Benjamin McKay Blau : Citation Profile


Are you Benjamin McKay Blau?

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

12

H index

15

i10 index

505

Citations

RESEARCH PRODUCTION:

60

Articles

1

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 42
   Journals where Benjamin McKay Blau has often published
   Relations with other researchers
   Recent citing documents: 193.    Total self citations: 21 (3.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl102
   Updated: 2022-05-21    RAS profile: 2020-07-01    
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Relations with other researchers


Works with:

Griffith, Todd (5)

Whitby, Ryan (3)

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

Is cited by:

DeLisle, Jared (7)

Corbet, Shaen (6)

Ahmed, Walid (6)

Rizvi, Syed Aun R. (5)

Sévi, Benoît (5)

Molnár, Peter (5)

Mauck, Nathan (5)

Rousse, Olivier (5)

lucey, brian (4)

Fons-Rosen, Christian (4)

Peydro, Jose-Luis (4)

Cites to:

zhang, xiaoyan (27)

Diamond, Douglas (26)

Boehmer, Ekkehart (26)

Fama, Eugene (24)

Bessembinder, Hendrik (23)

French, Kenneth (21)

White, Halbert (20)

Stein, Jeremy (19)

Amihud, Yakov (19)

Reed, Adam (16)

Ritter, Jay (16)

Main data


Where Benjamin McKay Blau has published?


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

Recent works citing Benjamin McKay Blau (2021 and 2020)


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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2021The 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.

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2021Modeling Price Clustering in High-Frequency Prices. (2021). Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2102.12112.

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2021Margin trading, short selling and corporate green innovation. (2021). You, Da-Ming ; Wu, Ge-Zhi. In: Papers. RePEc:arx:papers:2107.11255.

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2022Net 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.

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2022Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

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2022An 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.

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2020Toward understanding short‐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.

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2022Does 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.

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2022The 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.

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2021Detecting 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.

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2020The 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.

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2020Option 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.

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2021Political 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.

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2020Short‐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.

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2021Religiosity 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.

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2021Short?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.

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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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2020The 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.

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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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2021Advantageous Smallness in Contests. (2021). Amegashie, Atsu J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9419.

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2020Get 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.

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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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2021The 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.

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2020Gambling 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.

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2021How 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.

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2021Higher 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.

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2021The 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.

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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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2020The 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.

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2021Corporate 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.

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2021Does 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.

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2021Sentiment 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.

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2020Impact 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.

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2022Government 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.

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2021Does 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.

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2021Revisiting 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.

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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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2021Does 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.

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2021Stock 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.

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2021Regime 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.

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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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2021Inflation 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.

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2020Political 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.

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2021The 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.

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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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2020Individual 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.

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2020Measuring 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.

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2021The 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.

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2021When 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.

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2021Performance 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.

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2021How 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.

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2021Earnings 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.

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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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2020Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x.

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2020Mispricing 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.

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2020Do 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.

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2021Kimchi premium and speculative trading in bitcoin. (2021). Eom, Yunsung. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319301357.

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2021Deaths, 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.

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2021Higher 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.

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2021Investor attention and cryptocurrency performance. (2021). Lin, Zih-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320306590.

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2021Bitcoin arbitrage. (2021). Shynkevich, Andrei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320308886.

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2021Stock 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.

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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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2020Do 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.

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2021Does 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.

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2021Banking 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.

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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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2021Free 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.

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2021Short 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.

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2021Measuring 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.

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2021Valuation 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.

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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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2020Bank 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.

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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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2021Political 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.

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2022Market 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.

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2020Understanding 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.

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2021The 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.

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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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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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2021A 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.

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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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2021Costly 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.

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2021Lottery 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.

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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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2020Dynamic 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.

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2020Multifractal 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.

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2021Exploring 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.

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2022Using 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.

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2020Mortgage 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.

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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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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.
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article19
2012Short Interest and Frictions in the Flow of Information In: Financial Management.
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article4
2014Short Sales and Option Listing Decisions In: Financial Management.
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article0
2015The Volatility of Bid-Ask Spreads In: Financial Management.
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article2
2010Signaling, Free Cash Flow and “Nonmonotonic” Dividends In: The Financial Review.
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article6
2009INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? In: Journal of Financial Research.
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article19
2012TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS In: Journal of Financial Research.
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article15
2014SPECULATIVE TRADING IN REITS In: Journal of Financial Research.
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article2
2015SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS In: Journal of Financial Research.
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article0
2016THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS In: Journal of Financial Research.
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article7
2008Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita In: Journal of Risk & Insurance.
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article8
2016Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? In: Journal of Risk & Insurance.
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article0
2016Gambling Preferences, Options Markets, and Volatility In: Journal of Financial and Quantitative Analysis.
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article10
2019The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects In: Economics Bulletin.
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article3
2020Comovement in the Cryptocurrency Market In: Economics Bulletin.
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article5
2018Does religiosity affect liquidity in financial markets? In: Journal of Behavioral and Experimental Finance.
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article2
2018Does Religiosity Affect Liquidity in Financial Markets?.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
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2008Flexibility and dividends In: Journal of Corporate Finance.
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article21
2011Short selling around dividend announcements and ex-dividend days In: Journal of Corporate Finance.
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article8
2015Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales In: Journal of Corporate Finance.
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article21
2018Income inequality, poverty, and the liquidity of stock markets In: Journal of Development Economics.
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article7
2013Are short sellers incrementally informed prior to earnings announcements? In: Journal of Empirical Finance.
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article14
2018How does short selling affect liquidity in financial markets? In: Finance Research Letters.
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article1
2019Price clustering and sentiment in bitcoin In: Finance Research Letters.
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article9
2014Short sales and class-action lawsuits In: Journal of Financial Markets.
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article1
2018The maximum bid-ask spread In: Journal of Financial Markets.
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article2
2017Economic freedom and crashes in financial markets In: Journal of International Financial Markets, Institutions and Money.
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article8
2012Informed or speculative: Short selling analyst recommendations In: Journal of Banking & Finance.
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article27
2012Short selling of ADRs and foreign market short-sale constraints In: Journal of Banking & Finance.
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article7
2013Corporate lobbying, political connections, and the bailout of banks In: Journal of Banking & Finance.
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article73
2014The information content of option ratios In: Journal of Banking & Finance.
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article7
2017Bank opacity and the efficiency of stock prices In: Journal of Banking & Finance.
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article16
2016Price clustering and the stability of stock prices In: Journal of Business Research.
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article12
2012Short selling after hours In: Journal of Economics and Business.
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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.
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article10
2019Price clustering and economic freedom: The case of cross-listed securities In: Journal of Multinational Financial Management.
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article2
2019Skewness preferences and gambling cultures In: Pacific-Basin Finance Journal.
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article2
2009Information and trade sizes: The case of short sales In: The Quarterly Review of Economics and Finance.
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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.
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article1
2014The reaction of European credit default swap spreads to the U.S. credit rating downgrade In: International Review of Economics & Finance.
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article8
2018Exchange rate volatility and the stability of stock prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article6
2011Information in short selling: Comparing Nasdaq and the NYSE In: Review of Financial Economics.
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article0
2017Price dynamics and speculative trading in bitcoin In: Research in International Business and Finance.
[Full Text][Citation analysis]
article80
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: 80
article
2012Concentrated short-selling activity: bear raids or contrarian trading? In: International Journal of Managerial Finance.
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article0
2013Informed short sales and option introductions In: Annals of Finance.
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article0
2017Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis In: Journal of Business Ethics.
[Full Text][Citation analysis]
article6
2015Short Selling and Price Pressure Around Merger Announcements In: Journal of Financial Services Research.
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article1
2011REIT Short Sales and Return Predictability In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article15
2017Lobbying, political connections and emergency lending by the Federal Reserve In: Public Choice.
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article9
2015Are put-call ratios a substitute for short sales? In: Review of Derivatives Research.
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article3
2013Comparing the information in short sales and put options In: Review of Quantitative Finance and Accounting.
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article12
2016REITs and market friction In: Review of Quantitative Finance and Accounting.
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article0
2017Range-based volatility, expected stock returns, and the low volatility anomaly In: PLOS ONE.
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article0
2016Guns, laws and public shootings in the United States In: Applied Economics.
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article2
2017Skewness preferences, asset prices and investor sentiment In: Applied Economics.
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article4
2018Skewness, short interest and the efficiency of stock prices In: Applied Economics.
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article4
2019Information in stock prices: the case of the 2016 U.S. presidential election In: Applied Economics.
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article0
2017Option Introductions and the Skewness of Stock Returns In: Journal of Futures Markets.
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article1

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