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

Saint Louis University, University of Utah - Department of Finance and Washington University in St. Louis - John M. Olin Business School

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Citation 43

Abstract:

2.

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

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Citation 33

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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

Downloads 2,741 (5,038)

Citation 33

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

Abstract:

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:

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:

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:

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

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Citation 8

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: 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:

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:

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:

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)

Abstract:

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:

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:

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:

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:

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:

16.

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

Downloads 242 (147,923)

Citation 1

Abstract:

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:

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:

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:

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:

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

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Abstract:

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

Matthew C. Ringgenberg

University of Utah - Department of Finance

Associate Professor of Finance

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Scholarly Papers (22)

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