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Publications

by members of

Utah State University → Jon M. Huntsman School of Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2018

  1. Blau, Benjamin & Whitby, Ryan, 2018, "Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility," Working Papers, George Mason University, Mercatus Center, number 07740, May.
  2. Blau, Benjamin & Whitby, Ryan, 2018, "The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions," Working Papers, George Mason University, Mercatus Center, number 07742, Dec.
  3. Blau, Benjamin, 2018, "Does Religiosity Affect Liquidity in Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 100698.

Journal articles

2025

  1. Ahmed S. Baig & Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2025, "Political protection: The case of large‐scale oil spills and the stock prices of energy firms," International Review of Finance, International Review of Finance Ltd., volume 25, issue 1, March, DOI: 10.1111/irfi.12446.
  2. Benjamin M. Blau & Brad Cannon, 2025, "The asset growth return premium and anchoring on the 52‐week high," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 48, issue 1, pages 133-148, March, DOI: 10.1111/jfir.12399.
  3. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2025, "Financial development and mortality rates," Applied Economics, Taylor & Francis Journals, volume 57, issue 3, pages 338-352, January, DOI: 10.1080/00036846.2024.2303620.
  4. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby & Darren Woodward, 2025, "Anchor Reversion: The Case of the 52-Week High and Asset Prices," Journal of Behavioral Finance, Taylor & Francis Journals, volume 26, issue 1, pages 82-94, January, DOI: 10.1080/15427560.2023.2244103.

2023

  1. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2023, "Industry regulation and the comovement of stock returns," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 206-219, DOI: 10.1016/j.jempfin.2023.06.005.
  2. Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan, 2023, "Daily short selling around reverse stock splits," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100832.
  3. Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2023, "Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106744.
  4. Zeeshan Samad & Myrna Wooders & Bradley Malin & Yevgeniy Vorobeychik, 2023, "Risk, trust, and altruism in genetic data sharing," Journal of Public Economic Theory, Association for Public Economic Theory, volume 25, issue 6, pages 1251-1269, December, DOI: 10.1111/jpet.12678.

2022

  1. Benjamin M. Blau & Todd G. Griffith & Derek Larsen & Ryan J. Whitby, 2022, "Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks," International Review of Finance, International Review of Finance Ltd., volume 22, issue 4, pages 759-769, December, DOI: 10.1111/irfi.12368.
  2. Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2022, "Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106627.
  3. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2022, "On the Ethics of “Non-Corporate” Insider Trading," Journal of Business Ethics, Springer, volume 177, issue 1, pages 79-93, April, DOI: 10.1007/s10551-021-04739-x.
  4. ByBenjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2022, "Lobbying and lending by banks around the financial crisis by," Public Choice, Springer, volume 192, issue 3, pages 377-397, September, DOI: 10.1007/s11127-022-00991-5.
  5. Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022, "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 615-647, February, DOI: 10.1007/s11156-021-01004-0.
  6. Benjamin M Blau & Todd G Griffith & Ryan J Whitby, 2022, "Pharmaceutical innovation and access to financial markets," PLOS ONE, Public Library of Science, volume 17, issue 12, pages 1-19, December, DOI: 10.1371/journal.pone.0278875.
  7. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2022, "Price Clustering, Preferences for Round Prices, and Expected Returns," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 301-315, July, DOI: 10.1080/15427560.2020.1867143.

2021

  1. Benjamin M. Blau & Bret D. Crane, 2021, "Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns?," International Review of Finance, International Review of Finance Ltd., volume 21, issue 2, pages 478-496, June, DOI: 10.1111/irfi.12287.
  2. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2021, "Inflation and Bitcoin: A descriptive time-series analysis," Economics Letters, Elsevier, volume 203, issue C, DOI: 10.1016/j.econlet.2021.109848.
  3. Baig, Ahmed S. & Blau, Benjamin M. & Sabah, Nasim, 2021, "Free trade and the efficiency of financial markets," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100545.
  4. Ahmed Baig & Benjamin M. Blau & Todd G. Griffith, 2021, "Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries," Journal of Financial Services Research, Springer;Western Finance Association, volume 60, issue 2, pages 187-206, December, DOI: 10.1007/s10693-020-00341-w.
  5. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2021, "Income inequality and the volatility of stock prices," Applied Economics, Taylor & Francis Journals, volume 53, issue 38, pages 4404-4416, August, DOI: 10.1080/00036846.2021.1904110.

2020

  1. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2020, "Opacity and the comovement in the stock prices of banks," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 3557-3580, December, DOI: 10.1111/acfi.12507.
  2. Benjamin Blau & Todd Griffith & Ryan Whitby, 2020, "Comovement in the Cryptocurrency Market," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 448-455.
  3. Blau, Benjamin M. & Whitby, Ryan J., 2020, "Gambling activity and stock price volatility: A cross-country analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100338.
  4. Ahmed Baig & Ben Blau & Jie Hao, 2020, "Accounting Information Quality and the Clustering of Stock Prices," American Business Review, Pompea College of Business, University of New Haven, volume 23, issue 2, pages 182-210.
  5. Benjamin M. Blau & R. Jared DeLisle & Ryan J. Whitby, 2020, "Does Probability Weighting Drive Lottery Preferences?," Journal of Behavioral Finance, Taylor & Francis Journals, volume 21, issue 3, pages 233-247, July, DOI: 10.1080/15427560.2019.1672167.

2019

  1. Benjamin M. Blau & Ryan J. Whitby, 2019, "The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 1030-1038.
  2. Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019, "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, volume 29, issue C, pages 111-116, DOI: 10.1016/j.frl.2019.03.013.
  3. Baig, Ahmed S. & Blau, Benjamin M. & Whitby, Ryan J., 2019, "Price clustering and economic freedom: The case of cross-listed securities," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.mulfin.2019.04.002.
  4. Blau, Benjamin M. & Hsu, Jason & Whitby, Ryan J., 2019, "Skewness preferences and gambling cultures," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101206.
  5. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2019, "Information in stock prices: the case of the 2016 U.S. presidential election," Applied Economics, Taylor & Francis Journals, volume 51, issue 40, pages 4385-4396, August, DOI: 10.1080/00036846.2019.1591608.
  6. Benjamin M. Blau, 2019, "Price Clustering and Investor Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 20, issue 1, pages 19-30, January, DOI: 10.1080/15427560.2018.1431887.

2018

  1. Blau, Benjamin M., 2018, "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 72-83, DOI: 10.1016/j.jbef.2018.05.002.
  2. Blau, Benjamin M., 2018, "Income inequality, poverty, and the liquidity of stock markets," Journal of Development Economics, Elsevier, volume 130, issue C, pages 113-126, DOI: 10.1016/j.jdeveco.2017.10.006.
  3. Blau, Benjamin M. & Whitby, Ryan J., 2018, "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, volume 25, issue C, pages 244-250, DOI: 10.1016/j.frl.2017.10.030.
  4. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018, "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.finmar.2018.09.003.
  5. Blau, Benjamin M., 2018, "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 299-311, DOI: 10.1016/j.iref.2018.04.002.
  6. Benjamin M Blau & Ryan J Whitby, 2018, "Skewness, short interest and the efficiency of stock prices," Applied Economics, Taylor & Francis Journals, volume 50, issue 20, pages 2229-2242, April, DOI: 10.1080/00036846.2017.1394971.

2017

  1. Blau, Benjamin M., 2017, "Economic freedom and crashes in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 33-46, DOI: 10.1016/j.intfin.2016.11.010.
  2. Blau, Benjamin M. & Brough, Tyler J. & Griffith, Todd G., 2017, "Bank opacity and the efficiency of stock prices," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 32-47, DOI: 10.1016/j.jbankfin.2016.11.026.
  3. Blau, Benjamin M., 2017, "The volatility of exchange rates and the non-normality of stock returns," Journal of Economics and Business, Elsevier, volume 91, issue C, pages 41-52, DOI: 10.1016/j.jeconbus.2017.03.002.
  4. Blau, Benjamin M., 2017, "Price dynamics and speculative trading in bitcoin," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 493-499, DOI: 10.1016/j.ribaf.2017.05.010.
  5. Benjamin M. Blau, 2017, "Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis," Journal of Business Ethics, Springer, volume 144, issue 3, pages 609-621, September, DOI: 10.1007/s10551-015-2842-7.
  6. Benjamin M. Blau, 2017, "Lobbying, political connections and emergency lending by the Federal Reserve," Public Choice, Springer, volume 172, issue 3, pages 333-358, September, DOI: 10.1007/s11127-017-0446-8.
  7. Benjamin M Blau & Ryan J Whitby, 2017, "Range-based volatility, expected stock returns, and the low volatility anomaly," PLOS ONE, Public Library of Science, volume 12, issue 11, pages 1-19, November, DOI: 10.1371/journal.pone.0188517.
  8. Benjamin M. Blau, 2017, "Skewness preferences, asset prices and investor sentiment," Applied Economics, Taylor & Francis Journals, volume 49, issue 8, pages 812-822, February, DOI: 10.1080/00036846.2016.1205727.
  9. Benjamin M. Blau & Ryan J. Whitby, 2017, "Option Introductions and the Skewness of Stock Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 9, pages 892-912, September.
  10. Keith Jakob & Ryan Whitby, 2017, "The impact of nominal stock price on ex-dividend price responses," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 939-953, May, DOI: 10.1007/s11156-016-0574-0.

2016

  1. Benjamin M. Blau & Scott E. Hein & Ryan J. Whitby, 2016, "The Financial Impact Of Lender-Of-Last-Resort Borrowing From The Federal Reserve During The Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 39, issue 2, pages 179-206, June.
  2. Chip Wade & Andre Liebenberg & Benjamin M. Blau, 2016, "Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 83, issue 2, pages 475-500, June.
  3. Blau, Benjamin M. & Bowles, T. Boone & Whitby, Ryan J., 2016, "Gambling Preferences, Options Markets, and Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 2, pages 515-540, April.
  4. Blau, Benjamin M. & Griffith, Todd G., 2016, "Price clustering and the stability of stock prices," Journal of Business Research, Elsevier, volume 69, issue 10, pages 3933-3942, DOI: 10.1016/j.jbusres.2016.06.008.
  5. Benjamin Blau & Jared Egginton & Matthew Hill, 2016, "REITs and market friction," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 1, pages 1-24, January, DOI: 10.1007/s11156-014-0459-z.
  6. Benjamin M. Blau & Devon H. Gorry & Chip Wade, 2016, "Guns, laws and public shootings in the United States," Applied Economics, Taylor & Francis Journals, volume 48, issue 49, pages 4732-4746, October, DOI: 10.1080/00036846.2016.1164821.

2015

  1. Benjamin M. Blau & Ryan J. Whitby, 2015, "The Volatility of Bid-Ask Spreads," Financial Management, Financial Management Association International, volume 44, issue 4, pages 851-874, October.
  2. Benjamin M. Blau & J. Michael Pinegar & Ryan J. Whitby, 2015, "Skewness And The Asymmetry In Earnings Announcement Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 38, issue 2, pages 145-168, June.
  3. Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015, "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 203-219, DOI: 10.1016/j.jcorpfin.2015.02.003.
  4. Benjamin Blau & Kathleen Fuller & Chip Wade, 2015, "Short Selling and Price Pressure Around Merger Announcements," Journal of Financial Services Research, Springer;Western Finance Association, volume 48, issue 2, pages 143-160, October, DOI: 10.1007/s10693-014-0197-3.
  5. Benjamin Blau & Tyler Brough, 2015, "Are put-call ratios a substitute for short sales?," Review of Derivatives Research, Springer, volume 18, issue 1, pages 51-73, April, DOI: 10.1007/s11147-014-9102-3.
  6. Benjamin M. Blau & Nga Nguyen & Ryan J. Whitby, 2015, "The Distribution of REIT Liquidity," Journal of Real Estate Literature, Taylor & Francis Journals, volume 23, issue 2, pages 233-252, January, DOI: 10.1080/10835547.2015.12090405.

2014

  1. Benjamin M. Blau & Tyler J. Brough, 2014, "Short Sales and Option Listing Decisions," Financial Management, Financial Management Association International, volume 43, issue 3, pages 703-724, September.
  2. Benjamin M. Blau & Ryan J. Whitby, 2014, "Speculative Trading In Reits," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 37, issue 1, pages 55-74, February.
  3. Blau, Benjamin M. & Tew, Philip L., 2014, "Short sales and class-action lawsuits," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 79-100, DOI: 10.1016/j.finmar.2014.04.002.
  4. Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J., 2014, "The information content of option ratios," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 179-187, DOI: 10.1016/j.jbankfin.2014.03.023.
  5. Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W., 2014, "Economic freedom and the stability of stock prices: A cross-country analysis," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 182-196, DOI: 10.1016/j.jimonfin.2013.12.001.
  6. Blau, Benjamin M. & Smith, Jason M., 2014, "Autocorrelation in daily short-sale volume," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 1, pages 31-41, DOI: 10.1016/j.qref.2013.07.011.
  7. Blau, Benjamin M. & Roseman, Brian S., 2014, "The reaction of European credit default swap spreads to the U.S. credit rating downgrade," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 131-141, DOI: 10.1016/j.iref.2014.07.009.

2013

  1. Blau, Benjamin M. & Pinegar, J. Michael, 2013, "Are short sellers incrementally informed prior to earnings announcements?," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 142-155, DOI: 10.1016/j.jempfin.2013.01.005.
  2. Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W., 2013, "Corporate lobbying, political connections, and the bailout of banks," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3007-3017, DOI: 10.1016/j.jbankfin.2013.04.005.
  3. Benjamin Blau, 2013, "Informed short sales and option introductions," Annals of Finance, Springer, volume 9, issue 3, pages 365-382, August, DOI: 10.1007/s10436-012-0190-5.
  4. Benjamin Blau & Chip Wade, 2013, "Comparing the information in short sales and put options," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 567-583, October, DOI: 10.1007/s11156-013-0377-5.
  5. Jeffrey M. Mercer & Mark E. Moore & Ryan J. Whitby & Drew B. Winters, 2013, "Price Discovery in the Treasury-Bill When-Issued Market," The Financial Review, Eastern Finance Association, volume 48, issue 1, pages 1-24, February, DOI: j.1540-6288.2012.00354.x.
  6. Paul Goebel & David Harrison & Jeffrey Mercer & Ryan Whitby, 2013, "REIT Momentum and Characteristic-Related REIT Returns," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 3, pages 564-581, October, DOI: 10.1007/s11146-012-9371-2.
  7. Schallheim, James & Wells, Kyle & Whitby, Ryan J., 2013, "Do leases expand debt capacity?," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 368-381, DOI: 10.1016/j.jcorpfin.2013.09.004.

2012

  1. Benjamin Blau, 2012, "Short Interest and Frictions in the Flow of Information," Financial Management, Financial Management Association International, volume 41, issue 2, pages 371-394, June, DOI: j.1755-053X.2011.01187.x.
  2. Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness, 2012, "Trade Size And Price Clustering: The Case Of Short Sales And The Suspension Of Price Tests," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 35, issue 2, pages 159-182, June, DOI: j.1475-6803.2012.01313.x.
  3. Blau, Benjamin M. & Wade, Chip, 2012, "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 14-25, DOI: 10.1016/j.jbankfin.2011.06.001.
  4. Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S., 2012, "Short selling of ADRs and foreign market short-sale constraints," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 886-897, DOI: 10.1016/j.jbankfin.2011.10.004.
  5. Alldredge, Dallin M. & Blau, Benjamin M. & Brough, Tyler J., 2012, "Short selling after hours," Journal of Economics and Business, Elsevier, volume 64, issue 6, pages 439-451, DOI: 10.1016/j.jeconbus.2012.07.001.
  6. Blau, Benjamin M. & Brough, Tyler J., 2012, "Short sales, stealth trading, and the suspension of the uptick rule," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 1, pages 38-48, DOI: 10.1016/j.qref.2011.12.004.
  7. Benjamin Blau & Tyler J. Brough, 2012, "Concentrated short‐selling activity: bear raids or contrarian trading?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 8, issue 3, pages 187-203, June, DOI: 10.1108/17439131211238851.

2011

  1. Blau, Benjamin M. & Fuller, Kathleen P. & Van Ness, Robert A., 2011, "Short selling around dividend announcements and ex-dividend days," Journal of Corporate Finance, Elsevier, volume 17, issue 3, pages 628-639, June.
  2. Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A., 2011, "Information in short selling: Comparing Nasdaq and the NYSE," Review of Financial Economics, Elsevier, volume 20, issue 1, pages 1-10, January.
  3. Benjamin Blau & Matthew Hill & Hao Wang, 2011, "REIT Short Sales and Return Predictability," The Journal of Real Estate Finance and Economics, Springer, volume 42, issue 4, pages 481-503, May, DOI: 10.1007/s11146-009-9196-9.

2010

  1. Kathleen Fuller & Benjamin M. Blau, 2010, "Signaling, Free Cash Flow and “Nonmonotonic” Dividends," The Financial Review, Eastern Finance Association, volume 45, issue 1, pages 21-56, February, DOI: 10.1111/j.1540-6288.2009.00236.x.

2009

  1. Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness, 2009, "Short Selling and the Weekend Effect for NYSE Securities," Financial Management, Financial Management Association International, volume 38, issue 3, pages 603-630, September, DOI: 10.1111/j.1755-053X.2009.01049.x.
  2. Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness, 2009, "Intraday Stealth Trading: Which Trades Move Prices During Periods Of High Volume?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 32, issue 1, pages 1-21, March, DOI: 10.1111/j.1475-6803.2008.01240.x.
  3. Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A., 2009, "Information and trade sizes: The case of short sales," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 4, pages 1371-1388, November.
  4. A. R. Ab-Kadir & A. R. Othman & Z. Samad & Khaleed Hussain. M. T. & A. B. Abdullah, 2009, "Effect of Corner Radius and Friction Parameters on the Optimization of the Cold Forging Die Design," Modern Applied Science, Canadian Center of Science and Education, volume 3, issue 2, pages 177-177, February.
  5. Khaleed M.T. & Samad. Z & A.R. Othman & S.C. Pilli & Salman Ahmed N.J & Irfan Badruddin & Hakim SS & Quadir GA & A.B. Abdullah, 2009, "A Study on Cold Forging Die Design Using Different Techniques," Modern Applied Science, Canadian Center of Science and Education, volume 3, issue 3, pages 143-143, March.
  6. John Bizjak & Michael Lemmon & Ryan Whitby, 2009, "Option Backdating and Board Interlocks," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4821-4847, November.

2008

  1. Benjamin M. Blau & Robert A. Van Ness & Chip Wade, 2008, "Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 75, issue 4, pages 967-996, December, DOI: 10.1111/j.1539-6975.2008.00293.x.
  2. Blau, Benjamin M. & Fuller, Kathleen P., 2008, "Flexibility and dividends," Journal of Corporate Finance, Elsevier, volume 14, issue 2, pages 133-152, April.

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