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 4 11 20
Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility 0 0 0 0 1 4 9 10
The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions 0 0 1 1 0 4 7 9
Total Working Papers 0 0 1 3 1 12 27 39


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 4 11 90
Anchor Reversion: The Case of the 52-Week High and Asset Prices 0 1 10 11 1 4 27 28
Are put-call ratios a substitute for short sales? 0 0 0 21 0 2 9 95
Are short sellers incrementally informed prior to earnings announcements? 0 0 3 10 2 8 13 85
Autocorrelation in daily short-sale volume 0 0 0 10 0 3 8 111
Bank opacity and the efficiency of stock prices 1 1 1 54 3 8 14 196
Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita 0 0 0 22 2 5 6 168
Comovement in the Cryptocurrency Market 0 1 5 74 0 6 24 277
Comparing the information in short sales and put options 0 0 0 15 1 6 12 77
Concentrated short‐selling activity: bear raids or contrarian trading? 0 0 0 5 0 7 12 96
Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks 0 0 3 5 5 10 35 49
Corporate lobbying, political connections, and the bailout of banks 1 2 2 123 2 6 16 561
Daily short selling around reverse stock splits 0 0 0 1 11 25 50 71
Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic 0 1 7 14 2 16 37 78
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 1 1 3 81 3 14 38 351
Does Probability Weighting Drive Lottery Preferences? 0 0 1 7 3 4 11 33
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 0 7 0 3 8 33
Does religiosity affect liquidity in financial markets? 0 0 0 1 0 3 9 21
Economic freedom and crashes in financial markets 0 0 0 25 2 15 18 115
Economic freedom and the stability of stock prices: A cross-country analysis 0 0 0 24 0 1 11 103
Exchange rate volatility and the stability of stock prices 1 1 2 16 3 11 23 107
Financial development and mortality rates 0 0 2 3 0 5 13 17
Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries 0 0 2 10 0 2 11 30
Flexibility and dividends 0 2 3 114 0 8 14 430
Free trade and the efficiency of financial markets 0 0 2 12 0 3 14 54
Gambling Preferences, Options Markets, and Volatility 0 0 1 18 3 17 23 91
Gambling activity and stock price volatility: A cross-country analysis 0 0 1 18 0 1 8 59
Guns, laws and public shootings in the United States 0 0 1 28 1 7 15 110
How does short selling affect liquidity in financial markets? 0 0 1 46 8 13 19 208
INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? 0 0 0 68 2 16 18 291
Income inequality and the volatility of stock prices 0 1 1 8 0 4 9 25
Income inequality, poverty, and the liquidity of stock markets 0 0 1 84 9 37 47 436
Industry regulation and the comovement of stock returns 0 0 3 6 0 7 19 30
Inflation and Bitcoin: A descriptive time-series analysis 0 1 15 110 7 20 86 415
Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? 0 0 0 6 1 2 3 28
Information and trade sizes: The case of short sales 0 0 0 8 1 7 8 78
Information in short selling: Comparing Nasdaq and the NYSE 0 0 0 23 2 5 6 140
Information in short selling: Comparing Nasdaq and the NYSE 0 0 0 0 1 7 10 12
Information in stock prices: the case of the 2016 U.S. presidential election 0 0 11 38 7 21 51 115
Informed or speculative: Short selling analyst recommendations 0 0 0 29 1 6 12 236
Informed short sales and option introductions 0 0 0 7 0 2 6 62
Lobbying and lending by banks around the financial crisis by 0 0 2 5 2 10 27 44
Lobbying, political connections and emergency lending by the Federal Reserve 0 0 0 28 1 6 12 230
On the Ethics of “Non-Corporate” Insider Trading 0 0 1 1 0 8 18 33
Opacity and the comovement in the stock prices of banks 0 0 0 5 0 3 11 43
Option Introductions and the Skewness of Stock Returns 0 0 0 0 0 2 5 22
Pharmaceutical innovation and access to financial markets 0 0 0 0 0 5 7 7
Political protection: The case of large‐scale oil spills and the stock prices of energy firms 0 0 4 4 0 6 13 13
Price Clustering and Investor Sentiment 0 0 0 7 0 5 5 25
Price Clustering, Preferences for Round Prices, and Expected Returns 0 0 3 10 1 9 29 69
Price clustering and economic freedom: The case of cross-listed securities 0 0 0 4 0 4 9 31
Price clustering and sentiment in bitcoin 1 1 3 58 1 6 14 187
Price clustering and the stability of stock prices 0 0 0 26 3 6 10 103
Price dynamics and speculative trading in Bitcoin 1 1 6 161 2 6 38 574
Price dynamics and speculative trading in bitcoin 0 0 1 189 0 5 12 497
REIT Short Sales and Return Predictability 0 0 0 27 2 8 13 149
REITs and market friction 0 0 0 6 1 10 11 66
Range-based volatility, expected stock returns, and the low volatility anomaly 0 0 0 0 5 15 19 24
Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns? 0 0 0 2 0 2 6 16
Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis 1 1 2 7 4 9 18 45
Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic 0 0 0 2 0 7 22 34
SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS 0 0 0 2 0 2 3 34
SPECULATIVE TRADING IN REITS 0 0 0 3 1 2 10 59
Short Interest and Frictions in the Flow of Information 0 0 0 4 0 2 6 37
Short Sales and Option Listing Decisions 0 0 0 4 0 3 5 33
Short Selling and Price Pressure Around Merger Announcements 0 0 1 16 2 6 10 99
Short Selling and the Weekend Effect for NYSE Securities 0 1 1 9 1 5 9 62
Short sales and class-action lawsuits 0 1 1 16 2 8 11 123
Short sales, stealth trading, and the suspension of the uptick rule 0 0 0 10 1 1 3 65
Short selling after hours 0 0 0 12 0 6 8 91
Short selling around dividend announcements and ex-dividend days 0 0 1 66 0 6 13 469
Short selling of ADRs and foreign market short-sale constraints 0 0 0 13 2 5 11 158
Signaling, Free Cash Flow and “Nonmonotonic” Dividends 0 0 1 37 0 1 6 125
Skewness preferences and gambling cultures 0 0 0 6 0 5 11 35
Skewness preferences, asset prices and investor sentiment 0 1 1 6 1 9 14 32
Skewness, short interest and the efficiency of stock prices 0 0 0 7 1 4 8 33
THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS 0 0 0 5 0 7 13 28
TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS 0 0 0 5 1 2 2 41
The Distribution of REIT Liquidity 0 0 0 0 1 3 3 5
The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects 1 1 3 51 2 11 22 185
The Volatility of Bid-Ask Spreads 0 1 1 11 6 9 10 59
The asset growth return premium and anchoring on the 52‐week high 0 0 2 2 1 8 17 17
The information content of option ratios 0 0 0 24 2 6 12 121
The maximum bid-ask spread 0 0 0 27 1 9 12 120
The reaction of European credit default swap spreads to the U.S. credit rating downgrade 0 0 0 13 2 6 12 73
The volatility of exchange rates and the non-normality of stock returns 0 0 0 27 1 4 8 109
Total Journal Articles 8 20 115 2,106 134 613 1,322 10,037
1 registered items for which data could not be found


Statistics updated 2026-04-09