8
H index
8
i10 index
589
Citations
University of Utah | 8 H index 8 i10 index 589 Citations RESEARCH PRODUCTION: 13 Articles 6 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 Matthew Ringgenberg. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 3 |
Journal of Financial Economics | 3 |
Journal of Financial and Quantitative Analysis | 2 |
The Review of Financial Studies | 2 |
Review of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper |
2024 | Trading and Shareholder Democracy. (2024). Malenko, Nadya ; Maug, Ernst ; Levit, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:257-304. Full description at Econpapers || Download paper |
2024 | The Impact of Sustainable Investing: A Multidisciplinary Review. (2024). Desjardine, Mark R ; Slager, Rieneke ; Gond, Jeanpascal ; Marti, Emilio ; Fuchs, Martin. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:5:p:2181-2211. Full description at Econpapers || Download paper |
2024 | Deciphering the U.S. metropolitan house price dynamics. (2024). Plakandaras, Vasilios ; Pragidis, Ioannis ; Karypidis, Paris. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:434-485. Full description at Econpapers || Download paper |
2024 | The influence of media slant on short sellers. (2024). McConnell, John J ; Liu, Baixiao ; Knill, April ; McKenzie, Glades. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119924000038. Full description at Econpapers || Download paper |
2024 | Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367. Full description at Econpapers || Download paper |
2024 | Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326. Full description at Econpapers || Download paper |
2024 | Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457. Full description at Econpapers || Download paper |
2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper |
2024 | Investing while lending: Do index funds improve managerial information disclosure?. (2024). Yang, Xing ; Xu, Zijin ; Luo, Haoyi ; Dong, Yunhe. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001790. Full description at Econpapers || Download paper |
2024 | Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models. (2024). Huang, Yujun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002527. Full description at Econpapers || Download paper |
2024 | ETF MAX and MIN effects. (2024). Yang, Joey W ; Sun, Zhiyue ; Gould, John. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012072. Full description at Econpapers || Download paper |
2024 | ETF ownership and stock pricing efficiency: The role of ETF arbitrage. (2024). Liu, Xiao ; Chen, Guanhua ; Zhao, Zhihua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001387. Full description at Econpapers || Download paper |
2024 | Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x. Full description at Econpapers || Download paper |
2024 | Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data. (2024). Wang, Yudong ; Hao, Xianfeng ; Wu, Liangyu. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000314. Full description at Econpapers || Download paper |
2024 | Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713. Full description at Econpapers || Download paper |
2024 | One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945. Full description at Econpapers || Download paper |
2024 | Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28. Full description at Econpapers || Download paper |
2024 | Mutual fund pollution experience and environmental voting. (2024). Nguyen, Vinh ; Marcus, Alan ; Foroughi, Pouyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000694. Full description at Econpapers || Download paper |
2024 | Variance risk premiums in emerging markets. (2024). Zhang, Xiaoyan ; Xu, Lai ; Zhou, Hao ; Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001730. Full description at Econpapers || Download paper |
2024 | ETF arbitrage and international diversification. (2024). Rozental, Hari ; Gozluklu, Arie ; Filippou, Ilias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001882. Full description at Econpapers || Download paper |
2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper |
2024 | Firm-level ESG information and active fund management. (2024). Chen, Linquan ; Kumar, Alok ; Leung, Woon Sau. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000500. Full description at Econpapers || Download paper |
2024 | Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232. Full description at Econpapers || Download paper |
2024 | ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815. Full description at Econpapers || Download paper |
2024 | Unveiling asymmetric dynamics: Exploring the impact of oil price on economic growth and current account deficit: Evidence from G-7 countries. (2024). Wang, Xiaofang ; Ma, Binfeng. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723011923. Full description at Econpapers || Download paper |
2024 | Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414. Full description at Econpapers || Download paper |
2024 | How informed are international short sellers? Global and local industry concentration of short sellers. (2024). , Ruth ; Huszr, Zsuzsa R ; Duong, Truong X. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000501. Full description at Econpapers || Download paper |
2024 | The disposition effect on partially informed short sellers. (2024). Chiu, Hsin-Yu ; Lin, Li-Jung ; Tsai, Wei-Che. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002312. Full description at Econpapers || Download paper |
2024 | Term structure of equity risk premia in rough terrain: 150 years of the French stock market. (2024). Prat, Georges ; le Bris, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s106297692400084x. Full description at Econpapers || Download paper |
2024 | Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379. Full description at Econpapers || Download paper |
2024 | Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Do Anomalies Really Predict Market Returns? New Data and New Evidence. (2024). Zaremba, Adam ; Metko, Daniel ; Fieberg, Christian ; Cakici, Nusret. In: Review of Finance. RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44.. Full description at Econpapers || Download paper |
2025 | Forecasting stock returns: the role of VIX-based upper and lower shadow of Japanese candlestick. (2025). Chang, Xiaoming ; Wen, Fenghua ; Dai, Zhifeng ; Zhu, Haoyang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00682-8. Full description at Econpapers || Download paper |
2024 | An Analysis of the Role of Short Selling in Detecting Default Risk. (2024). Alsaif, Almuhannad. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:6:f:14_6_4. Full description at Econpapers || Download paper |
2024 | The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:557-584. Full description at Econpapers || Download paper |
2024 | Securities lending and information acquisition. (2024). Sturgess, Jason ; Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:287759. Full description at Econpapers || Download paper |
2024 | The impact of climate engagement: A field experiment. (2024). Klbel, Julian ; Heeb, Florian. In: SAFE Working Paper Series. RePEc:zbw:safewp:308043. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | A Multiple Lender Approach to Understanding Supply and Search in the Equity Lending Market In: Journal of Finance. [Full Text][Citation analysis] | article | 62 |
2018 | Short‐Selling Risk In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
2025 | Does Floor Trading Matter? In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Do Index Funds Monitor? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 26 |
2022 | Do Index Funds Monitor?.(2022) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2020 | Reusing Natural Experiments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2019 | Reusing Natural Experiments.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2022 | Reusing Natural Experiments.(2022) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2016 | Short interest and aggregate stock returns In: CEMA Working Papers. [Full Text][Citation analysis] | paper | 225 |
2016 | Short interest and aggregate stock returns.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 225 | article | |
2023 | Do Cross-Sectional Predictors Contain Systematic Information? In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 4 |
2023 | The Demise of the NYSE and Nasdaq: Market Quality in the Age of Market Fragmentation In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
2023 | The Politics of Academic Research In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2012 | How are shorts informed? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 200 |
2022 | On index investing In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2023 | The Information in Asset Fire Sales In: Management Science. [Full Text][Citation analysis] | article | 0 |
2021 | ETF Arbitrage, Non-Fundamental Demand, and Return Predictability* In: Review of Finance. [Full Text][Citation analysis] | article | 19 |
2023 | Does Socially Responsible Investing Change Firm Behavior?* In: Review of Finance. [Full Text][Citation analysis] | article | 4 |
2019 | The Economic Impact of Index Investing In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 17 |
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