Author Page for Matthew C. Ringgenberg

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

Research Department, Federal Reserve Bank of Atlanta, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School

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Citation 59

Abstract:

2.

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

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Citation 119

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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

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Citation 119

Abstract:

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:

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

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3.

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 2,501 (7,874)

Citation 14

Abstract:

4.

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 2,481 (7,972)

Citation 36

Abstract:

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 2,155 (9,996)

Citation 7

Abstract:

6.

Reusing Natural Experiments

Fisher College of Business Working Paper No. 2019-03-021, Charles A. Dice Center Working Paper No. 2019-21, Journal of Finance, Forthcoming

Number of pages: 66 Posted: 21 Sep 2019 Last Revised: 13 Apr 2022

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, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business

Downloads 1,580 (16,102)

Citation 13

Abstract:

Reusing Natural Experiments

International Finance Discussion Paper No. 1339

Number of pages: 53 Posted: 12 Apr 2022

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, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business

Downloads 39 (590,586)

Abstract:

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, Board of Governors of the Federal Reserve System and The Ohio State University - Fisher College of Business

Downloads 1 (931,525)

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Abstract:

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: 08 Aug 2021

Davidson Heath, Daniele Macciocchi, Roni Michaely and Matthew C. Ringgenberg

University of Utah - David Eccles School of Business, University of Miami Herbert Business School, The University of Hong Kong and University of Utah - Department of Finance

Downloads 1,544 (16,992)

Citation 14

Abstract:

8.

Does Socially Responsible Investing Change Firm Behavior?

European Corporate Governance Institute – Finance Working Paper No. 762/2021, Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC

Number of pages: 78 Posted: 05 May 2021 Last Revised: 06 Feb 2022

Davidson Heath, Daniele Macciocchi, Roni Michaely and Matthew C. Ringgenberg

University of Utah - David Eccles School of Business, University of Miami Herbert Business School, The University of Hong Kong and University of Utah - Department of Finance

Downloads 1,478 (18,118)

Citation 2

Abstract:

9.

On Index Investing

Number of pages: 61 Posted: 20 Oct 2017 Last Revised: 01 Mar 2022

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 987 (32,772)

Citation 5

Abstract:

10.

Does Floor Trading Matter?

Number of pages: 68 Posted: 26 May 2020 Last Revised: 26 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 834 (41,482)

Citation 2

Abstract:

11.

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

Journal of Financial and Quantitative Analysis, Forthcoming

Number of pages: 73 Posted: 10 Apr 2015 Last Revised: 04 May 2022

Peter H. Haslag and Matthew C. Ringgenberg

Vanderbilt University - Finance and University of Utah - Department of Finance

Downloads 735 (49,109)

Citation 7

Abstract:

12.

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

Number of pages: 49 Posted: 30 Jul 2018 Last Revised: 05 Jun 2021

Matthew Ma, Xiumin Martin, Matthew C. Ringgenberg and Guofu Zhou

Southern Illinois University - 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

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Abstract:

13.

When Do Short Sellers Exit Their Positions?

Number of pages: 54 Posted: 27 Aug 2018 Last Revised: 18 Nov 2021

Jesse Blocher, Xi Dong, Matthew C. Ringgenberg and Pavel G. Savor

Vanderbilt University - Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of Utah - Department of Finance and DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN

Downloads 630 (60,027)

Citation 3

Abstract:

14.

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

Number of pages: 48 Posted: 03 Nov 2020

Joseph Engelberg, Richard B. Evans, Gregory Leonard, Adam V. Reed and Matthew C. Ringgenberg

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

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Citation 1

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15.

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

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Citation 26

Abstract:

16.

The Information in Asset Fire Sales

Management Science, Forthcoming

Number of pages: 50 Posted: 20 Feb 2016 Last Revised: 31 Mar 2022

Sheng Huang, Matthew C. Ringgenberg and Zhe Zhang

China Europe International Business School (CEIBS), University of Utah - Department of Finance and Singapore Management University - Lee Kong Chian School of Business

Downloads 458 (89,102)

Citation 4

Abstract:

17.

Do Cross-Sectional Predictors Contain Systematic Information?

Journal of Financial and Quantitative Analysis, Forthcoming

Number of pages: 45 Posted: 05 Oct 2019 Last Revised: 03 May 2022

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 418 (98,992)

Citation 4

Abstract:

18.

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 417 (99,273)

Citation 1

Abstract:

19.

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 385 (108,923)

Citation 2

Abstract:

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 279 (153,620)

Citation 4

Abstract:

21.

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

Research Department, Federal Reserve Bank of Atlanta, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School

Downloads 243 (176,152)

Citation 4

Abstract:

22.

Voting for Socially Responsible Corporate Policies

Number of pages: 39 Posted: 01 Apr 2022

Adam Meirowitz, Shaoting Pi and Matthew C. Ringgenberg

David Eccles School of Business, University of Utah, University of Utah - Department of Finance and University of Utah - Department of Finance

Downloads 134 (295,044)

Abstract:

23.

Online Appendix for "Do Index Funds Monitor?"

Review of Financial Economics, Forthcoming

Number of pages: 31 Posted: 25 Mar 2021

Davidson Heath, Daniele Macciocchi, Roni Michaely and Matthew C. Ringgenberg

University of Utah - David Eccles School of Business, University of Miami Herbert Business School, The University of Hong Kong and University of Utah - Department of Finance

Downloads 59 (487,301)

Abstract:

24.

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

Matthew C. Ringgenberg

University of Utah - Department of Finance

Associate Professor of Finance

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Scholarly Papers (24)

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