Access Statistics for Benjamin McKay Blau

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does Religiosity Affect Liquidity in Financial Markets? 0 0 0 2 0 1 2 10
Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility 0 0 0 0 0 1 1 2
The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions 0 1 1 1 0 1 2 3
Total Working Papers 0 1 1 3 0 3 5 15


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting Information Quality and the Clustering of Stock Prices 0 0 0 26 1 1 1 80
Are put-call ratios a substitute for short sales? 0 0 0 21 0 0 3 86
Are short sellers incrementally informed prior to earnings announcements? 0 1 2 8 0 1 2 73
Autocorrelation in daily short-sale volume 0 0 1 10 0 0 1 103
Bank opacity and the efficiency of stock prices 0 0 1 53 1 3 8 185
Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita 0 0 0 22 0 0 0 162
Comovement in the Cryptocurrency Market 1 1 3 70 2 2 16 255
Comparing the information in short sales and put options 0 0 0 15 0 0 4 65
Concentrated short‐selling activity: bear raids or contrarian trading? 0 0 0 5 1 2 2 86
Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks 0 2 3 4 6 10 14 24
Corporate lobbying, political connections, and the bailout of banks 0 0 6 121 0 1 16 546
Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic 2 3 4 10 2 5 14 46
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 0 4 78 0 3 21 316
Does Probability Weighting Drive Lottery Preferences? 1 1 1 7 1 1 4 23
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 2 7 2 3 7 28
Does religiosity affect liquidity in financial markets? 0 0 0 1 0 0 0 12
Economic freedom and crashes in financial markets 0 0 4 25 0 1 13 98
Economic freedom and the stability of stock prices: A cross-country analysis 0 0 1 24 0 1 6 93
Exchange rate volatility and the stability of stock prices 0 1 1 15 1 4 4 88
Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries 0 1 2 9 0 2 6 21
Flexibility and dividends 0 0 0 111 0 2 5 418
Free trade and the efficiency of financial markets 0 0 1 10 1 2 4 42
Gambling Preferences, Options Markets, and Volatility 0 1 2 18 0 2 5 70
Gambling activity and stock price volatility: A cross-country analysis 0 1 6 18 0 1 8 52
Guns, laws and public shootings in the United States 0 0 0 27 0 0 8 95
How does short selling affect liquidity in financial markets? 0 0 0 45 1 1 4 190
INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? 0 0 0 68 0 0 0 273
Income inequality and the volatility of stock prices 0 0 1 7 0 1 3 17
Income inequality, poverty, and the liquidity of stock markets 0 0 2 83 0 1 10 390
Inflation and Bitcoin: A descriptive time-series analysis 3 5 19 100 10 16 64 345
Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? 0 0 0 6 0 0 1 25
Information and trade sizes: The case of short sales 0 0 0 8 0 0 1 70
Information in short selling: Comparing Nasdaq and the NYSE 0 0 0 0 0 0 1 2
Information in short selling: Comparing Nasdaq and the NYSE 0 0 0 23 0 0 0 134
Information in stock prices: the case of the 2016 U.S. presidential election 1 10 19 37 3 18 36 82
Informed or speculative: Short selling analyst recommendations 0 0 1 29 0 0 5 224
Informed short sales and option introductions 0 0 0 7 0 0 1 56
Lobbying and lending by banks around the financial crisis by 1 1 2 4 3 3 8 20
Lobbying, political connections and emergency lending by the Federal Reserve 0 0 0 28 0 0 1 218
On the Ethics of “Non-Corporate” Insider Trading 0 0 0 0 0 0 0 15
Opacity and the comovement in the stock prices of banks 0 0 0 5 0 1 1 33
Option Introductions and the Skewness of Stock Returns 0 0 0 0 0 0 1 17
Price Clustering and Investor Sentiment 0 0 1 7 0 0 2 20
Price Clustering, Preferences for Round Prices, and Expected Returns 0 0 0 7 1 2 20 42
Price clustering and economic freedom: The case of cross-listed securities 0 0 1 4 0 1 4 23
Price clustering and sentiment in bitcoin 0 1 4 56 0 2 14 175
Price clustering and the stability of stock prices 0 0 1 26 0 0 4 93
Price dynamics and speculative trading in Bitcoin 1 2 9 157 3 9 40 545
Price dynamics and speculative trading in bitcoin 0 1 4 189 0 2 15 487
REIT Short Sales and Return Predictability 0 0 1 27 1 1 2 137
REITs and market friction 0 0 0 6 0 0 1 55
Range-based volatility, expected stock returns, and the low volatility anomaly 0 0 0 0 0 0 2 5
Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns? 0 0 1 2 0 0 3 10
Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis 0 0 1 5 0 0 2 27
Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic 0 0 1 2 1 2 4 14
SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS 0 0 0 2 0 0 0 31
SPECULATIVE TRADING IN REITS 0 0 0 3 0 1 1 50
Short Interest and Frictions in the Flow of Information 0 0 0 4 0 0 0 31
Short Sales and Option Listing Decisions 0 0 0 4 0 0 0 28
Short Selling and Price Pressure Around Merger Announcements 0 0 1 15 0 0 5 89
Short Selling and the Weekend Effect for NYSE Securities 0 0 1 8 1 1 2 54
Short sales and class-action lawsuits 0 0 0 15 1 1 3 113
Short sales, stealth trading, and the suspension of the uptick rule 0 0 0 10 0 0 1 62
Short selling after hours 0 0 1 12 1 1 5 84
Short selling around dividend announcements and ex-dividend days 0 0 0 65 0 1 4 457
Short selling of ADRs and foreign market short-sale constraints 0 0 0 13 1 1 5 148
Signaling, Free Cash Flow and “Nonmonotonic” Dividends 0 0 0 36 1 1 6 120
Skewness preferences and gambling cultures 0 0 0 6 0 0 0 24
Skewness preferences, asset prices and investor sentiment 0 0 0 5 1 2 3 20
Skewness, short interest and the efficiency of stock prices 0 0 0 7 0 0 0 25
THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS 0 0 0 5 0 1 1 16
TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS 0 0 0 5 0 0 0 39
The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects 0 1 2 49 1 2 9 165
The Volatility of Bid-Ask Spreads 0 0 2 10 0 0 4 49
The information content of option ratios 0 0 3 24 0 0 9 109
The maximum bid-ask spread 0 0 0 27 0 1 1 109
The reaction of European credit default swap spreads to the U.S. credit rating downgrade 0 0 0 13 0 0 0 61
The volatility of exchange rates and the non-normality of stock returns 0 0 1 27 0 0 4 101
Total Journal Articles 10 33 123 2,018 48 120 485 8,796
1 registered items for which data could not be found


Statistics updated 2025-07-04