Matthew Ringgenberg

University of Utah - Department of Finance

Associate Professor of Finance

David Eccles School of Business

Salt Lake City, UT 84112

United States

  • University of Utah - Department of Finance

SCHOLARLY PAPERS

21

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108

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116

Scholarly Papers (21)

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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 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 4,418 (2,072)
Citation 31

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

2.

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

Downloads 2,682 ( 4,856)

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 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 2,682 (4,759)
Citation 96

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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 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

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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 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

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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 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 2,175 (6,886)
Citation 36

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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 Ringgenberg
University of Arizona - Department of Finance, University of Colorado at Boulder - Leeds School of Business and University of Utah - Department of Finance
Downloads 1,696 (10,474)
Citation 10

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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: 12 Feb 2019
Jonathan Brogaard, Matthew 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 1,499 (12,682)
Citation 6

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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 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 738 (36,043)
Citation 1

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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
Number of pages: 62 Posted: 29 Oct 2018 Last Revised: 29 Apr 2020
Davidson Heath, Daniele Macciocchi, Roni Michaely and Matthew Ringgenberg
University of Utah David Eccles School of Business, University of Utah - David Eccles School of Business, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Utah - Department of Finance
Downloads 713 (37,707)
Citation 7

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

8.

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: 56 Posted: 10 Apr 2015 Last Revised: 05 Mar 2020
Peter H. Haslag and Matthew Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 570 (50,765)
Citation 6

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Exchange competition, fragmentation, liquidity, market microstructure

9.

On Index Investing

Number of pages: 48 Posted: 20 Oct 2017 Last Revised: 08 May 2020
Jeffrey L. Coles, Davidson Heath and Matthew Ringgenberg
University of Utah - Department of Finance, University of Utah David Eccles School of Business and University of Utah - Department of Finance
Downloads 500 (59,846)
Citation 3

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

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 Ringgenberg and Guofu Zhou
Southern Methodist University (SMU), 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 488 (61,718)

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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 Ringgenberg
Texas A&M University - Department of Finance, University of North Carolina Kenan-Flagler Business School and University of Utah - Department of Finance
Downloads 439 (70,239)
Citation 18

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short sale constraints, equity lending, short selling

12.

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 Ringgenberg
University of Utah - Department of Finance
Downloads 324 (99,750)
Citation 2

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

13.

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 Ringgenberg and Zhe Zhang
China Europe International Business School, University of Utah - Department of Finance and Singapore Management University
Downloads 318 (101,909)
Citation 3

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

14.

Short Covering

Number of pages: 42 Posted: 27 Aug 2018 Last Revised: 14 Feb 2019
Jesse Blocher and Matthew Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 256 (128,398)
Citation 2

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

15.

Appendix to 'Short Interest and Aggregate Stock Returns'

Number of pages: 7 Posted: 21 Oct 2015 Last Revised: 20 Feb 2016
David Rapach, Matthew 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 191 (169,942)
Citation 3

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16.

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 Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 172 (186,593)
Citation 2

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

17.

Anomaly Time

Number of pages: 51 Posted: 10 Nov 2017 Last Revised: 06 Apr 2020
Boone Bowles, Adam V. Reed, Matthew 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 154 (204,992)
Citation 1

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anomalies, asset pricing, hedge fund performance, information economics

18.

Are Cross-Sectional Predictors Good Market-Level Predictors?

American Finance Association Annual Meeting Paper, 2019
Number of pages: 43 Posted: 05 Oct 2019 Last Revised: 29 Oct 2019
Joseph Engelberg, R. David McLean, Jeffrey Pontiff and Matthew 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 137 (225,450)
Citation 5

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return predictability, data snooping, statistical bias, market risk premium

19.

Does Floor Trading Matter?

Number of pages: 41 Posted: 26 May 2020
Jonathan Brogaard, Matthew 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 76 (336,061)

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

20.

Reusing Natural Experiments

CEPR Discussion Paper No. DP14710
Number of pages: 70 Posted: 08 May 2020
Davidson Heath, Matthew Ringgenberg, Mehrdad Samadi and Ingrid M. Werner
affiliation not provided to SSRN, University of Utah - Department of Finance, Southern Methodist University (SMU) - Finance Department and The Ohio State University - Fisher College of Business
Downloads 0 (711,284)
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Abstract:

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False Positive, identification, Multiple Hypothesis Testing, Natural Experiments

21.

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

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

Abstract:

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