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 10 22
Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility 0 0 0 0 0 0 9 11
The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions 0 0 0 1 0 2 8 11
Total Working Papers 0 0 0 3 0 3 27 44


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 2 12 93
Anchor Reversion: The Case of the 52-Week High and Asset Prices 4 5 9 16 5 11 28 39
Are put-call ratios a substitute for short sales? 0 0 0 21 0 1 16 104
Are short sellers incrementally informed prior to earnings announcements? 0 0 0 10 0 7 20 95
Autocorrelation in daily short-sale volume 0 0 0 10 1 2 10 113
Bank opacity and the efficiency of stock prices 1 1 2 55 1 2 16 201
Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita 0 0 0 22 0 0 7 169
Comovement in the Cryptocurrency Market 1 1 4 75 1 1 28 284
Comparing the information in short sales and put options 0 0 0 15 1 2 19 85
Concentrated short‐selling activity: bear raids or contrarian trading? 0 0 0 5 1 4 21 107
Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks 0 0 0 5 0 0 26 52
Corporate lobbying, political connections, and the bailout of banks 0 0 2 123 0 3 19 567
Daily short selling around reverse stock splits 1 1 2 3 6 27 85 108
Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic 1 3 6 17 1 12 51 99
Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales 0 1 4 83 2 5 47 368
Does Probability Weighting Drive Lottery Preferences? 1 1 1 8 1 3 19 43
Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds 0 0 0 7 0 1 9 37
Does religiosity affect liquidity in financial markets? 0 0 0 1 1 2 14 26
Economic freedom and crashes in financial markets 0 0 0 25 1 1 19 117
Economic freedom and the stability of stock prices: A cross-country analysis 0 0 0 24 0 1 12 106
Exchange rate volatility and the stability of stock prices 0 0 1 16 1 4 24 113
Financial development and mortality rates 0 0 0 3 1 1 10 19
Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries 0 0 1 10 0 0 8 31
Flexibility and dividends 0 0 4 115 2 2 18 437
Free trade and the efficiency of financial markets 0 0 1 12 1 2 15 59
Gambling Preferences, Options Markets, and Volatility 0 0 1 19 0 1 31 101
Gambling activity and stock price volatility: A cross-country analysis 0 2 2 20 0 4 14 67
Guns, laws and public shootings in the United States 1 1 2 29 2 3 23 119
How does short selling affect liquidity in financial markets? 0 0 1 46 0 2 20 211
INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME? 0 0 0 68 0 0 18 292
Income inequality and the volatility of stock prices 1 1 2 9 2 4 14 31
Income inequality, poverty, and the liquidity of stock markets 0 0 1 84 0 0 49 440
Industry regulation and the comovement of stock returns 0 1 4 8 2 5 22 38
Inflation and Bitcoin: A descriptive time-series analysis 1 2 11 113 3 11 82 434
Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? 0 0 0 6 1 3 8 33
Information and trade sizes: The case of short sales 0 0 0 8 1 2 11 81
Information in short selling: Comparing Nasdaq and the NYSE 0 0 0 0 0 0 11 13
Information in short selling: Comparing Nasdaq and the NYSE 0 0 0 23 0 1 9 144
Information in stock prices: the case of the 2016 U.S. presidential election 0 1 2 39 1 2 41 128
Informed or speculative: Short selling analyst recommendations 0 0 0 29 1 1 13 240
Informed short sales and option introductions 0 0 0 7 0 0 6 63
Lobbying and lending by banks around the financial crisis by 0 0 1 5 0 2 32 52
Lobbying, political connections and emergency lending by the Federal Reserve 0 0 0 28 1 1 13 236
On the Ethics of “Non-Corporate” Insider Trading 0 1 2 2 0 1 19 35
Opacity and the comovement in the stock prices of banks 0 0 0 5 0 0 14 49
Option Introductions and the Skewness of Stock Returns 0 0 0 0 0 1 8 25
Pharmaceutical innovation and access to financial markets 0 0 0 0 1 1 12 12
Political protection: The case of large‐scale oil spills and the stock prices of energy firms 0 0 1 4 65 66 76 80
Price Clustering and Investor Sentiment 0 0 0 7 0 2 11 31
Price Clustering, Preferences for Round Prices, and Expected Returns 0 1 4 11 1 4 27 77
Price clustering and economic freedom: The case of cross-listed securities 0 0 0 4 0 2 12 35
Price clustering and sentiment in bitcoin 0 1 3 59 0 3 16 192
Price clustering and the stability of stock prices 0 0 0 26 0 1 14 108
Price dynamics and speculative trading in Bitcoin 0 0 5 163 1 5 38 589
Price dynamics and speculative trading in bitcoin 1 1 1 190 1 1 12 500
REIT Short Sales and Return Predictability 0 0 0 27 1 1 12 151
REITs and market friction 0 0 0 6 0 1 14 69
Range-based volatility, expected stock returns, and the low volatility anomaly 0 0 0 0 0 1 20 26
Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns? 0 0 0 2 1 3 13 23
Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis 0 0 2 7 0 1 20 48
Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic 0 0 0 2 0 1 17 36
SKEWNESS AND THE ASYMMETRY IN EARNINGS ANNOUNCEMENT RETURNS 0 0 0 2 0 2 7 38
SPECULATIVE TRADING IN REITS 0 0 0 3 0 2 12 64
Short Interest and Frictions in the Flow of Information 0 0 0 4 0 0 7 38
Short Sales and Option Listing Decisions 0 0 0 4 16 16 25 53
Short Selling and Price Pressure Around Merger Announcements 0 0 1 16 1 1 16 105
Short Selling and the Weekend Effect for NYSE Securities 0 0 1 9 2 7 22 76
Short sales and class-action lawsuits 0 0 1 16 1 2 16 129
Short sales, stealth trading, and the suspension of the uptick rule 0 0 0 10 0 0 5 67
Short selling after hours 0 0 0 12 0 3 12 96
Short selling around dividend announcements and ex-dividend days 0 0 1 66 2 6 25 483
Short selling of ADRs and foreign market short-sale constraints 0 0 0 13 2 3 15 164
Signaling, Free Cash Flow and “Nonmonotonic” Dividends 0 0 2 38 0 1 9 129
Skewness preferences and gambling cultures 0 0 0 6 0 0 12 36
Skewness preferences, asset prices and investor sentiment 0 0 2 7 1 3 19 39
Skewness, short interest and the efficiency of stock prices 0 0 0 7 0 0 11 37
THE FINANCIAL IMPACT OF LENDER-OF-LAST-RESORT BORROWING FROM THE FEDERAL RESERVE DURING THE FINANCIAL CRISIS 0 0 0 5 0 0 10 28
TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS 0 0 0 5 0 1 6 45
The Distribution of REIT Liquidity 0 0 0 0 0 0 5 7
The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects 0 0 2 51 0 1 24 192
The Volatility of Bid-Ask Spreads 0 0 2 12 2 4 17 67
The asset growth return premium and anchoring on the 52‐week high 0 0 2 3 0 0 23 25
The information content of option ratios 0 0 0 24 0 6 21 132
The maximum bid-ask spread 0 0 0 27 1 3 20 129
The reaction of European credit default swap spreads to the U.S. credit rating downgrade 0 0 0 13 0 1 13 74
The volatility of exchange rates and the non-normality of stock returns 0 0 0 27 0 0 9 111
Total Journal Articles 13 25 96 2,143 141 295 1,686 10,645
1 registered items for which data could not be found


Statistics updated 2026-09-10