Benjamin M. Blau

Utah State University - Huntsman School of Business

3500 Old Main Hill

Logan, UT 84322

United States

SCHOLARLY PAPERS

69

DOWNLOADS
Rank 6,292

SSRN RANKINGS

Top 6,292

in Total Papers Downloads

14,385

TOTAL CITATIONS
Rank 10,270

SSRN RANKINGS

Top 10,270

in Total Papers Citations

126

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 675 (84,215)
Citation 2

Abstract:

Loading...

Dividends, Short Selling

2.

The Information Content of Option Ratios

Journal of Banking and Finance, Vol. 43, 2014
Number of pages: 29 Posted: 17 May 2013 Last Revised: 01 Feb 2016
Benjamin M. Blau, Nga Nguyen and Ryan Whitby
Utah State University - Huntsman School of Business, Marquette University and Utah State University - Huntsman School of Business
Downloads 574 (103,604)

Abstract:

Loading...

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

3.

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 561 (106,566)
Citation 6

Abstract:

Loading...

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

4.

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 517 (118,058)
Citation 3

Abstract:

Loading...

Short Interest, Short Sales, Informed Trading

5.

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 505 (121,427)
Citation 4

Abstract:

Loading...

short selling, short sales, Weekend effect, Monday effect

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 492 (125,303)
Citation 14

Abstract:

Loading...

Stealth Trading, intraday, volume, trade size

7.

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 491 (125,609)

Abstract:

Loading...

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

8.

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 - Huntsman School of Business and Lehigh University - Perella Department of Finance
Downloads 475 (130,655)
Citation 14

Abstract:

Loading...

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

9.

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 450 (139,587)

Abstract:

Loading...

10.

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 417 (152,447)
Citation 8

Abstract:

Loading...

Short Selling, Options, Informed Trading

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 371 (173,835)
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 341 (190,694)
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 322 (202,877)

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 316 (207,030)
Citation 2

Abstract:

Loading...

15.

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 311 (210,642)
Citation 1

Abstract:

Loading...

Short Selling; Reverse Stock Splits; Market Efficiency

16.

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 - Huntsman School of Business and Utah State University - Huntsman School of Business
Downloads 299 (222,092)
Citation 7

Abstract:

Loading...

Lotteries, Anchoring, Skewness, Behavioral Finance, Probability Weighting

17.

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 291 (226,152)
Citation 2

Abstract:

Loading...

short selling, autocorrelation

18.

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 - Finance
Downloads 284 (231,975)

Abstract:

Loading...

short selling, return anomalies, arbitrage

19.

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 283 (232,833)

Abstract:

Loading...

skewness, earnings announcements, short sale constraints

20.

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 250 (264,015)
Citation 5

Abstract:

Loading...

short selling, earnings announcements, short-sale constraints

21.

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 245 (269,412)
Citation 1

Abstract:

Loading...

Illiquidity Premium, Bid-Ask Spreads, Liquidity Risk

22.

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 236 (279,423)

Abstract:

Loading...

short selling, short sales, hurricane, castastrophe

23.

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 235 (280,625)
Citation 1

Abstract:

Loading...

24.

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 234 (281,834)
Citation 6

Abstract:

Loading...

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

25.

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 224 (293,979)
Citation 1

Abstract:

Loading...

Informed Trading, Speculation, Options

26.

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 218 (301,782)
Citation 1

Abstract:

Loading...

Stealth Trading, Short Selling

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 217 (303,112)

Abstract:

Loading...

Short Selling, Market Efficiency, Manipulative Trading

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 213 (307,116)

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

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 119 (510,089)

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 84 (652,216)

Abstract:

Loading...

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

30.

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 197 (331,935)

Abstract:

Loading...

short selling, option listing, short-sale constraints

31.

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 190 (343,251)
Citation 6

Abstract:

Loading...

options, lotteries, volatility

32.

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 183 (355,279)
Citation 1

Abstract:

Loading...

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

33.

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 181 (358,745)

Abstract:

Loading...

Lotteries, Gambling, Skewness, Stock Returns

34.

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 181 (358,745)

Abstract:

Loading...

Short Selling, Clustering, price clustering, trade size clustering

35.

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 171 (377,300)

Abstract:

Loading...

REITs, price delay, market frictions, microstructure

36.

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 165 (389,277)

Abstract:

Loading...

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

37.

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 160 (399,805)

Abstract:

Loading...

38.

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 152 (417,400)
Citation 3

Abstract:

Loading...

Foreign Exchange, Currency Risk, Volatility, Stock Prices

39.

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 146 (431,302)

Abstract:

Loading...

Short Selling, Informed Trading, Intraday Trading

40.

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 142 (441,119)

Abstract:

Loading...

Skewness Preferences, Prospect Theory, Investor Sentiment, Lottery Stocks

41.

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 142 (441,119)

Abstract:

Loading...

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

42.

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 139 (448,654)
Citation 1

Abstract:

Loading...

Short Sales, After Hours Trading, Informed Trading

43.

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 133 (465,016)

Abstract:

Loading...

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

44.

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 132 (467,875)
Citation 1

Abstract:

Loading...

REITs, Liquidity

45.

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 130 (473,587)

Abstract:

Loading...

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

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 128 (479,419)
Citation 1

Abstract:

Loading...

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

47.

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 123 (494,628)
Citation 2

Abstract:

Loading...

short selling, Information, Market Migration

48.

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 121 (500,939)
Citation 1

Abstract:

Loading...

Credit Default Swaps, Sovereign Credit Ratings

49.

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 114 (524,119)
Citation 2

Abstract:

Loading...

ADRs, Economic Freedom, Volatility

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 112 (531,177)

Abstract:

Loading...

Short Sales, Options, Informed Trading

51.

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 105 (557,233)
Citation 1

Abstract:

Loading...

Gambling, Lotteries, Stock Price Volatility

52.

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 104 (561,234)

Abstract:

Loading...

Options, Friction, Price Delay

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 102 (569,172)
Citation 6

Abstract:

Loading...

Religiosity, Volatility, Risk Aversion, Managerial Decision Making

54.

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 97 (588,929)
Citation 1

Abstract:

Loading...

Short Sales, Uptick Rule, Stealth Trading

55.

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 92 (609,116)
Citation 4

Abstract:

Loading...

Economic Freedom, Crashes, Skewness

56.

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 85 (639,541)
Citation 9

Abstract:

Loading...

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

57.

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 83 (648,739)

Abstract:

Loading...

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

58.

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, Clemson University - Wilbur O. and Ann Powers College of Business and Utah State University
Downloads 83 (648,739)

Abstract:

Loading...

Short selling, borrowing constraints, trading

59.

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 72 (703,468)

Abstract:

Loading...

Comovement, Bank Opacity, Opaque Assets, Intermediation, Risk

60.

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 69 (720,073)

Abstract:

Loading...

Speculative Trading, REITs, Real Estate Bubble

61.

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 66 (737,464)

Abstract:

Loading...

Social Capital, Trust, Liquidity, Trade, Financial Markets

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 35 (983,541)

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