation 3
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11.

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 202 (103,470)

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Short Interest, Short Sales, Informed Trading

12.

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 191 (113,549)

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skewness, earnings announcements, short sale constraints

13.

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 191 (131,325)

Abstract:

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14.

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 187 (118,629)
Citation 2

Abstract:

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short selling, autocorrelation

15.

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 178 (140,731)

Abstract:

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Stealth Trading, Short Selling

16.

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 177 (119,176)

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17.
Downloads 168 (151,781)
Citation 6

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 168 (151,836)
Citation 6

Abstract:

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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:

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REIT, Short Sale, Return Predictability, Price Efficiency

18.

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 149 (165,513)
Citation 1

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short selling, option listing, short-sale constraints

19.

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 148 (147,959)

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

20.

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 141 (171,150)

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Short Selling, Clustering, price clustering, trade size clustering

21.

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 140 (167,389)

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short selling, earnings announcements, short-sale constraints

22.

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 124 (144,999)

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

23.

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 114 (160,869)

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Spread Volatility, Illiquidity Premia

24.

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 113 (185,703)

Abstract:

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

25.

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 111 (134,500)

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

26.

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 111 (186,826)

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Short Selling, Market Efficiency, Manipulative Trading

27.

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

Number of pages: 32 Posted: 08 Jun 2011 Last Revised: 22 Jun 2011
Dallin M. Alldredge, Benjamin M. Blau and J. Michael Pinegar
Washington State University, Utah State University - Huntsman School of Business and Brigham Young University - Marriott School of Management
Downloads 97 (198,840)

Abstract:

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Informed Trading, Speculation, Options

28.

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 94 (222,013)

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

29.

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 70 (265,161)
Citation 1

Abstract:

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short selling, Information, Market Migration

30.

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

Number of pages: 28 Posted: 17 May 2013
Benjamin M. Blau and Brian S. Roseman
Utah State University - Huntsman School of Business and California State University, Fullerton
Downloads 69 (261,205)

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Credit Default Swaps, Sovereign Credit Ratings

31.

Short Selling After Hours

Number of pages: 28 Posted: 18 Oct 2011
Dallin M. Alldredge, Benjamin M. Blau and Tyler Brough
Washington State University, Utah State University - Huntsman School of Business and Utah State University
Downloads 66 (267,109)

Abstract:

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Short Sales, After Hours Trading, Informed Trading

32.

Idiosyncratic Kurtosis and Expected Returns

Number of pages: 17 Posted: 17 May 2013 Last Revised: 01 Feb 2017
Benjamin M. Blau and Ryan J. Whitby
Utah State University - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 65 (214,667)

Abstract:

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Kurtosis, Leptokurtic Risk

33.

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 60 (295,719)

Abstract:

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REITs, price delay, market frictions, microstructure

34.

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 59 (286,500)

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Short Sales, Uptick Rule, Stealth Trading

35.

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 58 (298,150)

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Short Sales, Options, Informed Trading

36.

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 57 (305,631)

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37.

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 55 (298,150)

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Options, Friction, Price Delay

38.

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 54 (263,221)

Abstract:

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Short Selling, Informed Trading, Intraday Trading

39.

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 53 (288,777)

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ADRs, Economic Freedom, Volatility

40.

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 46 (281,908)

Abstract:

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options, lotteries, volatility

41.

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 38 (330,140)

Abstract:

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REITs, Liquidity

42.

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 27 (386,032)

Abstract:

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Speculative Trading, REITs, Real Estate Bubble

43.

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 4 (531,162)
Citation 1
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44.

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:

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Option Listing Decisions, Skewness, Option Volume

45.

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

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

46.

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 (573,054)
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47.

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 0 (261,205)

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Lotteries, Gambling, Skewness, Stock Returns

48.

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 0 (313,312)

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Skewness Preferences, Prospect Theory, Investor Sentiment, Lottery Stocks

49.

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 0 (216,092)

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Illiquidity Premium, Bid-Ask Spreads, Liquidity Risk

50.

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 0 (220,558)

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

51.

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 0 (378,550)

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Comovement, Bank Opacity, Opaque Assets, Intermediation, Risk

52.

Income Inequality, Poverty, and the Liquidity of Stock Markets

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

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

53.

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 0 (345,163)

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

54.

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 0 (397,820)

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Social Capital, Trust, Liquidity, Trade, Financial Markets

55.

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 0 (364,444)

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Gambling, Lotteries, Stock Price Volatility

56.

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:

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Income Inequality, Volatility, Stock Price Stability

57.

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 0 (371,502)

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

58.

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 0 (393,819)

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Religiosity, Volatility, Risk Aversion, Managerial Decision Making

59.

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 0 (393,819)

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Economic Freedom, Crashes, Skewness

60.

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 0 (321,497)

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Foreign Exchange, Currency Risk, Volatility, Stock Prices

61.

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 0 (361,104)

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

62.

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

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Skewness, Short Sales, Bubble