12
H index
15
i10 index
505
Citations
Utah State University (50% share) | 12 H index 15 i10 index 505 Citations RESEARCH PRODUCTION: 60 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Benjamin McKay Blau. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | Opacity, Risk, Performance and Inflows in Hedge Funds. (2020). Moreira, Fernando ; Bressan, Aureliano ; Januzzi, Flavia. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:24:y:2020:i:1:1374. Full description at Econpapers || Download paper | |
2021 | The Relation Between Trading Volume Concentration and Stock Returns. (2021). Lin, Yaling ; Lo, Chen-Chang ; Wen, Yi Ting ; Kuo, Jiann-Lin. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:82-89. Full description at Econpapers || Download paper | |
2021 | Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112. Full description at Econpapers || Download paper | |
2021 | Margin trading, short selling and corporate green innovation. (2021). You, Da-Ming ; Wu, Ge-Zhi. In: Papers. RePEc:arx:papers:2107.11255. Full description at Econpapers || Download paper | |
2022 | Net Buying Pressure and the Information in Bitcoin Option Trades. (2021). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.02776. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893. Full description at Econpapers || Download paper | |
2022 | An Exploratory Study of Stock Price Movements from Earnings Calls. (2022). Uzzi, Brian ; Yang, Yang ; Rasoolinejad, Mohammad ; Medya, Sourav. In: Papers. RePEc:arx:papers:2203.12460. Full description at Econpapers || Download paper | |
2020 | Toward understanding shortâ€selling activity: demand and supply. (2020). , Harry ; Kot, Hung Wan . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2203-2230. Full description at Econpapers || Download paper | |
2022 | Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923. Full description at Econpapers || Download paper | |
2022 | The organizational relationship–based political connection and debt financing: Evidence from Chinese private firms. (2022). Liang, Qiaozhuan ; Zhang, Nan ; Wang, Xiao. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:69-105. Full description at Econpapers || Download paper | |
2021 | Detecting a copycat effect in school shootings using spatio?temporal panel count models. (2021). Gius, Mark ; Huth, Manuel ; Schweikert, Karsten. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:719-736. Full description at Econpapers || Download paper | |
2020 | The Effects of Monetary Policy Shocks on Income Inequality Across U.S. States. (2020). Siami-Namini, Sima ; Trindade, Alexandre A ; Lyford, Conrad ; Siaminamini, Sima. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:3:p:204-221. Full description at Econpapers || Download paper | |
2020 | Option trading after the opening bell and intraday stock return predictability. (2020). Fodor, Andy ; Bergsma, Kelley ; Tayal, Jitendra ; Singal, Vijay. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:769-804. Full description at Econpapers || Download paper | |
2021 | Political connections and informed trading: Evidence from TARP. (2021). Peydro, Jose-Luis ; Fons-Rosen, Christian ; Akin, Ozlem ; Fonsrosen, Christian ; Coleman, Nicholas S. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:619-644. Full description at Econpapers || Download paper | |
2020 | Shortâ€sale constraints and informational efficiency to private information: A natural experiment. (2020). Mi, Hae. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:625-643. Full description at Econpapers || Download paper | |
2021 | Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns?. (2021). Crane, Bret D ; Blau, Benjamin M. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:478-496. Full description at Econpapers || Download paper | |
2021 | Short?sellers at home and abroad: Their respective roles in the price discovery of cross?listed firms. (2021). Tourani-Rad, Alireza ; Chen, Jun ; Yang, Ting ; Xiang, JU ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1013-1038. Full description at Econpapers || Download paper | |
2020 | Catastrophe Risk and the Implied Volatility Smile. (2020). ben Ammar, Semir. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:381-405. Full description at Econpapers || Download paper | |
2020 | The Big Short: Short Selling Activity and Predictability in House Prices. (2020). Saffi, Pedro ; Vergaraalert, Carles. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:4:p:1030-1073. Full description at Econpapers || Download paper | |
2020 | Cum-Ex Trading – The Biggest Fraud in History?. (2020). Wei, Xiaopeng ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:20/19. Full description at Econpapers || Download paper | |
2021 | Advantageous Smallness in Contests. (2021). Amegashie, Atsu J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9419. Full description at Econpapers || Download paper | |
2020 | Get beyond policy uncertainty: Evidence from political connections. (2020). , Shusenqi ; Qi, Shusen ; Ongena, Steven ; Gawande, Kishore ; Cheng, Hua. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2077. Full description at Econpapers || Download paper | |
2020 | Weekday seasonality of stock returns: The contrary case of China. (2020). Ülkü, Numan ; Ulku, Numan ; Ali, Fahad. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300452. Full description at Econpapers || Download paper | |
2021 | The informational content of implied volatility: Application to the USD/JPY exchange rates. (2021). Wu, Han ; Zhao, YU ; Li, Jie ; Peng, Qing. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000920. Full description at Econpapers || Download paper | |
2020 | Gambling activity and stock price volatility: A cross-country analysis. (2020). Whitby, Ryan J ; Blau, Benjamin M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302965. Full description at Econpapers || Download paper | |
2021 | How do firms attract the attention of individual investors? Shareholder perks and financial visibility. (2021). Ito, Akitoshi ; Miyagawa, Hisao ; Nose, Yoshiaki. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000642. Full description at Econpapers || Download paper | |
2021 | Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064. Full description at Econpapers || Download paper | |
2021 | The impact of religiosity on earnings quality: International evidence from the banking sector. (2021). Omoteso, Kamil ; Ibrahim, Masud ; Chantziaras, Antonios ; Abdelsalam, Omneya. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:6:s0890838920300779. Full description at Econpapers || Download paper | |
2020 | Corporate insider trading and return skewness. (2020). Drobetz, Wolfgang ; Westheide, Christian ; Mussbach, Emil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300427. Full description at Econpapers || Download paper | |
2020 | Does short selling affect a firms financial constraints?. (2020). Meng, Qingbin ; Gao, Shenghao ; Chan, Kam C ; Li, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918304279. Full description at Econpapers || Download paper | |
2020 | Citizens United vs. FEC and corporate political activism. (2020). Albuquerque, Rui ; Zhang, Chendi ; Rocholl, Jorg ; Lei, Zicheng . In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918309118. Full description at Econpapers || Download paper | |
2020 | Government intervention and firm investment. (2020). Liao, Mingqing ; Jiang, Ping ; Deng, LU. In: Journal of Corporate Finance. RePEc:eee:corfin:v:63:y:2020:i:c:s0929119916301584. Full description at Econpapers || Download paper | |
2020 | The power of Connections: Evidence from financial companies. (2020). Dickinson, David ; Farag, Hisham. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300870. Full description at Econpapers || Download paper | |
2021 | Corporate Twitter use and cost of equity capital. (2021). al Guindy, Mohamed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100047x. Full description at Econpapers || Download paper | |
2021 | Does economic policy uncertainty drive the initiation of corporate lobbying?. (2021). Saffar, Walid ; Lin, Ji-Chai ; Shang, Longfei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001759. Full description at Econpapers || Download paper | |
2021 | Sentiment analysis and gender differences in earnings conference calls. (2021). Tastan, Mesut ; Falconieri, Sonia ; de Amicis, Chiara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920302534. Full description at Econpapers || Download paper | |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper | |
2022 | Government subsidies, enterprise operating efficiency, and “stiff but deathless” zombie firms. (2022). Fei, Junjun ; Qiao, LU. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003175. Full description at Econpapers || Download paper | |
2021 | Does corruption matter for stock markets? The role of heterogeneous institutions. (2021). Bhattarai, Keshab ; Saha, Shrabani ; Lakshmi, Geeta. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:386-400. Full description at Econpapers || Download paper | |
2021 | Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34. Full description at Econpapers || Download paper | |
2020 | Two faces of corporate lobbying: Evidence from the pharmaceutical industry. (2020). Unsal, Omer. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302596. Full description at Econpapers || Download paper | |
2020 | Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America. (2020). Jakob, Keith ; Rubio, German ; Castillo, Augusto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301895. Full description at Econpapers || Download paper | |
2021 | Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x. Full description at Econpapers || Download paper | |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
2021 | Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà -Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577. Full description at Econpapers || Download paper | |
2020 | Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203. Full description at Econpapers || Download paper | |
2021 | Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257. Full description at Econpapers || Download paper | |
2020 | Political connections, political cycles and stock returns: Evidence from Iran. (2020). Vatanparast, Nader ; Ahmed, Kamran ; Mohammadrezaei, Fakhroddin ; Kashanipour, Mohammad ; Faraji, Omid. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300248. Full description at Econpapers || Download paper | |
2021 | The gambling preference and stock price: Evidence from Chinas stock market. (2021). Yang, Li-Hua ; Zhang, Bing ; Zhu, Hong-Bing. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s156601412100011x. Full description at Econpapers || Download paper | |
2020 | Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764. Full description at Econpapers || Download paper | |
2020 | Individual analysts, stock return synchronicity and information efficiency. (2020). Zhao, Shangmei ; Hou, Jianlei ; Yang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301575. Full description at Econpapers || Download paper | |
2020 | Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155. Full description at Econpapers || Download paper | |
2021 | The financial conglomerate discount: Insights from stock return skewness. (2021). Weissensteiner, Alex ; Bressan, Silvia. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000065. Full description at Econpapers || Download paper | |
2021 | When do investors gamble in the stock market?. (2021). Gong, Cynthia M ; Xiong, Xiong ; Wen, Zhuzhu. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000557. Full description at Econpapers || Download paper | |
2021 | Performance and learning in an ambiguous environment: A study of cryptocurrency traders. (2021). Preda, Alex ; Gemayel, Roland. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001794. Full description at Econpapers || Download paper | |
2021 | How cryptocurrency affects economy? A network analysis using bibliometric methods. (2021). Wang, Shouyang ; Zhang, Dingxuan ; Li, Xuerong ; Yue, Yao . In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001976. Full description at Econpapers || Download paper | |
2021 | Earnings shocks, price responses, and short selling behavior. (2021). Zhang, Hua ; Choy, Siu Kai. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s105752192100260x. Full description at Econpapers || Download paper | |
2020 | Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488. Full description at Econpapers || Download paper | |
2020 | Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849. Full description at Econpapers || Download paper | |
2020 | Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x. Full description at Econpapers || Download paper | |
2020 | Mispricing or growth? an empirical analysis of acquisition premium. (2020). Pu, Xiaoling ; Lai, Shaojie. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318309231. Full description at Econpapers || Download paper | |
2020 | Do FOMC and macroeconomic announcements affect Bitcoin prices?. (2020). Lee, Jaewook ; Pyo, Sujin. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461231930159x. Full description at Econpapers || Download paper | |
2021 | Kimchi premium and speculative trading in bitcoin. (2021). Eom, Yunsung. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319301357. Full description at Econpapers || Download paper | |
2021 | Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. (2021). Butt, Hassan Anjum ; Baig, Ahmed S ; Aun, Syed ; Haroon, Omair. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305821. Full description at Econpapers || Download paper | |
2021 | Higher co-moments and adjusted Sharpe ratios for cryptocurrencies. (2021). Benedek, Botond ; Nagy, Balint Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319313807. Full description at Econpapers || Download paper | |
2021 | Investor attention and cryptocurrency performance. (2021). Lin, Zih-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320306590. Full description at Econpapers || Download paper | |
2021 | Bitcoin arbitrage. (2021). Shynkevich, Andrei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320308886. Full description at Econpapers || Download paper | |
2021 | Stock price synchronicity and price informativeness: Evidence from a regulatory change in the U.S. banking industry. (2021). Zheng, Yeliangzi ; Bouslah, Kais ; Abedifar, Pejman. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320309855. Full description at Econpapers || Download paper | |
2020 | Do bank bailouts have an impact on the underwriting business?. (2020). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300553. Full description at Econpapers || Download paper | |
2020 | Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies. (2020). Winkler-Drews, Tadeusz ; Podgorski, Baej ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300851. Full description at Econpapers || Download paper | |
2021 | Does political influence distort banking regulation? Evidence from the US. (2021). Wohlschlegel, Ansgar ; Pescetto, Gioia ; Pasiouras, Fotios ; Papadimitri, Panagiota. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301388. Full description at Econpapers || Download paper | |
2021 | Banking research in the time of COVID-19. (2021). Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Berger, Allen N. In: Journal of Financial Stability. RePEc:eee:finsta:v:57:y:2021:i:c:s157230892100098x. Full description at Econpapers || Download paper | |
2020 | Does relative valuation work for banks?. (2020). Gianfrate, Gianfranco ; Forte, Gianfranco ; Rossi, Emanuele. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028317304787. Full description at Econpapers || Download paper | |
2021 | Free trade and the efficiency of financial markets. (2021). Sabah, Nasim ; Blau, Benjamin M ; Baig, Ahmed S. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303333. Full description at Econpapers || Download paper | |
2021 | Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545. Full description at Econpapers || Download paper | |
2021 | Measuring changes in credit risk: The case of CDS event studies. (2021). Betzer, Andre ; Andres, Christian ; Doumet, Markus. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000454. Full description at Econpapers || Download paper | |
2021 | Valuation uncertainty, home and host market uncertainty, and cross-border seasoned equity offerings. (2021). Richards, Malika ; Miller, Stewart R ; Indro, Daniel C ; Eden, Lorraine. In: International Business Review. RePEc:eee:iburev:v:30:y:2021:i:3:s0969593121000159. Full description at Econpapers || Download paper | |
2020 | The predictive power of public Twitter sentiment for forecasting cryptocurrency prices. (2020). de Smedt, Johannes ; Kraaijeveld, Olivier. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244312030072x. Full description at Econpapers || Download paper | |
2020 | How informative are stock prices of Islamic Banks?. (2020). Song, Liang ; Hashem, Shatha Qamhieh ; Bouslah, Kais ; Abedifar, Pejman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300871. Full description at Econpapers || Download paper | |
2020 | Bank asset and informational quality. (2020). Chen, Lei ; Kladakis, George ; Bellos, Sotirios K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301402. Full description at Econpapers || Download paper | |
2020 | Crisis regulations: The unexpected consequences of floating NAV for money market funds. (2020). Winters, Drew B ; Allen, Kyle D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301175. Full description at Econpapers || Download paper | |
2020 | The Complexity of Bank Holding Companies: A Topological Approach. (2020). Flood, Mark ; Simon, Jonathan K ; Lumsdaine, Robin L ; Kenett, Dror Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300571. Full description at Econpapers || Download paper | |
2021 | Political connections and seasoned equity offerings. (2021). Chizema, Amon ; Eskandari, Rasol ; Sorwar, Ghulam ; Nnadi, Modestus I. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002648. Full description at Econpapers || Download paper | |
2022 | Market fairness and efficiency: Evidence from the Tokyo Stock Exchange. (2022). Zhang, Jiang ; McInish, Thomas H ; Kemme, David M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002612. Full description at Econpapers || Download paper | |
2020 | Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144. Full description at Econpapers || Download paper | |
2021 | The impact of corruption, economic freedom, regulation and transparency on bank profitability and bank stability: Evidence from the Eurozone area. (2021). Tomuleasa, Iuliana ; Pilbeam, Keith ; Asteriou, Dimitrios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:150-177. Full description at Econpapers || Download paper | |
2020 | Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206. Full description at Econpapers || Download paper | |
2020 | Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099. Full description at Econpapers || Download paper | |
2021 | A wavelet approach for causal relationship between bitcoin and conventional asset classes. (2021). Zhang, Changyong ; Husain, Afzol ; Bhuiyan, Rubaiyat Ahsan. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309995. Full description at Econpapers || Download paper | |
2020 | Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x. Full description at Econpapers || Download paper | |
2020 | Do early birds behave differently from night owls in the stock market?. (2020). Yang, Zhini ; Lepone, Grace. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19305141. Full description at Econpapers || Download paper | |
2021 | Costly arbitrage and skewness pricing: Evidence from first-day price limit reform in China. (2021). Zheng, Zexin ; Yao, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000433. Full description at Econpapers || Download paper | |
2021 | Lottery preferences and retail short selling. (2021). Tsai, Feng-Tse ; Chang, Jung-Hsien. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001189. Full description at Econpapers || Download paper | |
2020 | Visibility graph analysis of Bitcoin price series. (2020). Liu, Keshi ; Yang, Huijie ; Gu, Changgui ; Weng, Tongfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316723. Full description at Econpapers || Download paper | |
2020 | Real-time prediction of Bitcoin bubble crashes. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437120302077. Full description at Econpapers || Download paper | |
2020 | Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641. Full description at Econpapers || Download paper | |
2020 | Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices. (2020). Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:560:y:2020:i:c:s0378437120306129. Full description at Econpapers || Download paper | |
2021 | Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets. (2021). Umeno, Ken ; Kakinaka, Shinji. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121005100. Full description at Econpapers || Download paper | |
2022 | Using transfer entropy to measure information flows between cryptocurrencies. (2022). Demir, Ender ; Bilgin, Mehmet ; Assaf, Ata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007573. Full description at Econpapers || Download paper | |
2020 | Mortgage market credit conditions and U.S. Presidential elections. (2020). Calomiris, Charles W ; Antoniades, Alexis. In: European Journal of Political Economy. RePEc:eee:poleco:v:64:y:2020:i:c:s0176268020300574. Full description at Econpapers || Download paper | |
2020 | The drivers of Bitcoin trading volume in selected emerging countries. (2020). Bouraoui, Taoufik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:218-229. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2009 | Short Selling and the Weekend Effect for NYSE Securities In: Financial Management. [Full Text][Citation analysis] | article | 19 |
2012 | Short Interest and Frictions in the Flow of Information In: Financial Management. [Full Text][Citation analysis] | article | 4 |
2014 | Short Sales and Option Listing Decisions In: Financial Management. [Full Text][Citation analysis] | article | 0 |
2015 | The Volatility of Bid-Ask Spreads In: Financial Management. [Full Text][Citation analysis] | article | 2 |
2010 | Signaling, Free Cash Flow and “Nonmonotonic” Dividends In: The Financial Review. [Full Text][Citation analysis] | article | 6 |
2009 | INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? In: Journal of Financial Research. [Full Text][Citation analysis] | article | 19 |
2012 | TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 15 |
2014 | SPECULATIVE TRADING IN REITS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 2 |
2015 | SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
2016 | THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 7 |
2008 | Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 8 |
2016 | Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 0 |
2016 | Gambling Preferences, Options Markets, and Volatility In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
2019 | The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
2020 | Comovement in the Cryptocurrency Market In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
2018 | Does religiosity affect liquidity in financial markets? In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 2 |
2018 | Does Religiosity Affect Liquidity in Financial Markets?.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Flexibility and dividends In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 21 |
2011 | Short selling around dividend announcements and ex-dividend days In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 8 |
2015 | Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 21 |
2018 | Income inequality, poverty, and the liquidity of stock markets In: Journal of Development Economics. [Full Text][Citation analysis] | article | 7 |
2013 | Are short sellers incrementally informed prior to earnings announcements? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
2018 | How does short selling affect liquidity in financial markets? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2019 | Price clustering and sentiment in bitcoin In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2014 | Short sales and class-action lawsuits In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 1 |
2018 | The maximum bid-ask spread In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 2 |
2017 | Economic freedom and crashes in financial markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
2012 | Informed or speculative: Short selling analyst recommendations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
2012 | Short selling of ADRs and foreign market short-sale constraints In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2013 | Corporate lobbying, political connections, and the bailout of banks In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 73 |
2014 | The information content of option ratios In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2017 | Bank opacity and the efficiency of stock prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2016 | Price clustering and the stability of stock prices In: Journal of Business Research. [Full Text][Citation analysis] | article | 12 |
2012 | Short selling after hours In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
2017 | The volatility of exchange rates and the non-normality of stock returns In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 1 |
2014 | Economic freedom and the stability of stock prices: A cross-country analysis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2019 | Price clustering and economic freedom: The case of cross-listed securities In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
2019 | Skewness preferences and gambling cultures In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
2009 | Information and trade sizes: The case of short sales In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2012 | Short sales, stealth trading, and the suspension of the uptick rule In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2014 | Autocorrelation in daily short-sale volume In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
2014 | The reaction of European credit default swap spreads to the U.S. credit rating downgrade In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
2018 | Exchange rate volatility and the stability of stock prices In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2011 | Information in short selling: Comparing Nasdaq and the NYSE In: Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Price dynamics and speculative trading in bitcoin In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 80 |
2018 | Price dynamics and speculative trading in Bitcoin.(2018) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | article | |
2012 | Concentrated short-selling activity: bear raids or contrarian trading? In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Informed short sales and option introductions In: Annals of Finance. [Full Text][Citation analysis] | article | 0 |
2017 | Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 6 |
2015 | Short Selling and Price Pressure Around Merger Announcements In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 1 |
2011 | REIT Short Sales and Return Predictability In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 15 |
2017 | Lobbying, political connections and emergency lending by the Federal Reserve In: Public Choice. [Full Text][Citation analysis] | article | 9 |
2015 | Are put-call ratios a substitute for short sales? In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 3 |
2013 | Comparing the information in short sales and put options In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 12 |
2016 | REITs and market friction In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2017 | Range-based volatility, expected stock returns, and the low volatility anomaly In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2016 | Guns, laws and public shootings in the United States In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2017 | Skewness preferences, asset prices and investor sentiment In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2018 | Skewness, short interest and the efficiency of stock prices In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2019 | Information in stock prices: the case of the 2016 U.S. presidential election In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Option Introductions and the Skewness of Stock Returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team