Matthew C. Ringgenberg

University of Utah - Department of Finance

Associate Professor of Finance

David Eccles School of Business

Salt Lake City, UT 84112

United States

SCHOLARLY PAPERS

22

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Top 1,792

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19,753

SSRN CITATIONS
Rank 4,493

SSRN RANKINGS

Top 4,493

in Total Papers Citations

160

CROSSREF CITATIONS

127

Scholarly Papers (22)

1.

Short Interest and Aggregate Stock Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51 Posted: 02 Aug 2014 Last Revised: 20 Feb 2016
David Rapach, Matthew C. Ringgenberg and Guofu Zhou
Saint Louis University, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 4,651 (2,082)
Citation 43

Abstract:

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Equity risk premium; Predictive regression; Short interest; Asset allocation

How are Shorts Informed? Short Sellers, News, and Information Processing

Journal of Financial Economics, Forthcoming
Number of pages: 53 Posted: 13 Jan 2010 Last Revised: 09 Oct 2012
Joseph Engelberg, Adam V. Reed and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 2,741 (5,038)
Citation 33

Abstract:

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asymmetric information, manipulation, news media, short sales

How are Shorts Informed? Short Sellers, News, and Information Processing

AFA 2011 Denver Meetings Paper, Utah Winter Finance Conference Selection, 2010
Posted: 17 Mar 2010 Last Revised: 09 Oct 2012
Joseph Engelberg, Adam V. Reed and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance

Abstract:

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asymmetric information, manipulation, news media, short sales

How are Shorts Informed? Short Sellers, News, and Information Processing

Journal of Financial Economics (JFE), Vol. 105, No. 2, 2012
Posted: 09 Oct 2012
Joseph Engelberg, Adam V. Reed and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance

Abstract:

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asymmetric information, manipulation, news media, short sales

3.

Short-Selling Risk

Journal of Finance, Forthcoming, UNC Kenan-Flagler Research Paper No. 2312625
Number of pages: 47 Posted: 20 Aug 2013 Last Revised: 10 Nov 2017
Joseph Engelberg, Adam V. Reed and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 2,254 (7,130)
Citation 36

Abstract:

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short selling-risk, equity lending, market efficiency, limits to arbitrage, short sale

4.

ETF Arbitrage, Non-Fundamental Demand, and Return Predictability

Number of pages: 56 Posted: 21 Nov 2016 Last Revised: 17 Apr 2020
David C. Brown, Shaun Davies and Matthew C. Ringgenberg
University of Arizona - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Utah - Department of Finance
Downloads 1,924 (9,308)
Citation 13

Abstract:

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Exchange Traded Funds (ETFs), ETF Flows, Non-Fundamental Demand, Return Predictability

5.

The Economic Impact of Index Investing

Review of Financial Studies, Forthcoming
Number of pages: 85 Posted: 26 Sep 2015 Last Revised: 27 Aug 2020
Jonathan Brogaard, Matthew C. Ringgenberg and David Sovich
University of Utah - David Eccles School of Business, University of Utah - Department of Finance and University of Kentucky - Gatton College of Business and Economics
Downloads 1,565 (12,928)
Citation 6

Abstract:

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commodity markets, financialization, index investing, real economic impact

6.

Reusing Natural Experiments

Fisher College of Business Working Paper No. 2019-03-021, Charles A. Dice Center Working Paper No. 2019-21, SMU Cox School of Business Research Paper No. 19-11
Number of pages: 68 Posted: 21 Sep 2019 Last Revised: 01 May 2020
Davidson Heath, Matthew C. Ringgenberg, Mehrdad Samadi and Ingrid M. Werner
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and The Ohio State University - Fisher College of Business
Downloads 1,000 (25,510)
Citation 8

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False Positive, Identification, Multiple Hypothesis Testing, Natural Experiments

7.

Do Index Funds Monitor?

Swiss Finance Institute Research Paper No. 19-08, European Corporate Governance Institute – Finance Working Paper No. 638/2019, Accepted, Review of Financial Studies
Number of pages: 75 Posted: 29 Oct 2018 Last Revised: 10 Dec 2020
Davidson Heath, Daniele Macciocchi, Roni Michaely and Matthew C. Ringgenberg
University of Utah - David Eccles School of Business, University of Miami Herbert Business School, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Utah - Department of Finance
Downloads 934 (28,135)
Citation 15

Abstract:

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Corporate Governance, Passive Investing, Index Investing, Exit, Monitoring, Voting

8.

On Index Investing

Number of pages: 53 Posted: 20 Oct 2017 Last Revised: 28 Aug 2020
Jeffrey L. Coles, Davidson Heath and Matthew C. Ringgenberg
University of Utah - Department of Finance, University of Utah - David Eccles School of Business and University of Utah - Department of Finance
Downloads 619 (49,368)
Citation 5

Abstract:

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active management, arbitrageurs, index investing, limits to arbitrage, market efficiency, passive investing

9.

The Demise of the NYSE and NASDAQ: Market Quality in the Age of Market Fragmentation

Fourth Annual Conference on Financial Market Regulation
Number of pages: 61 Posted: 10 Apr 2015 Last Revised: 19 Jun 2020
Peter H. Haslag and Matthew C. Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 607 (50,670)
Citation 6

Abstract:

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Exchange competition, fragmentation, liquidity, market microstructure

10.

An Information Factor: What Are Skilled Investors Buying and Selling?

Number of pages: 49 Posted: 30 Jul 2018 Last Revised: 24 Sep 2019
Matthew Ma, Xiumin Martin, Matthew C. Ringgenberg and Guofu Zhou
Southern Illinois University at Carbondale, Washington University in Saint Louis - Olin School of Business, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 557 (56,493)

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Informed Trading, Insider Trading, Short Selling, Option Trading, Hedge Funds

11.

A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market

Journal of Finance 68 (March, 2013), 559-595.
Number of pages: 56 Posted: 08 Mar 2008 Last Revised: 02 Aug 2017
Adam C. Kolasinski, Adam V. Reed and Matthew C. Ringgenberg
Texas A&M University - Department of Finance, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 470 (69,662)
Citation 24

Abstract:

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short sale constraints, equity lending, short selling

12.

Does Floor Trading Matter?

Number of pages: 68 Posted: 26 May 2020 Last Revised: 07 Jan 2021
Jonathan Brogaard, Matthew C. Ringgenberg and Dominik Rösch
University of Utah - David Eccles School of Business, University of Utah - Department of Finance and State University of New York at Buffalo - School of Management
Downloads 350 (99,098)

Abstract:

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Algorithmic trading, DMM, human trading, floor trading, liquidity, market making, market quality, price efficiency

13.

Price Pressure from Short Selling

Washington University in Saint Louis Olin Business School Working Paper No. 14/001
Number of pages: 57 Posted: 28 Nov 2010 Last Revised: 08 Apr 2014
Matthew C. Ringgenberg
University of Utah - Department of Finance
Downloads 349 (98,801)
Citation 2

Abstract:

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Demand curves, Equity lending, Price pressure, Short sales, Volatility

14.

The Information in Asset Fire Sales

Western Finance Association Annual Meeting Paper, 2017
Number of pages: 54 Posted: 20 Feb 2016 Last Revised: 04 Jul 2019
Sheng Huang, Matthew C. Ringgenberg and Zhe Zhang
China Europe International Business School (CEIBS), University of Utah - Department of Finance and Singapore Management University
Downloads 348 (99,416)
Citation 3

Abstract:

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adverse selection, asymmetric information, fire sales, information economics, institutional investors, slow moving capital

15.

Short Covering

Number of pages: 42 Posted: 27 Aug 2018 Last Revised: 14 Feb 2019
Jesse Blocher and Matthew C. Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 327 (106,957)
Citation 2

Abstract:

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Informed trading, limits to arbitrage, return predictability, short covering, short interest, short volume

16.

The Loan Fee Anomaly: A Short Seller's Best Ideas

Number of pages: 48 Posted: 03 Nov 2020
University of California, San Diego (UCSD) - Rady School of Management, University of Virginia - Darden School of Business, University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 242 (147,923)
Citation 1

Abstract:

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Asset pricing anomalies, equity loan fees, short selling

17.

Anomaly Time

Number of pages: 60 Posted: 10 Nov 2017 Last Revised: 23 Nov 2020
Boone Bowles, Adam V. Reed, Matthew C. Ringgenberg and Jacob R. Thornock
Mays Business School at Texas A&M University, University of North Carolina Kenan-Flagler Business School, University of Utah - Department of Finance and Brigham Young University
Downloads 225 (156,742)
Citation 1

Abstract:

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anomalies, asset pricing, hedge fund performance, information economics

18.

Appendix to 'Short Interest and Aggregate Stock Returns'

Number of pages: 7 Posted: 21 Oct 2015 Last Revised: 20 Feb 2016
David Rapach, Matthew C. Ringgenberg and Guofu Zhou
Saint Louis University, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 206 (169,716)
Citation 4

Abstract:

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19.

Do Cross-Sectional Predictors Contain Systematic Information?

American Finance Association Annual Meeting Paper, 2019
Number of pages: 50 Posted: 05 Oct 2019 Last Revised: 27 Oct 2020
Joseph Engelberg, R. David McLean, Jeffrey Pontiff and Matthew C. Ringgenberg
University of California, San Diego (UCSD) - Rady School of Management, Georgetown University - Department of Finance, Boston College - Department of Finance and University of Utah - Department of Finance
Downloads 195 (179,442)
Citation 3

Abstract:

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Return predictability, data snooping, statistical bias, market risk premium.

20.

Stock Options, Stock Loans, and the Law of One Price

Vanderbilt Owen Graduate School of Management Research Paper No. 3087563
Number of pages: 54 Posted: 08 Mar 2018
Jesse Blocher and Matthew C. Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 189 (184,561)
Citation 4

Abstract:

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Equity Options, Short Sales Constraints, Return Predictability, Price Efficiency, Equity Lending Market

21.

Reusing Natural Experiments

CEPR Discussion Paper No. DP14710
Number of pages: 70 Posted: 10 Jun 2020
Davidson Heath, Matthew C. Ringgenberg, Mehrdad Samadi and Ingrid M. Werner
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and The Ohio State University - Fisher College of Business
Downloads 0 (753,933)
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Abstract:

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False Positive, identification, Multiple Hypothesis Testing, Natural Experiments

22.

When Short Sellers Agree to Disagree: Short Sales, Volatility, and Heterogeneous Beliefs

Posted: 25 Jun 2014
Matthew C. Ringgenberg
University of Utah - Department of Finance

Abstract:

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Demand curves, Equity lending, Price pressure, Short sales, Volatility