Benjamin McKay Blau : Citation Profile


Are you Benjamin McKay Blau?

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

15

H index

23

i10 index

756

Citations

RESEARCH PRODUCTION:

78

Articles

3

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 50
   Journals where Benjamin McKay Blau has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 32 (4.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl102
   Updated: 2024-04-18    RAS profile: 2023-02-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Griffith, Todd (3)

DeLisle, Jared (2)

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 (11)

Smajlbegovic, Esad (8)

Figà-Talamanca, Gianna (7)

Corbet, Shaen (7)

Ahmed, Walid (6)

Mauck, Nathan (5)

Sévi, Benoît (5)

Hassan, M. Kabir (5)

Molnár, Peter (5)

Rizvi, Syed Aun R. (5)

Gil-Alana, Luis (5)

Cites to:

Fama, Eugene (33)

Boehmer, Ekkehart (29)

Diamond, Douglas (29)

zhang, xiaoyan (29)

French, Kenneth (28)

Bessembinder, Hendrik (26)

Stein, Jeremy (24)

Amihud, Yakov (24)

Levine, Ross (20)

Reed, Adam (18)

michaely, roni (17)

Main data


Where Benjamin McKay Blau has published?


Journals with more than one article published# docs
Journal of Banking & Finance7
Journal of Financial Research5
Applied Economics5
Financial Management4
The Quarterly Review of Economics and Finance3
Journal of Behavioral Finance3
Review of Quantitative Finance and Accounting3
Journal of Corporate Finance3
Public Choice2
Journal of Economics and Business2
Journal of Financial Services Research2
Economics Bulletin2
Journal of Financial Markets2
Journal of Risk & Insurance2
International Review of Finance2
Finance Research Letters2
Research in International Business and Finance2
Journal of Behavioral and Experimental Finance2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Working Papers / George Mason University, Mercatus Center2

Recent works citing Benjamin McKay Blau (2024 and 2023)


YearTitle of citing document
2023The future of money and the money supply. (2023). Grigorescu, Dana Luiza ; Iacob, Tefan Virgil ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:5-22.

Full description at Econpapers || Download paper

2023An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

Full description at Econpapers || Download paper

2023Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

Full description at Econpapers || Download paper

2023Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939.

Full description at Econpapers || Download paper

2023A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247.

Full description at Econpapers || Download paper

2023Corporate profit tax, firm entry with unemployment, and income inequality. (2023). Sun, JI. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:380-392.

Full description at Econpapers || Download paper

2023COVID?19 intensity across U.S. states and the liquidity of U.S. equity markets. (2023). Griffith, Todd ; Delisle, Ronald Jared ; Berkowitz, Jason ; Baig, Ahmed. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:235-259.

Full description at Econpapers || Download paper

2023With a Little Help from My Friend: Political Connections and Allocation of COVID-19 Aid. (2023). Barbakadze, I. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2355.

Full description at Econpapers || Download paper

2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

Full description at Econpapers || Download paper

2023An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11.

Full description at Econpapers || Download paper

2023Corporate donations and religiosity: Cross-country evidence. (2023). Chourou, Lamia. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000254.

Full description at Econpapers || Download paper

2023Frenzied buyers and sophisticated sellers: How short sellers trade individual investors’ most purchased stocks. (2023). Outlaw, Dominique. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s221463502300045x.

Full description at Econpapers || Download paper

2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

Full description at Econpapers || Download paper

2023Lean against the wind: The effect of policy uncertainty on a firms corporate social responsibility strategy. (2023). Shen, Jianfu ; Colak, Gonul ; Peng, Daoju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000251.

Full description at Econpapers || Download paper

2023Corporate crimes and innovation: Evidence from US financial firms. (2023). Unsal, Omer. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004205.

Full description at Econpapers || Download paper

2023The relationship between poverty, income inequality and inclusive growth in Sub-Saharan Africa. (2023). Mahmood, Amir ; Agbola, Frank W ; Amponsah, Mary. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002274.

Full description at Econpapers || Download paper

2023Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market. (2023). Lien, Donald ; Wang, Zi-Mei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300027x.

Full description at Econpapers || Download paper

2023State-level economic policy uncertainty (EPU) and firm financial stability: Is there any political insurance?. (2023). Houston, Reza ; Farjana, Ashupta ; Alam, Ahmed W. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000526.

Full description at Econpapers || Download paper

2023IFRS, financial development and income inequality: An empirical study using mediation analysis. (2023). Gal, Graham ; Akisik, Orhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001315.

Full description at Econpapers || Download paper

2023Assignats or death: The politics and dynamics of hyperinflation in revolutionary France. (2023). Ingber, Joshua S ; Rouanet, Louis ; Cutsinger, Bryan P. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001393.

Full description at Econpapers || Download paper

2024Machine learning in bank merger prediction: A text-based approach. (2024). Leledakis, George ; Fergadiotis, Manos ; Androutsopoulos, Ion ; Pyrgiotakis, Emmanouil G ; Katsafados, Apostolos G. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:783-797.

Full description at Econpapers || Download paper

2023Capacity utilization shifting or resource-seeking? Benefits for Chinese enterprises participating in the belt and road initiative. (2023). Yang, Hao ; Zhang, Xuejiao ; Cai, Guowei. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412300002x.

Full description at Econpapers || Download paper

2023Option price implied information and REIT returns. (2023). Zhan, Xintong ; Song, Linjia ; Cao, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:13-28.

Full description at Econpapers || Download paper

2023Income inequality, inflation and financial development. (2023). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:468-487.

Full description at Econpapers || Download paper

2023Country risks, government subsidies, and Chinese renewable energy firm performance: New evidence from a quantile regression. (2023). Chiu, Yi-Bin ; Zhang, Wenwen. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000385.

Full description at Econpapers || Download paper

2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

Full description at Econpapers || Download paper

2023Political similarities in credit ratings. (2023). Do, Hung ; Nguyen, Nhut H ; Molchanov, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000315.

Full description at Econpapers || Download paper

2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

Full description at Econpapers || Download paper

2023Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181.

Full description at Econpapers || Download paper

2023Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts follow-up behavior. (2023). Zhou, Xiaofeng ; Han, Dongmei ; Chen, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300220x.

Full description at Econpapers || Download paper

2023Enterprise digital transformation, breadth of ownership and stock price volatility. (2023). Kong, Gaowen ; Zhao, Huixian ; Liu, Shasha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002296.

Full description at Econpapers || Download paper

2023Credit stimulus and corporate excess employees. (2023). Liu, Shasha ; Kong, Dongmin ; Ma, Guangyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003459.

Full description at Econpapers || Download paper

2023Can environmental disclosure improve price efficiency? The perspective of price delay. (2023). Yang, Yongliang ; Zhang, Jitao. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007322.

Full description at Econpapers || Download paper

2023Geopolitical risk and corporate investment: How do politically connected firms respond?. (2023). Farjana, Ashupta ; Houston, Reza ; Alam, Ahmed W. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000557.

Full description at Econpapers || Download paper

2023The response of money market funds to the COVID-19 pandemic. (2023). Winters, Drew B ; Baig, Ahmed ; Allen, Kyle D. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001630.

Full description at Econpapers || Download paper

2023Circumventing SEC Rule 201 short sale restrictions with options. (2023). Switzer, Lorne N. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300363x.

Full description at Econpapers || Download paper

2023Repercussions of the Silicon Valley Bank collapse on global stock markets. (2023). Pandey, Dharen ; Hassan, M. Kabir ; Hasan, Rashedul ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003859.

Full description at Econpapers || Download paper

2023Herding behavior in exploring the predictability of price clustering in cryptocurrency market. (2023). Masmoudi, Afif ; Hachicha, Fatma ; Obeid, Hassan ; Abid, Ilyes. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005500.

Full description at Econpapers || Download paper

2023Bitcoin volatility and the introduction of bitcoin futures: A portfolio construction approach. (2023). Harasheh, Murad ; Bouteska, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s154461232300572x.

Full description at Econpapers || Download paper

2023Daily short selling around reverse stock splits. (2023). Voges, Ryan ; Griffith, Todd G ; Cox, Justin S ; Blau, Benjamin M. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000307.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

Full description at Econpapers || Download paper

2023Political connections and short sellers. (2023). Feng, Hongrui ; Simkins, Betty ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002837.

Full description at Econpapers || Download paper

2023On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321.

Full description at Econpapers || Download paper

2023A Tree Augmented Naïve Bayes-based methodology for classifying cryptocurrency trends. (2023). Simsek, Serhat ; Asilkalkan, Abdullah ; Dag, Asli Z ; Delen, Dursun. In: Journal of Business Research. RePEc:eee:jbrese:v:156:y:2023:i:c:s0148296322009870.

Full description at Econpapers || Download paper

2023Nonmarket strategy in emerging markets: The link between SMEs’ corporate political activity, corporate social responsibility, and firm competitiveness. (2023). Liedong, Tahiru Azaaviele ; Amankwah-Amoah, Joseph ; Ahsan, Mujtaba ; Abdelgawad, Sondos G ; Adomako, Samuel. In: Journal of Business Research. RePEc:eee:jbrese:v:160:y:2023:i:c:s014829632300125x.

Full description at Econpapers || Download paper

2023Corporate lobbying: Resource-seeking or rent-seeking? Evidence from audit fees. (2023). Gul, Ferdinand A ; Foo, Yee-Boon ; Low, Steven Yik-Pui. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:19:y:2023:i:1:s1815566922000364.

Full description at Econpapers || Download paper

2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

Full description at Econpapers || Download paper

2023Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

Full description at Econpapers || Download paper

2023Firms’ efficiency, exits and government procurement contracts. (2023). Bessonova, Evguenia. In: European Journal of Political Economy. RePEc:eee:poleco:v:76:y:2023:i:c:s017626802200060x.

Full description at Econpapers || Download paper

2023The seasonality of lottery-like stock returns. (2023). Yeo, Ben ; Singh, Ranjodh ; Yang, Joey W ; Gould, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:383-400.

Full description at Econpapers || Download paper

2023How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610.

Full description at Econpapers || Download paper

2023Does smile help detect the UKs price leadership change after MiFID?. (2023). Li, Xiaoxi ; Guo, Qian ; Chen, Jing ; Buckle, Mike. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:756-769.

Full description at Econpapers || Download paper

2023Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891.

Full description at Econpapers || Download paper

2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

Full description at Econpapers || Download paper

2023How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227.

Full description at Econpapers || Download paper

2023Local speculative culture and stock price crash risk. (2023). Lei, Guangyong ; Zhu, Guoyiming ; Qiu, Baoyin ; Zuo, Jingjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002379.

Full description at Econpapers || Download paper

2023Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?. (2023). Kurosaki, Tetsuo ; Sakurai, Yuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000417.

Full description at Econpapers || Download paper

2023Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition. (2023). Colombo, Jéfferson ; Yousaf, Imran ; Gimenes, Andre Dias. In: Textos para discussão. RePEc:fgv:eesptd:563.

Full description at Econpapers || Download paper

2023Demystifying the Effect of the News (Shocks) on Crypto Market Volatility. (2023). Rupeika-Apoga, Ramona ; Taneja, Sanjay ; Bhatnagar, Mukul. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:136-:d:1072193.

Full description at Econpapers || Download paper

2023The Generalised Extreme Value Distribution Approach to Comparing the Riskiness of BitCoin/US Dollar and South African Rand/US Dollar Returns. (2023). Ndlovu, Thabani ; Chikobvu, Delson. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:253-:d:1129715.

Full description at Econpapers || Download paper

2023Re-Examining Bitcoin’s Price–Volume Relationship: A Time-Varying Spectral Analysis. (2023). Phiri, Andrew ; Moyo, Clement. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:324-:d:1188518.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Rational versus Irrational Behavior of Indonesian Cryptocurrency Owners in Making Investment Decision. (2023). Tarigan, Josua ; Widuri, Retnaningtyas ; Hatane, Saarce Elsye ; Tjondro, Elisa. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:17-:d:1031866.

Full description at Econpapers || Download paper

2023A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2023-02.

Full description at Econpapers || Download paper

2023Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z.

Full description at Econpapers || Download paper

2023Narrative Investment-Risk Disclosure & REIT Investment. (2023). Wiley, Jonathan A ; Lim, Dongkuk ; Kim, Dongshin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09819-3.

Full description at Econpapers || Download paper

2023The redistributive politics of monetary policy. (2023). Hazlett, Peter ; Rouanet, Louis. In: Public Choice. RePEc:kap:pubcho:v:194:y:2023:i:1:d:10.1007_s11127-022-01009-w.

Full description at Econpapers || Download paper

2023Does a firm’s lobbying activity respond to its peers’ lobbying activity?. (2023). Pan, Wei-Fong. In: Public Choice. RePEc:kap:pubcho:v:194:y:2023:i:3:d:10.1007_s11127-022-01033-w.

Full description at Econpapers || Download paper

2023Did the 2010 Dodd–Frank Banking Act deflate property values in low-income neighborhoods?. (2023). Blizard, Zachary D ; Richardson, Craig J. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:3:d:10.1007_s11127-023-01084-7.

Full description at Econpapers || Download paper

2023Intraday algorithmic trading strategies for cryptocurrencies. (2023). Cohen, Gil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01139-2.

Full description at Econpapers || Download paper

2023Banks, Political Capital, and Growth. (2023). Zhang, Eden Quxian ; Wagner, Wolf ; Lambert, Thomas. In: Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:12:y:2023:i:3:p:613-655..

Full description at Econpapers || Download paper

2023Solvency determinants: evidence from the Takaful insurance industry. (2023). Tzouvanas, Panagiotis ; Pagas, Paraskevas ; Daynes, Arief ; Alokla, Jassem. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:4:d:10.1057_s41288-021-00263-1.

Full description at Econpapers || Download paper

2023Bimodal lobbying and trade policy outcomes: Evidence from corporate political activity under uncertainty in India. (2023). Lawton, Thomas C ; Shirodkar, Vikrant ; Saha, Amrita. In: Journal of International Business Policy. RePEc:pal:joibpo:v:6:y:2023:i:1:d:10.1057_s42214-022-00145-w.

Full description at Econpapers || Download paper

2023Group norms and policy norms trigger different autonomous motivations for Chinese investors in cryptocurrency investment. (2023). Chang, En-Chung ; Tang, Xiaofei ; Gong, Yongzhi. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01870-0.

Full description at Econpapers || Download paper

2023Impact of Cryptocurrency Market on the Performance of Stock Market- An Empirical Study. (2023). Shaturaev, Jakhongir. In: MPRA Paper. RePEc:pra:mprapa:118244.

Full description at Econpapers || Download paper

2023Effect of Commodity Exchange on the Economy- Prospects and Challenges. (2023). Shaturaev, Jakhongir ; Athar, Sayed Mohammad ; Huda, Md Nazmul. In: MPRA Paper. RePEc:pra:mprapa:118331.

Full description at Econpapers || Download paper

2023Between money and speculative asset: the role of financial literacy on the perception towards Bitcoin in Italy. (2023). Cascavilla, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:118472.

Full description at Econpapers || Download paper

2023A double-edged sword: The conditional properties of elite network ties in the financial sector. (2023). Desmarais, Bruce A ; Heilman, James ; Marple, Timothy ; Young, Kevin L. In: Environment and Planning A. RePEc:sae:envira:v:55:y:2023:i:4:p:997-1019.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

Full description at Econpapers || Download paper

2023Assessing Determinants of Continuance Intention Toward Cryptocurrency Usage: Extending Expectation Confirmation Model With Technology Readiness. (2023). Alfawaz, Khaled Mofawiz ; Madon, Bakri Bin ; Ruangkanjanases, Athapol ; Hariguna, Taqwa. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231160439.

Full description at Econpapers || Download paper

2023Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling. (2023). Cribari-Neto, Francisco ; Bernardino, Wilton ; Ospina, Raydonal ; Regis, Renan O. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02316-3.

Full description at Econpapers || Download paper

2023Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7.

Full description at Econpapers || Download paper

2023The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China. (2023). Yi, Xiaojing ; Wang, Shuhong ; Song, Malin. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:10:d:10.1007_s10668-022-02513-1.

Full description at Econpapers || Download paper

2023The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). Bensaida, Ahmed. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w.

Full description at Econpapers || Download paper

2023The Banking Sector, the Engine of Inclusive Growth in WAEMU Countries: Decoy or Glimmer?. (2023). Kouton, Jeffrey ; Fe, Doukoure Charles. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:1:d:10.1007_s13132-022-00893-3.

Full description at Econpapers || Download paper

2023Social trading: do signal providers trigger gambling?. (2023). Schneider, Julian ; Oehler, Andreas. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:4:d:10.1007_s11846-022-00560-6.

Full description at Econpapers || Download paper

2023Covid?19 outbreak and stocks return on the West African Economic and Monetary Unions stock market: An empirical analysis of the relationship through the event study approach. (2023). Toe, Mamadou ; Tan, Daouda Lawa ; Zoungrana, Tibi Didier. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1404-1422.

Full description at Econpapers || Download paper

2023Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005.

Full description at Econpapers || Download paper

2023Trading cryptocurrencies using algorithmic average true range systems. (2023). Cohen, Gil. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:212-222.

Full description at Econpapers || Download paper

2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

Full description at Econpapers || Download paper

2023Why do farmers seek office? Regulatory capture in Russian agricultural subsidization. (2023). Herzfeld, Thomas ; Kvartiuk, Vasyl. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:268614.

Full description at Econpapers || Download paper

Works by Benjamin McKay Blau:


YearTitleTypeCited
2018Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility In: Working Papers.
[Full Text][Citation analysis]
paper1
2018The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions In: Working Papers.
[Full Text][Citation analysis]
paper0
2020Opacity and the comovement in the stock prices of banks In: Accounting and Finance.
[Full Text][Citation analysis]
article0
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]
article6
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]
article5
2021Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns? In: International Review of Finance.
[Full Text][Citation analysis]
article0
2022Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks In: International Review of Finance.
[Full Text][Citation analysis]
article0
2009INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? In: Journal of Financial Research.
[Full Text][Citation analysis]
article21
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]
article14
2014SPECULATIVE TRADING IN REITS In: Journal of Financial Research.
[Full Text][Citation analysis]
article3
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]
article9
2008Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article12
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]
article13
2019The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects In: Economics Bulletin.
[Full Text][Citation analysis]
article7
2020Comovement in the Cryptocurrency Market In: Economics Bulletin.
[Full Text][Citation analysis]
article7
2018Does religiosity affect liquidity in financial markets? In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article4
2018Does Religiosity Affect Liquidity in Financial Markets?.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2020Gambling activity and stock price volatility: A cross-country analysis In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]
article1
2008Flexibility and dividends In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article23
2011Short selling around dividend announcements and ex-dividend days In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article13
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]
article30
2018Income inequality, poverty, and the liquidity of stock markets In: Journal of Development Economics.
[Full Text][Citation analysis]
article23
2021Inflation and Bitcoin: A descriptive time-series analysis In: Economics Letters.
[Full Text][Citation analysis]
article18
2013Are short sellers incrementally informed prior to earnings announcements? In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article15
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]
article20
2014Short sales and class-action lawsuits In: Journal of Financial Markets.
[Full Text][Citation analysis]
article3
2018The maximum bid-ask spread In: Journal of Financial Markets.
[Full Text][Citation analysis]
article3
2021Free trade and the efficiency of financial markets In: Global Finance Journal.
[Full Text][Citation analysis]
article3
2017Economic freedom and crashes in financial markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article10
2022Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
2023Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article2
2012Informed or speculative: Short selling analyst recommendations In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article29
2012Short selling of ADRs and foreign market short-sale constraints In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2013Corporate lobbying, political connections, and the bailout of banks In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article105
2014The information content of option ratios In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2017Bank opacity and the efficiency of stock prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article19
2016Price clustering and the stability of stock prices In: Journal of Business Research.
[Full Text][Citation analysis]
article13
2012Short selling after hours In: Journal of Economics and Business.
[Full Text][Citation analysis]
article1
2017The volatility of exchange rates and the non-normality of stock returns In: Journal of Economics and Business.
[Full Text][Citation analysis]
article2
2014Economic freedom and the stability of stock prices: A cross-country analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article15
2019Price clustering and economic freedom: The case of cross-listed securities In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article3
2019Skewness preferences and gambling cultures In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article4
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]
article8
2018Exchange rate volatility and the stability of stock prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article12
2011Information in short selling: Comparing Nasdaq and the NYSE In: Review of Financial Economics.
[Full Text][Citation analysis]
article0
2011Information in short selling: Comparing Nasdaq and the NYSE.(2011) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2017Price dynamics and speculative trading in bitcoin In: Research in International Business and Finance.
[Full Text][Citation analysis]
article146
2018Price dynamics and speculative trading in Bitcoin.(2018) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 146
article
In: .
[Full Text][Citation analysis]
article0
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]
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.
[Full Text][Citation analysis]
article2
2021Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries 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]
article20
2017Lobbying, political connections and emergency lending by the Federal Reserve In: Public Choice.
[Full Text][Citation analysis]
article16
2022Lobbying and lending by banks around the financial crisis by In: Public Choice.
[Full Text][Citation analysis]
article4
2015Are put-call ratios a substitute for short sales? In: Review of Derivatives Research.
[Full Text][Citation analysis]
article4
2013Comparing the information in short sales and put options In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article13
2016REITs and market friction In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article0
2022Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article2
2017Range-based volatility, expected stock returns, and the low volatility anomaly In: PLOS ONE.
[Full Text][Citation analysis]
article4
2020Accounting Information Quality and the Clustering of Stock Prices In: American Business Review.
[Full Text][Citation analysis]
article0
2016Guns, laws and public shootings in the United States In: Applied Economics.
[Full Text][Citation analysis]
article2
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]
article5
2019Information in stock prices: the case of the 2016 U.S. presidential election In: Applied Economics.
[Full Text][Citation analysis]
article1
2021Income inequality and the volatility of stock prices In: Applied Economics.
[Full Text][Citation analysis]
article1
2019Price Clustering and Investor Sentiment In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
article3
2020Does Probability Weighting Drive Lottery Preferences? In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
article3
2022Price Clustering, Preferences for Round Prices, and Expected Returns In: Journal of Behavioral Finance.
[Full Text][Citation analysis]
article0
2017Option Introductions and the Skewness of Stock Returns In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team