Matthew 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

17

DOWNLOADS
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in Total Papers Downloads

14,228

CITATIONS
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SSRN RANKINGS

Top 2,498

in Total Papers Citations

194

Scholarly Papers (17)

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 - Richard A. Chaifetz School of Business, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 3,849 (2,327)
Citation 53

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 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 2,613 (4,427)
Citation 99

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 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 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 2,057 (6,750)
Citation 11

Abstract:

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

4.

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 Washington University in St. Louis - John M. Olin Business School
Downloads 1,318 (14,052)
Citation 4

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commodity markets, financialization, index investing, real economic impact

5.

ETF Flows, Non-Fundamental Demand, and Return Predictability

Number of pages: 52 Posted: 21 Nov 2016 Last Revised: 29 Jun 2019
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 1,308 (14,204)
Citation 7

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

6.

The Causal Impact of Market Fragmentation on Liquidity

Fourth Annual Conference on Financial Market Regulation
Number of pages: 52 Posted: 10 Apr 2015 Last Revised: 21 Jan 2017
Peter H. Haslag and Matthew Ringgenberg
Vanderbilt University - Finance and University of Utah - Department of Finance
Downloads 506 (53,816)
Citation 2

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Exchange competition, fragmentation, liquidity, market microstructure

7.

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 425 (66,764)
Citation 40

Abstract:

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short sale constraints, equity lending, short selling

8.

An Information Factor: Can Informed Traders Make Abnormal Profits?

Number of pages: 46 Posted: 30 Jul 2018
Matthew Ma, Xiumin Martin, Matthew Ringgenberg and Guofu Zhou
Southern Methodist University, 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 387 (74,648)

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

9.

On Index Investing

Number of pages: 49 Posted: 20 Oct 2017 Last Revised: 11 Jun 2018
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 387 (74,648)
Citation 2

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Active Management, Index Investing, Market Efficiency, Passive Management

10.

Do Index Funds Monitor?

Swiss Finance Institute Research Paper No. 19-08
Number of pages: 56 Posted: 29 Oct 2018 Last Revised: 12 Jul 2019
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 346 (85,326)
Citation 3

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governance, index investing, monitoring, passive investing, voting, exit

11.

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 291 (102,842)
Citation 2

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

12.

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 274 (109,716)
Citation 2

Abstract:

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

13.

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 - Richard A. Chaifetz School of Business, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School
Downloads 158 (184,837)
Citation 2

Abstract:

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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 155 (187,787)
Citation 2

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

15.

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 136 (208,945)
Citation 3

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

16.

Anomaly Time

Number of pages: 47 Posted: 10 Nov 2017 Last Revised: 22 May 2019
Boone Bowles, Adam V. Reed, Matthew Ringgenberg and Jacob R. Thornock
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, University of Utah - Department of Finance and Brigham Young University
Downloads 18 (526,610)

Abstract:

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anomalies, asset pricing, hedge fund performance, information economics

17.

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

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

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