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

835

Citations

RESEARCH PRODUCTION:

78

Articles

3

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 55
   Journals where Benjamin McKay Blau has often published
   Relations with other researchers
   Recent citing documents: 172.    Total self citations: 32 (3.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbl102
   Updated: 2024-12-03    RAS profile: 2023-02-10    
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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 (12)

Smajlbegovic, Esad (8)

Corbet, Shaen (8)

Figà-Talamanca, Gianna (7)

Ahmed, Walid (6)

Rousse, Olivier (5)

Panagiotidis, Theodore (5)

Stengos, Thanasis (5)

Mauck, Nathan (5)

Sévi, Benoît (5)

Gil-Alana, Luis (5)

Cites to:

Fama, Eugene (33)

Boehmer, Ekkehart (29)

zhang, xiaoyan (29)

Diamond, Douglas (29)

French, Kenneth (28)

Bessembinder, Hendrik (26)

Amihud, Yakov (24)

Stein, Jeremy (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
Review of Quantitative Finance and Accounting3
Journal of Behavioral Finance3
Journal of Corporate Finance3
Public Choice2
Journal of Risk & Insurance2
Journal of Financial Markets2
International Review of Economics & Finance2
Finance Research Letters2
Economics Bulletin2
Journal of Financial Services Research2
Journal of Economics and Business2
International Review of Finance2
Research in International Business and Finance2
Journal of Behavioral and Experimental 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.

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

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

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

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

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2023Does 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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2024Political ranking in hierarchy and receipt of a comment letter: Evidence from China. (2024). Wei, Dengxi ; Feng, Xunan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:277-307.

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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.

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2024Detecting 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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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.

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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.

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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.

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2023How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730.

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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.

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2023Secret sentiments make for good announcements: Does unjustified managerial belief benefit tourism firm performance?. (2023). Liu, Ya-Fei ; Zeng, Min. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001469.

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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.

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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.

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2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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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.

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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.

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2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

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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.

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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.

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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.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023Goodhart’s law in China: Bank branching regulation and window dressing. (2023). Huizinga, Harry ; Gong, Di ; Zhu, Jigao ; Li, Tianshi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001019.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2024Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus. (2024). Soltane, Feriel ; Sassi, Syrine ; Benmabrouk, Houda ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004751.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549.

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2024CEO overconfidence and the informativeness of bank stock prices. (2024). Lin, Kun-Li ; Doan, Anh-Tuan ; Le, Anh-Tuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001625.

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2024Going mainstream: Cryptocurrency narratives in newspapers. (2024). Walker, Clive B. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002370.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023Firm investment steering through state-level policy uncertainty. (2023). Houston, Reza ; Farjana, Ashupta ; Alam, Ahmed W. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008425.

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2024Can managers’ facial expressions predict future company performance and risk? Evidence from China. (2024). Qin, Haoyuan ; Liu, Eping. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011662.

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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813.

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2024Geopolitical risk, CEO power, and corporate lobbying: Do powerful CEOs lobby more?. (2024). Houston, Reza ; Farjana, Ashupta ; Alam, Ahmed W. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001570.

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2024The effects of manager sentiment in financial disclosure: Perspectives of operational efficiency and market reaction. (2024). Shi, Yan ; Sun, Fangfang ; Xin, Jianxuan ; Wang, Chunlan ; Du, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004550.

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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.

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2024Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases. (2024). Saha, Sounak ; Sun, Licheng ; Stivers, Chris. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000666.

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2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

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2024Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

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2024Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Baig, Ahmed S ; Aharon, David Y. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

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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.

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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.

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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.

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2023Do local investors know more? Evidence from securities class actions. (2023). Kim, Hyun-Dong ; Hwang, Hyoseok. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001991.

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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.

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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.

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2024How reaching numerical roundness on subgoals affects the completion of superordinate goals. (2024). Gunasti, Kunter ; Hair, Michael ; Ozcan, Timucin. In: Journal of Business Research. RePEc:eee:jbrese:v:177:y:2024:i:c:s0148296324001218.

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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.

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2024Between money and speculative asset: The role of financial literacy on the perception towards Bitcoin in Italy. (2024). Cascavilla, Alessandro. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000242.

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2023Financial markets, inflation and growth: The impact of monetary policy under different political structures. (2023). Roudari, Soheil ; Tayebi, Seyed Komail ; Sadeghi, Abdorasoul. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:5:p:935-956.

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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.

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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.

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2023Is corporate environmental investment a strategic risk management tool? Evidence from short selling threats. (2023). Luo, LE ; Tang, Taijie ; Zhou, Yankun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002007.

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2023Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

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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.

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2023Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet. (2023). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Zhao, Xin ; Shahzad, Umer ; Vasa, Laszlo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:112-131.

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2024The longer-term impact of TARP on banks’ default risk. (2024). Ghosh, Chinmoy ; Gao, Jieqiong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:346-357.

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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.

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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.

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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.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2024Litigating payouts or not? Evidence from universal demand laws. (2024). Boubaker, Sabri ; Zhang, Huilin ; Ni, Xiaoran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:136-153.

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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.

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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.

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

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]		article1
2009Short Selling and the Weekend Effect for NYSE Securities In: Financial Management.
[Full Text][Citation analysis]		article19
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]		article22
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]		article4
2008Flexibility and dividends In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article26
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]		article39
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]		article28
2013Are short sellers incrementally informed prior to earnings announcements? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
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]		article27
2014Short sales and class-action lawsuits In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
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]		article14
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]		article30
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]		article115
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]		article21
2016Price clustering and the stability of stock prices In: Journal of Business Research.
[Full Text][Citation analysis]		article14
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]		article3
2014Economic freedom and the stability of stock prices: A cross-country analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article19
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]		article9
2018Exchange rate volatility and the stability of stock prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article14
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]		article153
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: 153		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]		article7
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]		article17
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]		article6
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]		article3
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]		article2
2021Income inequality and the volatility of stock prices In: Applied Economics.
[Full Text][Citation analysis]		article2
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]		article4
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

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