Benjamin McKay Blau : Citation Profile

Are you Benjamin McKay Blau?

Utah State University (50% share)
Utah State University (50% share)

10

H index

10

i10 index

338

Citations

RESEARCH PRODUCTION:

60

Articles

1

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 28
   Journals where Benjamin McKay Blau has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 21 (5.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl102
   Updated: 2020-10-17    RAS profile: 2020-07-01    
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Relations with other researchers

Works with:

Whitby, Ryan (5)

Griffith, Todd (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Benjamin McKay Blau.

Is cited by:

Sévi, Benoît (5)

DeLisle, Jared (5)

Mauck, Nathan (5)

Corbet, Shaen (5)

Rousse, Olivier (5)

lucey, brian (4)

Verousis, Thanos (3)

Kaganovich, Michael (3)

Peydro, Jose-Luis (3)

McInish, Thomas (3)

Hassan, M. Kabir (3)

Cites to:

Boehmer, Ekkehart (26)

Diamond, Douglas (26)

zhang, xiaoyan (25)

Bessembinder, Hendrik (23)

Fama, Eugene (22)

White, Halbert (19)

French, Kenneth (19)

Stein, Jeremy (19)

Amihud, Yakov (18)

michaely, roni (16)

Ritter, Jay (16)

Main data

Where Benjamin McKay Blau has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Financial Research5
Financial Management4
Applied Economics4
The Quarterly Review of Economics and Finance3
Journal of Corporate Finance3
Research in International Business and Finance2
Journal of Risk & Insurance2
Journal of Economics and Business2
Finance Research Letters2
Economics Bulletin2
Journal of Financial Markets2
Review of Quantitative Finance and Accounting2
International Review of Economics & Finance2

Recent works citing Benjamin McKay Blau (2020 and 2019)

YearTitle of citing document
2020Opacity, 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.

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2019How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19117.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2020Catastrophe 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.

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2019Political connections and firm pollution behaviour : An empirical study. (2019). Wu, Yanrui ; Xu, Helian ; Deng, Yuping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_004.

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2020Cum-Ex Trading – The Biggest Fraud in History?. (2020). Wei, Xiaopeng ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:20/19.

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2019Strategic Trading as a Response to Short Sellers. (2019). Tubaldi, Roberto ; Massa, Massimo ; Franzoni, Francesco ; Dimaggio, Marco ; di Maggio, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13812.

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2019Financial Intermediation and Stock Prices of Deposit Money Banks (DMBS) in Nigeria: a Panel Cointegration Approach. (2019). Olukayode, Russell ; Soyebo, Yusuf Aina . In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2019:i:1:p:20-27.

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2019Have Stock Prices become more Uniformly Distributed?. (2019). Winters, Drew ; Sabah, Nasim ; Baig, Ahmed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00450.

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2019Multi-method evidence on investors’ reactions to managers’ self-inclusive language. (2019). Loftus, Serena ; Chen, Zhenhua. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:79:y:2019:i:c:s0361368219300662.

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2020Weekday 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.

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2020Corporate 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.

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2020Does 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.

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2020Citizens 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.

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2020Government 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.

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2019Financial structure, bank competition and income inequality. (2019). Lin, Shu-Chin ; Chen, Ting-Cih ; Hsieh, Joyce. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:450-466.

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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2020Two 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.

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2020Currency 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.

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2020Bubble 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.

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2019Information interdependence among energy, cryptocurrency and major commodity markets. (2019). Krištoufek, Ladislav ; Ji, Qiang ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2020Does 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.

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2019What can explain the price, volatility and trading volume of Bitcoin?. (2019). Molnár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265.

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2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. (2019). lucey, brian ; Corbet, Shaen ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:68-74.

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2019Herding in the cryptocurrency market: CSSD and CSAD approaches. (2019). Farinos, Jose E ; Ibaez, Ana M ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:181-186.

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2019Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:38-46.

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2020Adaptive 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.

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2020Bitcoin 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.

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2020Do 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.

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2020Does 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.

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2019Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:77-90.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2020The 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.

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2020How 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.

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2019Using the synthetic control method to determine the effects of concealed carry laws on state-level murder rates. (2019). Gius, Mark. In: International Review of Law and Economics. RePEc:eee:irlaec:v:57:y:2019:i:c:p:1-11.

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2019Trade-size clustering and price efficiency. (2019). Chen, Tao. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203.

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2019Regulatory competition in capital standards: a ‘race to the top’ result. (2019). Haufler, Andreas ; Maier, Ulf . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:180-194.

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2020Crisis 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.

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2020The 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.

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2019Price reversals and price continuations following large price movements. (2019). Dyl, Edward A ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:1-12.

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2019Clustered pricing in the corporate loan market: Theory and empirical evidence. (2019). Nandeibam, Shasi ; Bajoori, Elnaz ; Chaudhry, Sajid M. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:275-296.

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2019Legislative restraints in corporate bailout design. (2019). Kaganovich, Michael ; Gradstein, Mark. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:158:y:2019:i:c:p:337-350.

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2020Is 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.

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2019Manager sentiment and stock returns. (2019). Zhou, Guofu ; Martin, Xiumin ; Lee, Joshua ; Jiang, Fuwei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149.

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2020Information spillover of bailouts. (2020). Kim, Hugh Hoikwang . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300099.

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2019Loan financing and investment in princeling-backed firms. (2019). Ma, Shiguang ; Liu, Qigui ; Tian, Gary Gang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:71-92.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2020Do 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.

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2019Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236.

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2019Momentum and contrarian effects on the cryptocurrency market. (2019). Sakowski, Pawe ; Kosc, Krzysztof ; Lepaczuk, Robert. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:691-701.

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2019The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test. (2019). Ruan, Qingsong ; Lv, Dayong ; Lu, Baoqun ; Zhou, Yaping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313044.

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2019The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market. (2019). Raheem, Ibrahim D ; Isah, Kazeem O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305813.

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2020Visibility 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.

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2020Real-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.

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2019Political economists or political economists? The role of political environments in the formation of fed policy under burns, Greenspan, and Bernanke. (2019). Smith, Daniel ; Salter, Alexander W. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:1-13.

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2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin. (2019). Wu, Yan Wendy ; Chan, Wing ; Le, Minh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:107-113.

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2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279.

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2020The 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.

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2020Does short selling affect the clustering of stock prices?. (2020). Sabah, Nasim ; Baig, Ahmed S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:270-277.

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2020Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple. (2020). Corbet, Shaen ; Gurdgiev, Constantin ; Celeste, Valerio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:310-324.

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2019Motives for corporate philanthropy propensity: Does short selling matter?. (2019). Chan, Kam C ; Zhang, Kai ; Meng, Qingbin ; Hou, Deshuai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:24-36.

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2019Is the squeaky wheel getting the grease? Earnings management and government subsidies. (2019). Zhou, Ping ; Zhao, Kangsheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:297-312.

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2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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2020Is bitcoin a channel of capital inflow? Evidence from carry trade activity. (2020). Dai, Yanke ; Cheng, Jiameng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:261-278.

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2019Investigating volatility transmission and hedging properties between Bitcoin and Ethereum. (2019). Papadamou, Stephanos ; Kyriazis, Nikolaos A ; Koulis, Alexandros ; Beneki, Christina . In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:219-227.

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2019The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:97-110.

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2019Lobbying expenditures and sin stock market performance. (2019). Hewitt, Carissa S ; Ghouma, Hatem H. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:176-190.

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2019Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206.

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2019Do investors herd in cryptocurrencies – and why?. (2019). Wang, Ying ; Kallinterakis, Vasileios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:240-245.

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2019An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335.

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2019News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356.

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2020The decade-long cryptocurrencies and the blockchain rollercoaster: Mapping the intellectual structure and charting future directions. (2020). Klarin, Anton. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300558.

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2020Cryptocurrencies and stock market indices. Are they related?. (2020). Gil-Alana, Luis ; Romero, Maria Fatima ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472.

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2020Financial industry lobbying and shareholder litigation outcomes: implications for managers and regulators. (2020). Hassan, M. Kabir ; Hippler, William J ; Unsal, Omer. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307883.

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2020Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions. (2020). Zeldea, Cristina. In: Administrative Sciences. RePEc:gam:jadmsc:v:10:y:2020:i:3:p:52-:d:396470.

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2019Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis. (2019). Tiwari, Aviral ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:24-:d:217055.

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2019Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market. (2019). Nguyen, Thanh ; Yang, Sheng-Ping. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:149-:d:266862.

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2020The Economic Effects of Climate Change Adaptation Measures: Evidence from Miami-Dade County and New York City. (2020). Kim, Seung Kyum. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:1097-:d:316151.

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2020Political Connections and Firm Pollution Behaviour: An Empirical Study. (2020). Wu, Yanrui ; Xu, Helian ; Deng, Yuping. In: Environmental & Resource Economics. RePEc:kap:enreec:v:75:y:2020:i:4:d:10.1007_s10640-020-00410-7.

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2020The Trust Triangle: Laws, Reputation, and Culture in Empirical Finance Research. (2020). Karpoff, Jonathan ; Dupont, Quentin. In: Journal of Business Ethics. RePEc:kap:jbuset:v:163:y:2020:i:2:d:10.1007_s10551-019-04229-1.

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2020Political Status and Tax Haven Investment of Emerging Market Firms: Evidence from China. (2020). Deng, Ziliang ; Sun, Pei ; Yan, Jiayan. In: Journal of Business Ethics. RePEc:kap:jbuset:v:165:y:2020:i:3:d:10.1007_s10551-018-4090-0.

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2020Investors’ Limited Attention: Evidence from REITs. (2020). Khoshnoud, Mahsa ; Harrison, Davidm ; Chen, Honghui. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-018-9667-y.

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2019Adaptation and central banking. (2019). Salter, Alexander W ; Luther, William J. In: Public Choice. RePEc:kap:pubcho:v:180:y:2019:i:3:d:10.1007_s11127-018-00633-9.

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2019Uncontestable favoritism. (2019). Mitchell, Matthew D. In: Public Choice. RePEc:kap:pubcho:v:181:y:2019:i:1:d:10.1007_s11127-018-0588-3.

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2020The broken bridge of public finance: majority rule, earmarked taxes and social engineering. (2020). Shughart, William ; Smith, Josh T. In: Public Choice. RePEc:kap:pubcho:v:183:y:2020:i:3:d:10.1007_s11127-020-00809-2.

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2019Public news announcements, short-sale restriction and informational efficiency. (2019). Choy, Siu Kai ; Zhang, Hua. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:1:d:10.1007_s11156-018-0707-8.

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2020Does accounting conservatism deter short sellers?. (2020). Robin, Ashok ; Jain, Chinmay . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00819-2.

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2020Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. (2020). Lien, Donald ; Pan, Chiu-Ting ; Hung, Pi-Hsia. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00842-3.

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2020When analysts encounter lottery-like stocks: lottery-like stocks and analyst stock recommendations. (2020). Lin, Mei-Chen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00845-0.

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2020Textual tone in corporate financial disclosures: a survey of the literature. (2020). Luo, Yan ; Zhou, Linying. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:17:y:2020:i:2:d:10.1057_s41310-020-00077-y.

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2020Analysis Factors Affecting Indonesia Stock Market (Case Studies on Consumer Goods Index). (2020). Sagita, Vietha Devia. In: ACTA VSFS. RePEc:prf:journl:v:14:y:2020:i:1:p:10-23.

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2019Persistence of shocks in CDS returns on Croatian bonds: Quantile autoregression approach. (2019). Bošnjak, Mile ; Bai, Maja ; Novak, Ivan ; Bonjak, Mile. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:37:y:2019:i:2:p:759-775.

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2019Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999). (2019). Dar, Qaiser Farooq ; Bhat, Shariq Ahmad. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:46:y:2019:i:3:d:10.1007_s40622-019-00206-9.

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2020Investor attention and the pricing of cryptocurrency market. (2020). Zhang, Wei ; Wang, Pengfei. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:17:y:2020:i:2:d:10.1007_s40844-020-00182-1.

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More than 100 citations found, this list is not complete...

Works by Benjamin McKay Blau:

YearTitleTypeCited
2009Short Selling and the Weekend Effect for NYSE Securities In: Financial Management.
[Full Text][Citation analysis]		article18
2012Short Interest and Frictions in the Flow of Information In: Financial Management.
[Full Text][Citation analysis]		article4
2014Short Sales and Option Listing Decisions In: Financial Management.
[Full Text][Citation analysis]		article0
2015The Volatility of Bid-Ask Spreads In: Financial Management.
[Full Text][Citation analysis]		article2
2010Signaling, Free Cash Flow and “Nonmonotonic” Dividends In: The Financial Review.
[Full Text][Citation analysis]		article7
2009INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? In: Journal of Financial Research.
[Full Text][Citation analysis]		article16
2012TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS In: Journal of Financial Research.
[Full Text][Citation analysis]		article11
2014SPECULATIVE TRADING IN REITS In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2015SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS In: Journal of Financial Research.
[Full Text][Citation analysis]		article0
2016THE 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]		article6
2008Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article8
2016Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article0
2016Gambling Preferences, Options Markets, and Volatility In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
2019The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2020Comovement in the Cryptocurrency Market In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2018Does religiosity affect liquidity in financial markets? In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2018Does Religiosity Affect Liquidity in Financial Markets?.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2008Flexibility and dividends In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article20
2011Short selling around dividend announcements and ex-dividend days In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article5
2015Do 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]		article13
2018Income inequality, poverty, and the liquidity of stock markets In: Journal of Development Economics.
[Full Text][Citation analysis]		article2
2013Are short sellers incrementally informed prior to earnings announcements? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2018How does short selling affect liquidity in financial markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2019Price clustering and sentiment in bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2014Short sales and class-action lawsuits In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2018The maximum bid-ask spread In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2017Economic freedom and crashes in financial markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2012Informed or speculative: Short selling analyst recommendations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2012Short selling of ADRs and foreign market short-sale constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2013Corporate lobbying, political connections, and the bailout of banks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article55
2014The information content of option ratios In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2017Bank opacity and the efficiency of stock prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2016Price clustering and the stability of stock prices In: Journal of Business Research.
[Full Text][Citation analysis]		article7
2012Short selling after hours In: Journal of Economics and Business.
[Full Text][Citation analysis]		article0
2017The volatility of exchange rates and the non-normality of stock returns In: Journal of Economics and Business.
[Full Text][Citation analysis]		article1
2014Economic freedom and the stability of stock prices: A cross-country analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2019Price clustering and economic freedom: The case of cross-listed securities In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article0
2019Skewness preferences and gambling cultures In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2009Information and trade sizes: The case of short sales In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2012Short sales, stealth trading, and the suspension of the uptick rule In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2014Autocorrelation in daily short-sale volume In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2014The reaction of European credit default swap spreads to the U.S. credit rating downgrade In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2018Exchange rate volatility and the stability of stock prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2011Information in short selling: Comparing Nasdaq and the NYSE In: Review of Financial Economics.
[Full Text][Citation analysis]		article0
2017Price dynamics and speculative trading in bitcoin In: Research in International Business and Finance.
[Full Text][Citation analysis]		article49
2018Price 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: 49		article
2012Concentrated short-selling activity: bear raids or contrarian trading? In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article0
2013Informed short sales and option introductions In: Annals of Finance.
[Full Text][Citation analysis]		article1
2017Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis In: Journal of Business Ethics.
[Full Text][Citation analysis]		article2
2015Short Selling and Price Pressure Around Merger Announcements In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article0
2011REIT Short Sales and Return Predictability In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article14
2017Lobbying, political connections and emergency lending by the Federal Reserve In: Public Choice.
[Full Text][Citation analysis]		article3
2015Are put-call ratios a substitute for short sales? In: Review of Derivatives Research.
[Full Text][Citation analysis]		article2
2013Comparing the information in short sales and put options In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article9
2016REITs and market friction In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article0
2017Range-based volatility, expected stock returns, and the low volatility anomaly In: PLOS ONE.
[Full Text][Citation analysis]		article0
2016Guns, laws and public shootings in the United States In: Applied Economics.
[Full Text][Citation analysis]		article1
2017Skewness preferences, asset prices and investor sentiment In: Applied Economics.
[Full Text][Citation analysis]		article4
2018Skewness, short interest and the efficiency of stock prices In: Applied Economics.
[Full Text][Citation analysis]		article2
2019Information in stock prices: the case of the 2016 U.S. presidential election In: Applied Economics.
[Full Text][Citation analysis]		article0
2017Option Introductions and the Skewness of Stock Returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

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