IDEAS home Printed from https://ideas.repec.org/e/c/pbl102.html
   My authors  Follow this author

Benjamin McKay Blau

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Blau, Benjamin & Whitby, Ryan, 2018. "Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility," Working Papers 07740, George Mason University, Mercatus Center.

    Cited by:

    1. Chung, Kee H. & Lee, Albert J. & Rösch, Dominik, 2020. "Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program," Journal of Financial Economics, Elsevier, vol. 136(3), pages 879-899.

  2. Blau, Benjamin, 2018. "Does Religiosity Affect Liquidity in Financial Markets?," MPRA Paper 100698, University Library of Munich, Germany.

    Cited by:

    1. Chourou, Lamia, 2023. "Corporate donations and religiosity: Cross-country evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    2. Senarathne Chamil W., 2020. "Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis," Financial Sciences. Nauki o Finansach, Sciendo, vol. 25(1), pages 35-53, March.
    3. Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021. "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
    4. Shahid, Ahmad Usman & Patel, Chris & Pan, Peipei, 2022. "Corporate social responsibility, intrinsic religiosity, and investment decisions," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).

Articles

  1. 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, vol. 147(C).

    Cited by:

    1. Nicolas Cofre & Magdalena Mosionek-Schweda, 2023. "A simulated electronic market with speculative behaviour and bubble formation," Papers 2311.12247, arXiv.org.
    2. Allen, Kyle D. & Baig, Ahmed & Winters, Drew B., 2023. "The response of money market funds to the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 54(C).

  2. ByBenjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2022. "Lobbying and lending by banks around the financial crisis by," Public Choice, Springer, vol. 192(3), pages 377-397, September.

    Cited by:

    1. Craig J. Richardson & Zachary D. Blizard, 2023. "Did the 2010 Dodd–Frank Banking Act deflate property values in low-income neighborhoods?," Public Choice, Springer, vol. 197(3), pages 433-454, December.
    2. Cutsinger, Bryan P. & Rouanet, Louis & Ingber, Joshua S., 2023. "Assignats or death: The politics and dynamics of hyperinflation in revolutionary France," European Economic Review, Elsevier, vol. 157(C).
    3. Alam, Ahmed W. & Houston, Reza & Farjana, Ashupta, 2023. "Geopolitical risk and corporate investment: How do politically connected firms respond?," Finance Research Letters, Elsevier, vol. 53(C).
    4. Ozili, Peterson K, 2023. "Economic research in banking – a survey," MPRA Paper 118790, University Library of Munich, Germany.

  3. 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, vol. 58(2), pages 615-647, February.

    Cited by:

    1. Baig, Ahmed & DeLisle, R. Jared & Zaynutdinova, Gulnara R., 2022. "Index mutual fund ownership and financial reporting quality," Research in International Business and Finance, Elsevier, vol. 62(C).
    2. Baig, Ahmed & Butt, Hassan Anjum & Fitwi, Abrar & Smith, Joey, 2021. "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 12-31, November.

  4. 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, vol. 144(C).

    Cited by:

    1. Ahmed Baig & Jason Berkowitz & Ronald Jared DeLisle & Todd Griffith, 2023. "COVID‐19 intensity across U.S. states and the liquidity of U.S. equity markets," The Financial Review, Eastern Finance Association, vol. 58(2), pages 235-259, May.
    2. Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, vol. 64(C).

  5. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2021. "Inflation and Bitcoin: A descriptive time-series analysis," Economics Letters, Elsevier, vol. 203(C).

    Cited by:

    1. Goodell, John W. & Ben Jabeur, Sami & Saâdaoui, Foued & Nasir, Muhammad Ali, 2023. "Explainable artificial intelligence modeling to forecast bitcoin prices," International Review of Financial Analysis, Elsevier, vol. 88(C).
    2. Sakurai, Yuji & Kurosaki, Tetsuo, 2023. "Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?," Research in International Business and Finance, Elsevier, vol. 65(C).
    3. José Alves & João Quental Gonçalves, 2022. "How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin," CESifo Working Paper Series 9662, CESifo.
    4. André D. Gimenes & Jéfferson A. Colombo & Imran Yousaf, 2023. "Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-31, December.
    5. Clement Moyo & Andrew Phiri, 2023. "Re-Examining Bitcoin’s Price–Volume Relationship: A Time-Varying Spectral Analysis," JRFM, MDPI, vol. 16(7), pages 1-16, July.
    6. Sonan Memon, 2022. "Cryptocurrencies: Review of Economics and Policy," PIDE-Working Papers 2022:7, Pakistan Institute of Development Economics.
    7. Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021. "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, vol. 206(C).
    8. David Cerezo S'anchez, 2022. "Zero-Knowledge Optimal Monetary Policy under Stochastic Dominance," Papers 2210.06139, arXiv.org.
    9. Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022. "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, vol. 62(C).
    10. Kolawole Ibrahim Gbolahan, 2023. "An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 13(6), pages 91-100, November.
    11. Raphael Auer & Marc Farag & Ulf Lewrick & Lovrenc Orazem & Markus Zoss, 2022. "Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies," BIS Working Papers 1013, Bank for International Settlements.
    12. Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022. "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, vol. 50(C).
    13. Li, Shi, 2022. "Spillovers between Bitcoin and Meme stocks," Finance Research Letters, Elsevier, vol. 50(C).
    14. Cascavilla, Alessandro, 2023. "Between money and speculative asset: the role of financial literacy on the perception towards Bitcoin in Italy," MPRA Paper 118472, University Library of Munich, Germany.
    15. Feyen,Erik H.B. & Kawashima,Yusaku & Mittal,Raunak, 2022. "Crypto-Assets Activity around the World : Evolution and Macro-Financial Drivers," Policy Research Working Paper Series 9962, The World Bank.

  6. Baig, Ahmed S. & Blau, Benjamin M. & Sabah, Nasim, 2021. "Free trade and the efficiency of financial markets," Global Finance Journal, Elsevier, vol. 48(C).

    Cited by:

    1. Bai, Dongbei & Jain, Vipin & Tripathi, Mamta & Ali, Syed Ahtsham & Shabbir, Malik Shahzad & Mohamed, Mady A.A. & Ramos-Meza, Carlos Samuel, 2022. "Performance of biogas plant analysis and policy implications: Evidence from the commercial sources," Energy Policy, Elsevier, vol. 169(C).
    2. Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022. "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
    3. Kong, Qunxi & Shen, Chenrong & Li, Rongrong & Wong, Zoey, 2021. "High-speed railway opening and urban green productivity in the post-COVID-19: Evidence from green finance," Global Finance Journal, Elsevier, vol. 49(C).

  7. Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2021. "Income inequality and the volatility of stock prices," Applied Economics, Taylor & Francis Journals, vol. 53(38), pages 4404-4416, August.

    Cited by:

    1. Tosun, Mehmet S. & Watson, Ethan D. & Yildiz, Serhat, 2022. "The Effect of Firm-Level Investment on Inequality and Poverty around the World," IZA Discussion Papers 15680, Institute of Labor Economics (IZA).

  8. Benjamin Blau & Todd Griffith & Ryan Whitby, 2020. "Comovement in the Cryptocurrency Market," Economics Bulletin, AccessEcon, vol. 40(1), pages 448-455.

    Cited by:

    1. Disli, Mustafa & Abd Rabbo, Fatima & Leneeuw, Thibault & Nagayev, Ruslan, 2022. "Cryptocurrency comovements and crypto exchange movement: The relocation of Binance," Finance Research Letters, Elsevier, vol. 48(C).
    2. Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022. "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, vol. 63(3), pages 1543-1570, September.
    3. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2021. "Inflation and Bitcoin: A descriptive time-series analysis," Economics Letters, Elsevier, vol. 203(C).
    4. Alessandra Cretarola & Gianna Figà-Talamanca & Cyril Grunspan, 2021. "Blockchain and cryptocurrencies: economic and financial research," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 781-787, December.
    5. Jie Cheng, 2023. "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, vol. 65(2), pages 899-924, August.
    6. Figà-Talamanca, Gianna & Focardi, Sergio & Patacca, Marco, 2021. "Regime switches and commonalities of the cryptocurrencies asset class," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    7. Gianna Figá-Talamanca & Sergio Focardi & Marco Patacca, 2021. "Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 863-882, December.
    8. Assaf, Ata & Bilgin, Mehmet Huseyin & Demir, Ender, 2022. "Using transfer entropy to measure information flows between cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).

  9. Benjamin M. Blau & R. Jared DeLisle & Ryan J. Whitby, 2020. "Does Probability Weighting Drive Lottery Preferences?," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 21(3), pages 233-247, July.

    Cited by:

    1. Baars, Maren & Mohrschladt, Hannes, 2021. "An alternative behavioral explanation for the MAX effect," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 868-886.
    2. Wang, Zi-Mei & Lien, Donald, 2023. "Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    3. Jun Yuan & Qi Xu & Ying Wang, 2023. "Probability weighting in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 516-548, April.

  10. Blau, Benjamin M. & Whitby, Ryan J., 2020. "Gambling activity and stock price volatility: A cross-country analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).

    Cited by:

    1. 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, vol. 147(C).
    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, vol. 144(C).
    3. Lina Mao & Chongluan Lu & Guangfan Sun & Chunyan Zhang & Changwei Guo, 2024. "Regional culture and corporate finance: a literature review," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.

  11. 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, vol. 50(C), pages 1-12.

    Cited by:

    1. Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022. "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
    2. Aharon, David Y. & Siev, Smadar, 2021. "COVID-19, government interventions and emerging capital markets performance," Research in International Business and Finance, Elsevier, vol. 58(C).
    3. Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021. "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).

  12. Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019. "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, vol. 29(C), pages 111-116.

    Cited by:

    1. Lin, Zih-Ying, 2021. "Investor attention and cryptocurrency performance," Finance Research Letters, Elsevier, vol. 40(C).
    2. ?ikolaos A. Kyriazis, 2021. "Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 133-146.
    3. Vladim'ir Hol'y & Petra Tomanov'a, 2021. "Modeling Price Clustering in High-Frequency Prices," Papers 2102.12112, arXiv.org, revised Mar 2021.
    4. Martina Halouskov'a & Daniel Stav{s}ek & Mat'uv{s} Horv'ath, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Papers 2205.05985, arXiv.org, revised Aug 2022.
    5. Muhammad Athar Nadeem & Zhiying Liu & Abdul Hameed Pitafi & Amna Younis & Yi Xu, 2021. "Investigating the Adoption Factors of Cryptocurrencies—A Case of Bitcoin: Empirical Evidence From China," SAGE Open, , vol. 11(1), pages 21582440219, March.
    6. Halousková, Martina & Stašek, Daniel & Horváth, Matúš, 2022. "The role of investor attention in global asset price variation during the invasion of Ukraine," Finance Research Letters, Elsevier, vol. 50(C).
    7. Prateek Sharma & Samit Paul, 2021. "Game of names: Blockchain premium in corporate names," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(5), pages 1059-1078, July.
    8. Hajek, Petr & Hikkerova, Lubica & Sahut, Jean-Michel, 2023. "How well do investor sentiment and ensemble learning predict Bitcoin prices?," Research in International Business and Finance, Elsevier, vol. 64(C).
    9. Júlio Lobão & Luís Pacheco & Luís Alves, 2019. "Price Clustering in Bank Stocks During the Global Financial Crisis," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 66(4), pages 465-486, December.
    10. Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022. "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 294-306.
    11. Telli, Şahin & Zhao, Xufeng, 2023. "Clustering in Bitcoin balance," Finance Research Letters, Elsevier, vol. 55(PA).
    12. Dias, Ishanka K. & Fernando, J.M. Ruwani & Fernando, P. Narada D., 2022. "Does investor sentiment predict bitcoin return and volatility? A quantile regression approach," International Review of Financial Analysis, Elsevier, vol. 84(C).
    13. Carol Alexander & Jun Deng & Jianfen Feng & Huning Wan, 2021. "Net Buying Pressure and the Information in Bitcoin Option Trades," Papers 2109.02776, arXiv.org, revised Mar 2022.
    14. Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021. "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
    15. Mohamed Khalil Benzekri & Hatice Şehime Özütler, 2021. "On the Predictability of Bitcoin Price Movements: A Short-term Price Prediction with ARIMA," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 293-309, July.
    16. Donglian Ma & Pengxiang Zhai, 2021. "The Accuracy of the Tick Rule in the Bitcoin Market," SAGE Open, , vol. 11(2), pages 21582440211, May.
    17. Gradojevic, Nikola & Kukolj, Dragan & Adcock, Robert & Djakovic, Vladimir, 2023. "Forecasting Bitcoin with technical analysis: A not-so-random forest?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 1-17.
    18. Sabah, Nasim, 2020. "Cryptocurrency accepting venues, investor attention, and volatility," Finance Research Letters, Elsevier, vol. 36(C).
    19. Hashem A. AlNemer & Besma Hkiri & Muhammed Asif Khan, 2021. "Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework," JRFM, MDPI, vol. 14(6), pages 1-19, June.

  13. 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, vol. 51(40), pages 4385-4396, August.

    Cited by:

    1. Delia DiaconaÅŸu & Seyed Mehdian & Ovidiu Stoica, 2023. "The Global Stock Market Reactions to the 2016 U.S. Presidential Election," SAGE Open, , vol. 13(2), pages 21582440231, June.

  14. Benjamin M. Blau, 2019. "Price Clustering and Investor Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 20(1), pages 19-30, January.

    Cited by:

    1. Vladim'ir Hol'y & Petra Tomanov'a, 2021. "Modeling Price Clustering in High-Frequency Prices," Papers 2102.12112, arXiv.org, revised Mar 2021.
    2. Baig , Ahmed & Blau , Ben & Hao, Jie, 2020. "Accounting Information Quality and the Clustering of Stock Prices," American Business Review, Pompea College of Business, University of New Haven, vol. 23(2), pages 182-210, November.
    3. Xiaohong Shen & Gaoshan Wang & Yue Wang & Alfred Peris, 2021. "The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment," Discrete Dynamics in Nature and Society, Hindawi, vol. 2021, pages 1-14, December.
    4. Mehwish Aziz Khan & Eatzaz Ahmad, 2018. "Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan," Sustainability, MDPI, vol. 11(1), pages 1-20, December.

  15. Benjamin M. Blau & Ryan J. Whitby, 2019. "The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects," Economics Bulletin, AccessEcon, vol. 39(2), pages 1030-1038.

    Cited by:

    1. Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš & Širaňová, Mária, 2020. "Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
    2. Zhang, Chuanhai & Ma, Huan & Liao, Xiaosai, 2023. "Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
    3. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2021. "Inflation and Bitcoin: A descriptive time-series analysis," Economics Letters, Elsevier, vol. 203(C).
    4. Shynkevich, Andrei, 2021. "Bitcoin arbitrage," Finance Research Letters, Elsevier, vol. 40(C).
    5. Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023. "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, vol. 87(C).
    6. Zhang, Chuanhai & Chen, Haicui & Peng, Zhe, 2022. "Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models," Finance Research Letters, Elsevier, vol. 47(PB).
    7. Bouteska, Ahmed & Harasheh, Murad, 2023. "Bitcoin volatility and the introduction of bitcoin futures: A portfolio construction approach," Finance Research Letters, Elsevier, vol. 57(C).
    8. Zhang, Chuanhai & Ma, Huan & Arkorful, Gideon Bruce & Peng, Zhe, 2023. "The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 86(C).

  16. Blau, Benjamin M. & Hsu, Jason & Whitby, Ryan J., 2019. "Skewness preferences and gambling cultures," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).

    Cited by:

    1. Jin, Xiaoye, 2022. "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, vol. 51(PA).
    2. Alshammari, Saad & Goto, Shingo, 2022. "Are lottery-like stocks overvalued in markets that have no lotteries?–Evidence from Saudi Arabia," Finance Research Letters, Elsevier, vol. 46(PB).
    3. Baig, Ahmed & Butt, Hassan Anjum & Fitwi, Abrar & Smith, Joey, 2021. "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 12-31, November.
    4. Yao, Jing & Zheng, Zexin, 2021. "Costly arbitrage and skewness pricing: Evidence from first-day price limit reform in China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).

  17. Blau, Benjamin M., 2018. "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 72-83.
    See citations under working paper version above.
  18. Blau, Benjamin M. & Whitby, Ryan J., 2018. "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, vol. 25(C), pages 244-250.

    Cited by:

    1. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "Does proprietary day trading provide liquidity at a cost to investors?," International Review of Financial Analysis, Elsevier, vol. 68(C).

  19. Blau, Benjamin M., 2018. "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 299-311.

    Cited by:

    1. Chen, Qi-an & Li, Huashi, 2023. "How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 590-610.
    2. Camille Baulant & Nivine Albouz, 2021. "Has financial globalization since 1990 reduced income inequality: the role of rating announcements on the volatility and the returns of the Brazilian Financial Market [Les annonces de notation souv," Working Papers hal-03258994, HAL.
    3. Vietha Devia Sagita Sumantri, 2020. "Analysis Factors Affecting Indonesia Stock Market (Case Studies on Consumer Goods Index)," ACTA VSFS, University of Finance and Administration, vol. 14(1), pages 10-23.
    4. Lee, King Fuei, 2023. "Effects of Monetary Policy Frameworks on Stock Market Volatilities: An Empirical Study of Global Economies," MPRA Paper 119755, University Library of Munich, Germany.
    5. 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, vol. 147(C).
    6. Mosab I. Tabash & Umaid A. Sheikh & Ali Matar & Adel Ahmed & Dang Khoa Tran, 2022. "Do Financial Crises Matter for Nonlinear Exchange Rate and Stock Market Cointegration? A Heterogeneous Nonlinear Panel Data Model with PMG Approach," IJFS, MDPI, vol. 11(1), pages 1-22, December.
    7. Shariq Ahmad Bhat & Qaiser Farooq Dar, 2019. "Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999)," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 46(3), pages 233-237, September.
    8. Peng, Qing & Li, Jie & Zhao, Yu & Wu, Han, 2021. "The informational content of implied volatility: Application to the USD/JPY exchange rates," Journal of Asian Economics, Elsevier, vol. 76(C).
    9. 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, vol. 144(C).
    10. Abbass, Kashif & Sharif, Arshian & Song, Huaming & Ali, Malik Tayyab & Khan, Farina & Amin, Nabila, 2022. "Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach," Resources Policy, Elsevier, vol. 77(C).
    11. Ahmed Baig & Drew B. Winters, 2022. "The search for a new reference rate," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 939-976, April.
    12. Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021. "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
    13. Liu, Shasha & Zhao, Huixian & Kong, Gaowen, 2023. "Enterprise digital transformation, breadth of ownership and stock price volatility," International Review of Financial Analysis, Elsevier, vol. 89(C).
    14. Xingxing He & Korhan K. Gokmenoglu & Dervis Kirikkaleli & Syed Kumail Abbas Rizvi, 2023. "Co‐movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1994-2005, April.

  20. Blau, Benjamin M., 2018. "Income inequality, poverty, and the liquidity of stock markets," Journal of Development Economics, Elsevier, vol. 130(C), pages 113-126.

    Cited by:

    1. Dong-Hyeon Kim & Joyce Hsieh & Shu-Chin Lin, 2021. "Financial liberalization, political institutions, and income inequality," Empirical Economics, Springer, vol. 60(3), pages 1245-1281, March.
    2. Jelson Serafim, 2021. "Financial deepening, Stock market, Inequality and Poverty: Some African Evidence," Working Papers REM 2021/0177, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Dustin Chambers & Colin O’Reilly, 2022. "The economic theory of regulation and inequality," Public Choice, Springer, vol. 193(1), pages 63-78, October.
    4. Blau, Benjamin M., 2018. "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 72-83.
    5. Gustavo A. Marrero & Luis Servén, 2022. "Growth, inequality and poverty: a robust relationship?," Empirical Economics, Springer, vol. 63(2), pages 725-791, August.
    6. Kim, Dong-Hyeon & Lin, Shu-Chin, 2023. "Income inequality, inflation and financial development," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 468-487.
    7. Leonard F. S. Wang & Ji Sun, 2023. "Corporate profit tax, firm entry with unemployment, and income inequality," Bulletin of Economic Research, Wiley Blackwell, vol. 75(2), pages 380-392, April.
    8. Özdemir Onur, 2019. "Financialization and the Labor Share of Income," Review of Economic Perspectives, Sciendo, vol. 19(4), pages 265-306, December.
    9. Shuhong Wang & Xiaojing Yi & Malin Song, 2023. "The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(10), pages 10955-10973, October.
    10. Amponsah, Mary & Agbola, Frank W. & Mahmood, Amir, 2023. "The relationship between poverty, income inequality and inclusive growth in Sub-Saharan Africa," Economic Modelling, Elsevier, vol. 126(C).
    11. Bahmani-Oskooee, Mohsen & Hasanzade, Mehrnoosh & Bahmani, Sahar, 2022. "Stock returns and income inequality: Asymmetric evidence from state level data in the U.S," Global Finance Journal, Elsevier, vol. 52(C).
    12. Sima Siami‐Namini & Conrad Lyford & A. Alexandre Trindade, 2020. "The Effects of Monetary Policy Shocks on Income Inequality Across U.S. States," Economic Papers, The Economic Society of Australia, vol. 39(3), pages 204-221, September.
    13. Shubin Wang & Junsheng Ha & Hakan Kalkavan & Serhat Yüksel & Hasan Dinçer, 2020. "IT2-Based Hybrid Approach for Sustainable Economic Equality: A Case of E7 Economies," SAGE Open, , vol. 10(2), pages 21582440209, May.
    14. Doukouré Charles Fe & Jeffrey Kouton, 2023. "The Banking Sector, the Engine of Inclusive Growth in WAEMU Countries: Decoy or Glimmer?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(1), pages 472-502, March.
    15. Akisik, Orhan & Gal, Graham, 2023. "IFRS, financial development and income inequality: An empirical study using mediation analysis," Economic Systems, Elsevier, vol. 47(2).
    16. Yuhua Li & Xiheng Gong & Jingyi Zhang & Ziwei Xiang & Chengjun Liao, 2022. "The Impact of Mobile Payment on Household Poverty Vulnerability: A Study Based on CHFS2017 in China," IJERPH, MDPI, vol. 19(21), pages 1-20, October.
    17. Toni Juuti, 2022. "The role of financial development in the relationship between income inequality and economic growth: an empirical approach using cross-country panel data," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(3), pages 985-1021, June.
    18. Hsieh, Joyce & Chen, Ting-Cih & Lin, Shu-Chin, 2019. "Financial structure, bank competition and income inequality," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 450-466.
    19. Tosun, Mehmet S. & Watson, Ethan D. & Yildiz, Serhat, 2022. "The Effect of Firm-Level Investment on Inequality and Poverty around the World," IZA Discussion Papers 15680, Institute of Labor Economics (IZA).
    20. Cerra,Valerie & Lama,Ruy & Loayza,Norman V., 2021. "Links between Growth, Inequality, and Poverty : A Survey," Policy Research Working Paper Series 9603, The World Bank.
    21. Ọláyínká Oyèkọ́lá, 2021. "Finance and inequality in a panel of US States," Empirical Economics, Springer, vol. 61(5), pages 2739-2795, November.
    22. Nahid Farnaz, 2023. "Does Financial Development Relieve or Exacerbate Income Inequality? A Quantile Regression Approach," Economics Discussion Paper Series 2311, Economics, The University of Manchester.
    23. Chi‐Chur Chao & Leonard F. S. Wang, 2022. "Corporate governance, firm dynamics, and wage inequality," Manchester School, University of Manchester, vol. 90(3), pages 341-353, June.

  21. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018. "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, vol. 41(C), pages 1-16.

    Cited by:

    1. Tarunika Jain Agrawal & Sanjay Sehgal & Vibhuti Vasishth, 2020. "Firm Attributes, Corporate Fundamentals and Investment Strategies: An Empirical Study for Indian Stock Market," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 366-387, August.
    2. Kemme, David M. & McInish, Thomas H. & Zhang, Jiang, 2022. "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 134(C).
    3. Smail Tigani & Hasna Chaibi & Rachid Saadane, 2019. "Gaussian Mixture and Kernel Density-Based Hybrid Model for Volatility Behavior Extraction From Public Financial Data," Data, MDPI, vol. 4(1), pages 1-11, January.

  22. Benjamin M Blau & Ryan J Whitby, 2018. "Skewness, short interest and the efficiency of stock prices," Applied Economics, Taylor & Francis Journals, vol. 50(20), pages 2229-2242, April.

    Cited by:

    1. Aliani, Khaoula & Al-kayed, Lama & Boujlil, Rhada, 2022. "COVID-19 effect on Islamic vs. conventional banks’ stock prices: Case of GCC countries," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    2. Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021. "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    3. Kelley Bergsma & Jitendra Tayal, 2019. "Short Interest and Lottery Stocks," Financial Management, Financial Management Association International, vol. 48(1), pages 187-227, March.
    4. Baig, Ahmed & Butt, Hassan Anjum & Fitwi, Abrar & Smith, Joey, 2021. "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 12-31, November.
    5. Baig, Ahmed S. & Sabah, Nasim, 2020. "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 270-277.

  23. Benjamin M. Blau, 2017. "Lobbying, political connections and emergency lending by the Federal Reserve," Public Choice, Springer, vol. 172(3), pages 333-358, September.

    Cited by:

    1. Panagiota Papadimitri & Fotios Pasiouras & Gioia Pescetto & Ansgar Wohlschlegel, 2018. "Does Political Influence Distort Banking Regulation? Evidence from the US," Working Papers in Economics & Finance 2018-09, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    2. Salter, Alexander W. & Smith, Daniel J., 2019. "Political economists or political economists? The role of political environments in the formation of fed policy under burns, Greenspan, and Bernanke," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 1-13.
    3. Louis Rouanet, 2021. "The interest group origins of the Bank of France," Public Choice, Springer, vol. 186(1), pages 119-140, January.
    4. Vasyl Kvartiuk & Thomas Herzfeld, 2023. "Why Do Farmers Seek Office? Regulatory Capture in Russian Agricultural Subsidization," Eastern European Economics, Taylor & Francis Journals, vol. 61(2), pages 111-130, March.
    5. Miroslav Palanský, 2021. "The value of political connections in the post-transition period: evidence from Czechia," Public Choice, Springer, vol. 188(1), pages 121-154, July.
    6. Bussolo, Maurizio & de Nicola, Francesca & Panizza, Ugo & Varghese, Richard, 2022. "Politically connected firms and privileged access to credit: Evidence from Central and Eastern Europe," European Journal of Political Economy, Elsevier, vol. 71(C).
    7. Jac C. Heckelman & Bonnie Wilson, 2021. "Targeting inflation targeting: the influence of interest groups," Public Choice, Springer, vol. 189(3), pages 533-554, December.
    8. Bessonova, Evguenia, 2023. "Firms’ efficiency, exits and government procurement contracts," European Journal of Political Economy, Elsevier, vol. 76(C).
    9. Bryan P. Cutsinger & Alexander Marsella & Yang Zhou, 2022. "Insuring legislative wealth transfers: theory and evidence," Public Choice, Springer, vol. 192(1), pages 127-144, July.
    10. Vuk Vukovic, 2021. "The politics of bailouts: Estimating the causal effects of political connections on corporate bailouts during the 2008–2009 US financial crisis," Public Choice, Springer, vol. 189(1), pages 213-238, October.
    11. Nicolás Cachanosky & Bryan P. Cutsinger & Thomas L. Hogan & William J. Luther & Alexander W. Salter, 2021. "The Federal Reserve's response to the COVID‐19 contraction: An initial appraisal," Southern Economic Journal, John Wiley & Sons, vol. 87(4), pages 1152-1174, April.
    12. Barbakadze, I., 2023. "With a Little Help from My Friend: Political Connections and Allocation of COVID-19 Aid," Cambridge Working Papers in Economics 2355, Faculty of Economics, University of Cambridge.
    13. William F. Shughart II & Josh T. Smith, 2020. "The broken bridge of public finance: majority rule, earmarked taxes and social engineering," Public Choice, Springer, vol. 183(3), pages 315-338, June.
    14. Alexander W. Salter & William J. Luther, 2019. "Adaptation and central banking," Public Choice, Springer, vol. 180(3), pages 243-256, September.
    15. Louis Rouanet & Peter Hazlett, 2023. "The redistributive politics of monetary policy," Public Choice, Springer, vol. 194(1), pages 1-26, January.
    16. ByBenjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2022. "Lobbying and lending by banks around the financial crisis by," Public Choice, Springer, vol. 192(3), pages 377-397, September.

  24. Benjamin M Blau & Ryan J Whitby, 2017. "Range-based volatility, expected stock returns, and the low volatility anomaly," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-19, November.

    Cited by:

    1. François-Éric Racicot & William F Rentz & David Tessier & Raymond Théoret, 2019. "The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test," PLOS ONE, Public Library of Science, vol. 14(9), pages 1-26, September.
    2. Zaremba, Adam, 2019. "Price range and the cross-section of expected country and industry returns," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 174-189.
    3. Abraham Oketooyin GBADEBO & Yusuf Olatunji OYEDEKO, 2022. "Effect Of Liquidity Risk On Low Volatility Anomaly In Nigerian Stock Market," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 7(3), pages 25-42.

  25. Blau, Benjamin M., 2017. "The volatility of exchange rates and the non-normality of stock returns," Journal of Economics and Business, Elsevier, vol. 91(C), pages 41-52.

    Cited by:

    1. Renan O. Regis & Raydonal Ospina & Wilton Bernardino & Francisco Cribari-Neto, 2023. "Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling," Empirical Economics, Springer, vol. 64(5), pages 2373-2409, May.
    2. Jaratin Lily & Imbarine Bujang & Abdul Aziz Karia & Mori Kogid, 2018. "Exchange rate exposure revisited in Malaysia: a tale of two measures," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 409-435, December.

  26. Blau, Benjamin M., 2017. "Economic freedom and crashes in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 33-46.

    Cited by:

    1. Alfonsina Iona & Andrea Calef & Ifigenia Georgiou, 2023. "Credit Market Freedom and Corporate Decisions," Mathematics, MDPI, vol. 11(7), pages 1-13, March.
    2. Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022. "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
    3. Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej & Winkler-Drews, Tadeusz, 2020. "Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies," Journal of Financial Stability, Elsevier, vol. 51(C).
    4. Baig, Ahmed S. & Blau, Benjamin M. & Sabah, Nasim, 2021. "Free trade and the efficiency of financial markets," Global Finance Journal, Elsevier, vol. 48(C).
    5. Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    6. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017. "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 176-192.
    7. Asteriou, Dimitrios & Pilbeam, Keith & Tomuleasa, Iuliana, 2021. "The impact of corruption, economic freedom, regulation and transparency on bank profitability and bank stability: Evidence from the Eurozone area," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 150-177.
    8. 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, vol. 50(C), pages 1-12.
    9. Bamanga Umar & Sabri Nayan, 2018. "Poverty Reduction and Stock Market Development:Evidence from Africa," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 6(3), pages :338-356, September.
    10. Lakshmi, Geeta & Saha, Shrabani & Bhattarai, Keshab, 2021. "Does corruption matter for stock markets? The role of heterogeneous institutions," Economic Modelling, Elsevier, vol. 94(C), pages 386-400.
    11. Zachary S Levine & Scott A Hale & Luciano Floridi, 2017. "The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-14, November.

  27. Benjamin M. Blau, 2017. "Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis," Journal of Business Ethics, Springer, vol. 144(3), pages 609-621, September.

    Cited by:

    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., vol. 21(2), pages 478-496, June.
    2. Quentin Dupont & Jonathan M. Karpoff, 2020. "The Trust Triangle: Laws, Reputation, and Culture in Empirical Finance Research," Journal of Business Ethics, Springer, vol. 163(2), pages 217-238, May.
    3. Blau, Benjamin M., 2018. "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 72-83.
    4. Senarathne Chamil W., 2020. "Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis," Financial Sciences. Nauki o Finansach, Sciendo, vol. 25(1), pages 35-53, March.
    5. Richard J. Cebula & Fabrizio Rossi, 2021. "Religiosity and corporate risk-taking: evidence from Italy," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 751-763, October.
    6. Mushtaq Hussain Khan & Mohammad Bitar & Amine Tarazi & Arshad Hassan & Ahmad Fraz, 2021. "Corruption and bank risk-taking: The deterring role of Shari'ah supervision," Working Papers hal-03366460, HAL.
    7. Shahid, Ahmad Usman & Patel, Chris & Pan, Peipei, 2022. "Corporate social responsibility, intrinsic religiosity, and investment decisions," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
    8. Abdelsalam, Omneya & Chantziaras, Antonios & Ibrahim, Masud & Omoteso, Kamil, 2021. "The impact of religiosity on earnings quality: International evidence from the banking sector," The British Accounting Review, Elsevier, vol. 53(6).

  28. Benjamin M. Blau, 2017. "Skewness preferences, asset prices and investor sentiment," Applied Economics, Taylor & Francis Journals, vol. 49(8), pages 812-822, February.

    Cited by:

    1. Jiang, Shanshan & Fan, Hong, 2018. "Credit risk contagion coupling with sentiment contagion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 186-202.
    2. Lepone, Grace & Yang, Zhini, 2020. "Do early birds behave differently from night owls in the stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    3. Mei-Chen Lin, 2020. "When analysts encounter lottery-like stocks: lottery-like stocks and analyst stock recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 327-353, July.
    4. Sheng-Ping Yang & Thanh Nguyen, 2019. "Skewness Preference and Asset Pricing: Evidence from the Japanese Stock Market," JRFM, MDPI, vol. 12(3), pages 1-10, September.

  29. Blau, Benjamin M., 2017. "Price dynamics and speculative trading in bitcoin," Research in International Business and Finance, Elsevier, vol. 41(C), pages 493-499.

    Cited by:

    1. Gideon Boako & Aviral Kumar Tiwari & David Roubaud, 2019. "Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market," International Economics, CEPII research center, issue 158, pages 77-90.
    2. Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2022. "On the volatility of cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 62(C).
    3. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Post-Print halshs-01822992, HAL.
    4. Taoufik Bouraoui, 2020. "The drivers of Bitcoin trading volume in selected emerging countries," Post-Print hal-03004413, HAL.
    5. Khuntia, Sashikanta & Pattanayak, J.K., 2020. "Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume," Finance Research Letters, Elsevier, vol. 32(C).
    6. Dominique Guégan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Documents de travail du Centre d'Economie de la Sorbonne 18014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    7. Élise Alfieri & Radu Burlacu & Geoffroy Enjolras, 2017. "On the nature and the financial performance of Bitcoin," Post-Print hal-01960475, HAL.
    8. ?ikolaos A. Kyriazis, 2021. "Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 133-146.
    9. Beneki, Christina & Koulis, Alexandros & Kyriazis, Nikolaos A. & Papadamou, Stephanos, 2019. "Investigating volatility transmission and hedging properties between Bitcoin and Ethereum," Research in International Business and Finance, Elsevier, vol. 48(C), pages 219-227.
    10. Ahmed, Walid M.A. & Al Mafrachi, Mustafa, 2021. "Do higher-order realized moments matter for cryptocurrency returns?," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 483-499.
    11. Smaniotto, Emanuelle Nava & Neto, Giacomo Balbinotto, 2022. "Speculative trading in Bitcoin: A Brazilian market evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 47-54.
    12. Florian Bartholomae & Pierre Rafih, 2020. "What Drives Bitcoins? A Comparative Study of Bitcoin Prices and Financial Asset Classes," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(01), pages 41-45, April.
    13. Bariviera, Aurelio F., 2017. "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, vol. 161(C), pages 1-4.
    14. Dag, Ali & Dag, Asli Z. & Asilkalkan, Abdullah & Simsek, Serhat & Delen, Dursun, 2023. "A Tree Augmented Naïve Bayes-based methodology for classifying cryptocurrency trends," Journal of Business Research, Elsevier, vol. 156(C).
    15. Josef Kurka, 2017. "Do Cryptocurrencies and Traditional Asset Classes Influence Each Other?," Working Papers IES 2017/29, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2017.
    16. Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022. "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, vol. 63(3), pages 1543-1570, September.
    17. Singh, Sanjeet & Bansal, Pooja & Bhardwaj, Nav, 2022. "Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations," Research in International Business and Finance, Elsevier, vol. 63(C).
    18. Kakinaka, Shinji & Umeno, Ken, 2021. "Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
    19. Gil Cohen, 2021. "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1155-1167, October.
    20. Hau, Liya & Zhu, Huiming & Shahbaz, Muhammad & Sun, Wuqin, 2021. "Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    21. Mukul Bhatnagar & Sanjay Taneja & Ramona Rupeika-Apoga, 2023. "Demystifying the Effect of the News (Shocks) on Crypto Market Volatility," JRFM, MDPI, vol. 16(2), pages 1-16, February.
    22. Matkovskyy, Roman, 2019. "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 270-279.
    23. Bruno Ferreira Frascaroli, 2020. "Bitcoin's innovative aspects, return volatility and uncertainty shocks," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 7(3), pages 224-245.
    24. Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2019. "The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks," Research in International Business and Finance, Elsevier, vol. 48(C), pages 97-110.
    25. de la Horra, Luis P. & de la Fuente, Gabriel & Perote, Javier, 2019. "The drivers of Bitcoin demand: A short and long-run analysis," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 21-34.
    26. Ed Saiedi & Anders Broström & Felipe Ruiz, 2021. "Global drivers of cryptocurrency infrastructure adoption," Small Business Economics, Springer, vol. 57(1), pages 353-406, June.
    27. Parthajit Kayal & G. Balasubramanian, 2021. "Excess Volatility in Bitcoin: Extreme Value Volatility Estimation," IIM Kozhikode Society & Management Review, , vol. 10(2), pages 222-231, July.
    28. Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021. "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, vol. 95(C), pages 21-34.
    29. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018. "Some stylized facts of the cryptocurrency market," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5950-5965, November.
    30. Parthajit Kayal & Purnima Rohilla, 2021. "Bitcoin in the economics and finance literature: a survey," SN Business & Economics, Springer, vol. 1(7), pages 1-21, July.
    31. Kraaijeveld, Olivier & De Smedt, Johannes, 2020. "The predictive power of public Twitter sentiment for forecasting cryptocurrency prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    32. Hachicha, Fatma & Masmoudi, Afif & Abid, Ilyes & Obeid, Hassan, 2023. "Herding behavior in exploring the predictability of price clustering in cryptocurrency market," Finance Research Letters, Elsevier, vol. 57(C).
    33. Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2021. "Inflation and Bitcoin: A descriptive time-series analysis," Economics Letters, Elsevier, vol. 203(C).
    34. Corbet, Shaen & Lucey, Brian & Urquhart, Andrew & Yarovaya, Larisa, 2019. "Cryptocurrencies as a financial asset: A systematic analysis," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 182-199.
    35. Yulin Liu & Luyao Zhang, 2022. "Cryptocurrency Valuation: An Explainable AI Approach," Papers 2201.12893, arXiv.org, revised Jul 2023.
    36. Ghazani, Majid Mirzaee & Khosravi, Reza, 2020. "Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    37. Dirk G. Baur & Thomas Dimpfl, 2021. "The volatility of Bitcoin and its role as a medium of exchange and a store of value," Empirical Economics, Springer, vol. 61(5), pages 2663-2683, November.
    38. Dominique Guegan & Marius Cristian Frunza, 2018. "Is the Bitcoin Rush Over?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01822992, HAL.
    39. Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019. "Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis," Finance Research Letters, Elsevier, vol. 29(C), pages 68-74.
    40. Noshaba Zulfiqar & Saqib Gulzar, 2021. "Implied volatility estimation of bitcoin options and the stylized facts of option pricing," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-30, December.
    41. Sebastião, Helder & Godinho, Pedro, 2020. "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, vol. 33(C).
    42. Toan Luu Duc Huynh & Muhammad Shahbaz & Muhammad Ali Nasir & Subhan Ullah, 2022. "Financial modelling, risk management of energy instruments and the role of cryptocurrencies," Annals of Operations Research, Springer, vol. 313(1), pages 47-75, June.
    43. Walid Bakry & Audil Rashid & Somar Al-Mohamad & Nasser El-Kanj, 2021. "Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach," JRFM, MDPI, vol. 14(7), pages 1-24, June.
    44. Khaki, Audil & Prasad, Mason & Al-Mohamad, Somar & Bakry, Walid & Vo, Xuan Vinh, 2023. "Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?," Research in International Business and Finance, Elsevier, vol. 64(C).
    45. Cretarola, Alessandra & Figà-Talamanca, Gianna, 2020. "Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics," Economics Letters, Elsevier, vol. 191(C).
    46. Gil Cohen, 2021. "Optimizing Algorithmic Strategies for Trading Bitcoin," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 639-654, February.
    47. Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2024. "A Bayesian approach for the determinants of bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 91(C).
    48. Yaya, OlaOluwa S & Ogbonna, Ephraim A & Olubusoye, Olusanya E, 2018. "How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?," MPRA Paper 91253, University Library of Munich, Germany.
    49. Shan Wu, 2021. "Co-movement and return spillover: evidence from Bitcoin and traditional assets," SN Business & Economics, Springer, vol. 1(10), pages 1-16, October.
    50. Katsiampa, Paraskevi, 2019. "An empirical investigation of volatility dynamics in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 322-335.
    51. Liu, Keshi & Weng, Tongfeng & Gu, Changgui & Yang, Huijie, 2020. "Visibility graph analysis of Bitcoin price series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
    52. Kazeem Isah & Ibrahim D. Raheem, 2018. "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers 056, Centre for Econometric and Allied Research, University of Ibadan.
    53. Corbet, Shaen & Katsiampa, Paraskevi & Lau, Chi Keung Marco, 2020. "Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets," International Review of Financial Analysis, Elsevier, vol. 71(C).
    54. Gil Cohen, 2023. "Intraday algorithmic trading strategies for cryptocurrencies," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 395-409, July.
    55. Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018. "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print hal-03533197, HAL.
    56. Sokic, Alexandre, 2018. "Bitcoin and hyperdeflation : an optimizing monetary approach," MPRA Paper 90603, University Library of Munich, Germany.
    57. Gianna Figá-Talamanca & Marco Patacca, 2019. "Does market attention affect Bitcoin returns and volatility?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 135-155, June.
    58. Khalid Khan & Jiluo Sun & Sinem Derindere Koseoglu & Ashfaq U. Rehman, 2021. "Revisiting Bitcoin Price Behavior Under Global Economic Uncertainty," SAGE Open, , vol. 11(3), pages 21582440211, August.
    59. Thomas Walther & Tony Klein & Hien Pham Thu, 2018. "Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance," Working Papers on Finance 1812, University of St. Gallen, School of Finance.
    60. Enoksen, F.A. & Landsnes, Ch.J. & Lučivjanská, K. & Molnár, P., 2020. "Understanding risk of bubbles in cryptocurrencies," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 129-144.
    61. Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa, 2021. "Higher moment connectedness in cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
    62. Riska Dwi, Astuti & Nadia, Fazira, 2018. "The Effect of Cryptocurrency on Exchange Rate of China: Case Study of Bitcoin," MPRA Paper 93052, University Library of Munich, Germany, revised 01 Apr 2019.
    63. Pyo, Sujin & Lee, Jaewook, 2020. "Do FOMC and macroeconomic announcements affect Bitcoin prices?," Finance Research Letters, Elsevier, vol. 37(C).
    64. Bergsli, Lykke Øverland & Lind, Andrea Falk & Molnár, Peter & Polasik, Michał, 2022. "Forecasting volatility of Bitcoin," Research in International Business and Finance, Elsevier, vol. 59(C).
    65. George Milunovich, 2018. "Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(4), pages 551-563, December.
    66. Burcu Kapar & Jose Olmo, 2021. "Analysis of Bitcoin prices using market and sentiment variables," The World Economy, Wiley Blackwell, vol. 44(1), pages 45-63, January.
    67. Jevgeni Tarassov & Nicolas Houli'e, 2023. "Bitcoin: A life in crises," Papers 2304.09939, arXiv.org.
    68. Weige Huang & Xiang Gao, 2023. "Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies," SAGE Open, , vol. 13(1), pages 21582440231, January.
    69. Achraf Ghorbel & Wajdi Frikha & Yasmine Snene Manzli, 2022. "Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(3), pages 387-425, September.
    70. Eom, Yunsung, 2021. "Kimchi premium and speculative trading in bitcoin," Finance Research Letters, Elsevier, vol. 38(C).
    71. Isah, Kazeem O. & Raheem, Ibrahim D., 2019. "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    72. Gianna Figà-Talamanca & Marco Patacca, 2020. "Disentangling the relationship between Bitcoin and market attention measures," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 71-91, March.
    73. Shu, Min & Zhu, Wei, 2020. "Real-time prediction of Bitcoin bubble crashes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 548(C).
    74. Nagy, Balint Zsolt & Benedek, Botond, 2021. "Higher co-moments and adjusted Sharpe ratios for cryptocurrencies," Finance Research Letters, Elsevier, vol. 39(C).
    75. Taqwa Hariguna & Athapol Ruangkanjanases & Bakri Bin Madon & Khaled Mofawiz Alfawaz, 2023. "Assessing Determinants of Continuance Intention Toward Cryptocurrency Usage: Extending Expectation Confirmation Model With Technology Readiness," SAGE Open, , vol. 13(1), pages 21582440231, March.
    76. Aalborg, Halvor Aarhus & Molnár, Peter & de Vries, Jon Erik, 2019. "What can explain the price, volatility and trading volume of Bitcoin?," Finance Research Letters, Elsevier, vol. 29(C), pages 255-265.
    77. Marius Cristian Frunza & Dominique Guégan, 2018. "Is the Bitcoin Rush Over?," Working Papers 2018:10, Department of Economics, University of Venice "Ca' Foscari".
    78. Yongzhi Gong & Xiaofei Tang & En-Chung Chang, 2023. "Group norms and policy norms trigger different autonomous motivations for Chinese investors in cryptocurrency investment," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
    79. Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018. "Momentum and contrarian effects on the cryptocurrency market," Working Papers 2018-09, Faculty of Economic Sciences, University of Warsaw.
    80. Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.
    81. Celeste, Valerio & Corbet, Shaen & Gurdgiev, Constantin, 2020. "Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 310-324.
    82. Ji Ho Kwon, 2021. "On the factors of Bitcoin’s value at risk," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-31, December.
    83. Shaturaev, Jakhongir, 2023. "Impact of Cryptocurrency Market on the Performance of Stock Market- An Empirical Study," MPRA Paper 118244, University Library of Munich, Germany, revised 12 May 2023.
    84. Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2018. "Datestamping the Bitcoin and Ethereum bubbles," Finance Research Letters, Elsevier, vol. 26(C), pages 81-88.
    85. Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey, 2019. "Gold prices and the cryptocurrencies: Evidence of convergence and cointegration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1227-1236.
    86. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019. "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 37-51.
    87. Imad A. Moosa, 2020. "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 93-113, March.
    88. Cheng, Jiameng & Dai, Yanke, 2020. "Is bitcoin a channel of capital inflow? Evidence from carry trade activity," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 261-278.
    89. Ahmed, Walid M.A., 2020. "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, vol. 108(C).
    90. Taurai Muvunza, 2020. "An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies," Papers 2002.09881, arXiv.org, revised Jul 2023.
    91. Gemayel, Roland & Preda, Alex, 2021. "Performance and learning in an ambiguous environment: A study of cryptocurrency traders," International Review of Financial Analysis, Elsevier, vol. 77(C).
    92. Thies, Sven & Molnár, Peter, 2018. "Bayesian change point analysis of Bitcoin returns," Finance Research Letters, Elsevier, vol. 27(C), pages 223-227.
    93. Yue, Yao & Li, Xuerong & Zhang, Dingxuan & Wang, Shouyang, 2021. "How cryptocurrency affects economy? A network analysis using bibliometric methods," International Review of Financial Analysis, Elsevier, vol. 77(C).
    94. Flori, Andrea, 2019. "News and subjective beliefs: A Bayesian approach to Bitcoin investments," Research in International Business and Finance, Elsevier, vol. 50(C), pages 336-356.
    95. Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2019. "Multiresolution analysis and spillovers of major cryptocurrency markets," Research in International Business and Finance, Elsevier, vol. 49(C), pages 191-206.
    96. Wei Zhang & Pengfei Wang, 2020. "Investor attention and the pricing of cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 445-468, July.
    97. Bhuiyan, Rubaiyat Ahsan & Husain, Afzol & Zhang, Changyong, 2021. "A wavelet approach for causal relationship between bitcoin and conventional asset classes," Resources Policy, Elsevier, vol. 71(C).
    98. Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
    99. Thomas Dimpfl & Stefania Odelli, 2020. "Bitcoin Price Risk—A Durations Perspective," JRFM, MDPI, vol. 13(7), pages 1-18, July.
    100. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018. "Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market," Complexity, Hindawi, vol. 2018, pages 1-20, July.
    101. Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero, 2020. "Cryptocurrencies and stock market indices. Are they related?," Research in International Business and Finance, Elsevier, vol. 51(C).
    102. Inés Jiménez & Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2020. "Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies," Mathematics, MDPI, vol. 8(12), pages 1-24, November.
    103. Constantin ANGHELACHE & Mădălina-Gabriela ANGHEL & Ștefan Virgil IACOB & Dana Luiza GRIGORESCU, 2023. "The future of money and the money supply," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(635), S), pages 5-22, Summer.
    104. Uzeyir Aydin & Buc{s}ra Au{g}an & Omer Aydin, 2021. "Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior," Papers 2104.00763, arXiv.org.
    105. Min Shu & Ruiqiang Song & Wei Zhu, 2021. "The 2021 Bitcoin Bubbles and Crashes—Detection and Classification," Stats, MDPI, vol. 4(4), pages 1-21, November.
    106. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas & Hamdi, Atef & Kang, Sang Hoon, 2019. "Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 104-120.
    107. Chan, Wing Hong & Le, Minh & Wu, Yan Wendy, 2019. "Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 107-113.
    108. Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019. "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, vol. 29(C), pages 111-116.
    109. Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022. "Semi-nonparametric risk assessment with cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 59(C).
    110. Dorien Herremans & Kah Wee Low, 2022. "Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models," Papers 2211.08281, arXiv.org.
    111. Aniruddha Dutta & Saket Kumar & Meheli Basu, 2020. "A Gated Recurrent Unit Approach to Bitcoin Price Prediction," JRFM, MDPI, vol. 13(2), pages 1-16, February.
    112. Gil Cohen, 2023. "Trading cryptocurrencies using algorithmic average true range systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 212-222, March.
    113. Qureshi, Saba & Aftab, Muhammad & Bouri, Elie & Saeed, Tareq, 2020. "Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    114. Corbet, Shaen & Meegan, Andrew & Larkin, Charles & Lucey, Brian & Yarovaya, Larisa, 2018. "Exploring the dynamic relationships between cryptocurrencies and other financial assets," Economics Letters, Elsevier, vol. 165(C), pages 28-34.
    115. Ahmed BenSaïda, 2023. "The linkage between Bitcoin and foreign exchanges in developed and emerging markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
    116. Wajdi Moussa & Nidhal Mgadmi & Rym Regaïeg & Abdelhafidh Othmani, 2020. "Non-linear adjustment of the Bitcoin–US dollar exchange rate," Digital Finance, Springer, vol. 2(1), pages 143-158, September.
    117. Ahmed, Walid M.A., 2021. "Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    118. Davide Provenzano & Rodolfo Baggio, 2021. "Complexity traits and synchrony of cryptocurrencies price dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 941-955, December.
    119. Md Akther Uddin & Md Hakim Ali & Mansur Masih, 2020. "Bitcoin—A hype or digital gold? Global evidence," Australian Economic Papers, Wiley Blackwell, vol. 59(3), pages 215-231, September.
    120. Levulytė, Laura & Šapkauskienė, Alfreda, 2021. "Cryptocurrency in context of fiat money functions," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 44-54.
    121. Anastasiadis Panagiotis & Katsaros Efthymios & Koutsioukis Anastasios-Taxiarchis & Pandazis Athanasios, 2020. "GARCH Modelling of High-Capitalization Cryptocurrencies' Impacts During Bearish Markets," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 87-106.
    122. Elisa Tjondro & Saarce Elsye Hatane & Retnaningtyas Widuri & Josua Tarigan, 2023. "Rational versus Irrational Behavior of Indonesian Cryptocurrency Owners in Making Investment Decision," Risks, MDPI, vol. 11(1), pages 1-18, January.
    123. Anoop S Kumar & Taufeeq Ajaz, 2019. "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-17, December.
    124. Suardi, Sandy & Rasel, Atiqur Rahman & Liu, Bin, 2022. "On the predictive power of tweet sentiments and attention on bitcoin," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 289-301.
    125. Huda, Md Nazmul & Hossain, Sayed Mohammad Athar & Shaturaev, Jakhongir, 2023. "Effect of Commodity Exchange on the Economy- Prospects and Challenges," MPRA Paper 118331, University Library of Munich, Germany, revised 14 Mar 2023.
    126. Kallinterakis, Vasileios & Wang, Ying, 2019. "Do investors herd in cryptocurrencies – and why?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 240-245.
    127. Klein, Tony & Hien, Pham Thu & Walther, Thomas, 2018. "Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance," QBS Working Paper Series 2018/01, Queen's University Belfast, Queen's Business School.
    128. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020. "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 680-691.
    129. Sabah, Nasim, 2020. "Cryptocurrency accepting venues, investor attention, and volatility," Finance Research Letters, Elsevier, vol. 36(C).
    130. Aiman Hairudin & Imtiaz Mohammad Sifat & Azhar Mohamad & Yusniliyana Yusof, 2022. "Cryptocurrencies: A survey on acceptance, governance and market dynamics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4633-4659, October.
    131. Ahmed M. Khedr & Ifra Arif & Pravija Raj P V & Magdi El‐Bannany & Saadat M. Alhashmi & Meenu Sreedharan, 2021. "Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 28(1), pages 3-34, January.
    132. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2019. "A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series," Papers 1909.10957, arXiv.org, revised Jul 2021.
    133. Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019. "The effects of markets, uncertainty and search intensity on bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 220-242.
    134. Delson Chikobvu & Thabani Ndlovu, 2023. "The Generalised Extreme Value Distribution Approach to Comparing the Riskiness of BitCoin/US Dollar and South African Rand/US Dollar Returns," JRFM, MDPI, vol. 16(4), pages 1-16, April.
    135. Onur Özdemir, 2022. "Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.
    136. Alessandra Cretarola & Gianna Figà-Talamanca, 2021. "Detecting bubbles in Bitcoin price dynamics via market exuberance," Annals of Operations Research, Springer, vol. 299(1), pages 459-479, April.
    137. Andrea Flori, 2019. "Cryptocurrencies In Finance: Review And Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-22, August.
    138. Wang, Chen & Shen, Dehua & Li, Youwei, 2022. "Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective," Finance Research Letters, Elsevier, vol. 49(C).
    139. Mahboubeh Faghih Mohammadi Jalali & Hanif Heidari, 2020. "Predicting changes in Bitcoin price using grey system theory," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-12, December.
    140. Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E., 2019. "Herding in the cryptocurrency market: CSSD and CSAD approaches," Finance Research Letters, Elsevier, vol. 30(C), pages 181-186.
    141. Klarin, Anton, 2020. "The decade-long cryptocurrencies and the blockchain rollercoaster: Mapping the intellectual structure and charting future directions," Research in International Business and Finance, Elsevier, vol. 51(C).
    142. Cem Cagri Donmez & Doruk Sen & Ahmet Fatih Dereli & M. Bilal Horasan & Cagri Yildiz & Nergis Feride Kaplan Donmez, 2021. "An Investigation of Fiat Characterization and Evolutionary Dynamics of the Cryptocurrency Market," SAGE Open, , vol. 11(1), pages 21582440219, February.

  30. Benjamin M. Blau & Ryan J. Whitby, 2017. "Option Introductions and the Skewness of Stock Returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(9), pages 892-912, September.

    Cited by:

    1. Drobetz, Wolfgang & Mussbach, Emil & Westheide, Christian, 2020. "Corporate insider trading and return skewness," Journal of Corporate Finance, Elsevier, vol. 60(C).

  31. Blau, Benjamin M. & Brough, Tyler J. & Griffith, Todd G., 2017. "Bank opacity and the efficiency of stock prices," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 32-47.

    Cited by:

    1. Yusuf Aina SOYEBO & Russell Olukayode C. SOMOYE, 2019. "Financial Intermediation and Stock Prices of Deposit Money Banks (DMBS) in Nigeria: a Panel Cointegration Approach," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 20-27.
    2. Fosu, Samuel & Ntim, Collins G. & Coffie, William & Murinde, Victor, 2017. "Bank opacity and risk-taking: Evidence from analysts’ forecasts," Journal of Financial Stability, Elsevier, vol. 33(C), pages 81-95.
    3. Benoit d’Udekem, 2021. "Agency Conflicts and Dividend Persistence," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(2), pages 207-234, December.
    4. Kladakis, George & Chen, Lei & Bellos, Sotirios K., 2020. "Bank asset and informational quality," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 69(C).
    5. Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan K. Simon, 2017. "The Complexity of Bank Holding Companies: A Topological Approach," NBER Working Papers 23755, National Bureau of Economic Research, Inc.
    6. Abedifar, Pejman & Bouslah, Kais & Qamhieh Hashem, Shatha & Song, Liang, 2020. "How informative are stock prices of Islamic Banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
    7. Mittal, Amit & Garg, Ajay Kumar, 2021. "Bank stocks inform higher growth—A System GMM analysis of ten emerging markets in Asia," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 210-220.
    8. Zhang, Jitao & Yang, Yongliang, 2023. "Can environmental disclosure improve price efficiency? The perspective of price delay," Finance Research Letters, Elsevier, vol. 52(C).
    9. Cristina Zeldea, 2020. "Modeling the Connection between Bank Systemic Risk and Balance-Sheet Liquidity Proxies through Random Forest Regressions," Administrative Sciences, MDPI, vol. 10(3), pages 1-14, August.
    10. Mittal, Amit & Garg, Ajay Kumar, 2018. "Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia," MPRA Paper 98253, University Library of Munich, Germany.
    11. Fosu, Samuel & Danso, Albert & Agyei-Boapeah, Henry & Ntim, Collins G. & Murinde, Victor, 2018. "How does banking market power affect bank opacity? Evidence from analysts' forecasts," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 38-52.
    12. Haufler, Andreas & Maier, Ulf, 2019. "Regulatory competition in capital standards: a ‘race to the top’ result," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 180-194.
    13. Sharif Mazumder & Louis R. Piccotti, 2023. "Systemic Risk: Bank Characteristics Matter," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 265-301, October.
    14. Forte, Gianfranco & Gianfrate, Gianfranco & Rossi, Emanuele, 2020. "Does relative valuation work for banks?," Global Finance Journal, Elsevier, vol. 44(C).
    15. 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, vol. 60(2), pages 187-206, December.
    16. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
    17. Flávia Januzzi & Aureliano Bressan & Fernando Moreira, 2020. "Opacity, Risk, Performance and Inflows in Hedge Funds," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 24(1), pages 77-99.
    18. Abedifar, Pejman & Bouslah, Kais & Zheng, Yeliangzi, 2021. "Stock price synchronicity and price informativeness: Evidence from a regulatory change in the U.S. banking industry," Finance Research Letters, Elsevier, vol. 40(C).

  32. Blau, Benjamin M. & Griffith, Todd G., 2016. "Price clustering and the stability of stock prices," Journal of Business Research, Elsevier, vol. 69(10), pages 3933-3942.

    Cited by:

    1. Mishra, Ajay Kumar & Tripathy, Trilochan, 2018. "Price and trade size clustering: Evidence from the national stock exchange of India," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 63-72.
    2. Vladim'ir Hol'y & Petra Tomanov'a, 2021. "Modeling Price Clustering in High-Frequency Prices," Papers 2102.12112, arXiv.org, revised Mar 2021.
    3. Chen, Tao, 2018. "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, vol. 92(C), pages 105-117.
    4. 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, vol. 58(2), pages 615-647, February.
    5. Hachicha, Fatma & Masmoudi, Afif & Abid, Ilyes & Obeid, Hassan, 2023. "Herding behavior in exploring the predictability of price clustering in cryptocurrency market," Finance Research Letters, Elsevier, vol. 57(C).
    6. Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019. "Reusing Natural Experiments," Working Paper Series 2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    7. Baig , Ahmed & Blau , Ben & Hao, Jie, 2020. "Accounting Information Quality and the Clustering of Stock Prices," American Business Review, Pompea College of Business, University of New Haven, vol. 23(2), pages 182-210, November.
    8. Ahmed Baig & Nasim Sabah & Drew Winters, 2019. "Have Stock Prices become more Uniformly Distributed?," Economics Bulletin, AccessEcon, vol. 39(2), pages 1242-1250.
    9. Frantisek Darena & Jonas Petrovsky & Jan Zizka & Jan Prichystal, 2016. "Analyzing the correlation between online texts and stock price movements at micro-level using machine learning," MENDELU Working Papers in Business and Economics 2016-67, Mendel University in Brno, Faculty of Business and Economics.
    10. Dyl, Edward A. & Yuksel, H. Zafer & Zaynutdinova, Gulnara R., 2019. "Price reversals and price continuations following large price movements," Journal of Business Research, Elsevier, vol. 95(C), pages 1-12.
    11. František Dařena & Jan Přichystal, 2018. "Analysis of the Association between Topics in Online Documents and Stock Price Movements," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 66(6), pages 1431-1439.
    12. Liu, Shasha & Zhao, Huixian & Kong, Gaowen, 2023. "Enterprise digital transformation, breadth of ownership and stock price volatility," International Review of Financial Analysis, Elsevier, vol. 89(C).
    13. 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, vol. 60(2), pages 187-206, December.
    14. Baig, Ahmed S. & Sabah, Nasim, 2020. "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 270-277.
    15. Chen, Fu & Huang, Zhi-xiong & Wang, Fang & Xie, Zongyu, 2022. "Can corporate social responsibility disclosure alleviate asset price volatility? Evidence from China," Economic Modelling, Elsevier, vol. 116(C).
    16. Donglian Ma & Hisashi Tanizaki, 2022. "Intraday patterns of price clustering in Bitcoin," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-25, December.

  33. 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, vol. 39(2), pages 179-206, June.

    Cited by:

    1. Ken B. Cyree & Mark D. Griffiths & Drew B. Winters, 2017. "Implications of a TAF program stigma for lenders: the case of publicly traded banks versus privately held banks," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 545-567, August.
    2. Allen, Kyle D. & Whitledge, Matthew D. & Winters, Drew B., 2022. "Community bank liquidity: Natural disasters as a natural experiment," Journal of Financial Stability, Elsevier, vol. 60(C).
    3. Aharon, David Y. & Siev, Smadar, 2021. "COVID-19, government interventions and emerging capital markets performance," Research in International Business and Finance, Elsevier, vol. 58(C).
    4. Kim, Hugh Hoikwang, 2020. "Information spillover of bailouts," Journal of Financial Intermediation, Elsevier, vol. 43(C).
    5. Angela Vossmeyer, 2019. "Analysis of Stigma and Bank Credit Provision," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(1), pages 163-194, February.
    6. Allen, Kyle D. & Hein, Scott E. & Whitledge, Matthew D., 2017. "The evolution of the Federal Reserve’s Term Auction Facility and FDIC-insured bank utilization," Journal of Financial Stability, Elsevier, vol. 31(C), pages 154-166.
    7. Pandey, Dharen Kumar & Hassan, M.Kabir & Kumari, Vineeta & Hasan, Rashedul, 2023. "Repercussions of the Silicon Valley Bank collapse on global stock markets," Finance Research Letters, Elsevier, vol. 55(PB).
    8. Allen, Kyle D. & Winters, Drew B., 2020. "Crisis regulations: The unexpected consequences of floating NAV for money market funds," Journal of Banking & Finance, Elsevier, vol. 117(C).
    9. Anbil, Sriya, 2018. "Managing stigma during a financial crisis," Journal of Financial Economics, Elsevier, vol. 130(1), pages 166-181.

  34. 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, vol. 51(2), pages 515-540, April.

    Cited by:

    1. Blau, Benjamin M. & Whitby, Ryan J., 2020. "Gambling activity and stock price volatility: A cross-country analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    2. Yun Meng & Christos Pantzalis, 2021. "Lottery-type stocks and corporate strategies at the turn of the month," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 1027-1055, April.
    3. Benjamin Blau & Tyler Brough, 2015. "Are put-call ratios a substitute for short sales?," Review of Derivatives Research, Springer, vol. 18(1), pages 51-73, April.
    4. Clark, Gordon L. & Fiaschetti, Maurizio & Tufano, Peter & Viehs, Michael, 2018. "Playing with your future: Who gambles in defined-contribution pension plans?," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 213-225.
    5. Zuo, Jingjing & Qiu, Baoyin & Zhu, Guoyiming & Lei, Guangyong, 2023. "Local speculative culture and stock price crash risk," Research in International Business and Finance, Elsevier, vol. 64(C).
    6. Meng, Yun & Pantzalis, Christos, 2018. "Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 176-191.
    7. Byun, Suk-Joon & Kim, Da-Hea, 2016. "Gambling preference and individual equity option returns," Journal of Financial Economics, Elsevier, vol. 122(1), pages 155-174.
    8. Bressan, Silvia & Weissensteiner, Alex, 2021. "The financial conglomerate discount: Insights from stock return skewness," International Review of Financial Analysis, Elsevier, vol. 74(C).
    9. Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei, 2022. "Enhancing the profitability of lottery strategies," Journal of Empirical Finance, Elsevier, vol. 69(C), pages 166-184.
    10. Sobhesh Kumar Agarwalla & Sumit Saurav & Jayanth R. Varma, 2022. "Lottery and bubble stocks and the cross‐section of option‐implied tail risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 231-249, February.
    11. Andreas Oehler & Julian Schneider, 2022. "Gambling with lottery stocks?," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 477-503, October.
    12. Gong, Pu & Wen, Zhuzhu & Xiong, Xiong & Gong, Cynthia M., 2021. "When do investors gamble in the stock market?," International Review of Financial Analysis, Elsevier, vol. 74(C).
    13. Zhu, Hong-bing & Zhang, Bing & Yang, Li-hua, 2021. "The gambling preference and stock price: Evidence from China's stock market," Emerging Markets Review, Elsevier, vol. 49(C).
    14. Andreas Oehler & Julian Schneider, 2023. "Social trading: do signal providers trigger gambling?," Review of Managerial Science, Springer, vol. 17(4), pages 1269-1331, May.

  35. Benjamin M. Blau & Devon H. Gorry & Chip Wade, 2016. "Guns, laws and public shootings in the United States," Applied Economics, Taylor & Francis Journals, vol. 48(49), pages 4732-4746, October.

    Cited by:

    1. Karsten Schweikert & Manuel Huth & Mark Gius, 2021. "Detecting a copycat effect in school shootings using spatio‐temporal panel count models," Contemporary Economic Policy, Western Economic Association International, vol. 39(4), pages 719-736, October.
    2. Gius, Mark, 2019. "Using the synthetic control method to determine the effects of concealed carry laws on state-level murder rates," International Review of Law and Economics, Elsevier, vol. 57(C), pages 1-11.

  36. Benjamin Blau & Tyler Brough, 2015. "Are put-call ratios a substitute for short sales?," Review of Derivatives Research, Springer, vol. 18(1), pages 51-73, April.

    Cited by:

    1. Sangram Keshari Jena & Aviral Kumar Tiwari & Amarnath Mitra, 2019. "Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis," Economies, MDPI, vol. 7(1), pages 1-10, March.
    2. Yi‐Wei Chuang & Wei‐Che Tsai & Pei‐Shih Weng & Chi Yin, 2021. "Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 325-348, March.
    3. R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
    4. Hannes Mohrschladt & Judith C. Schneider, 2021. "Idiosyncratic volatility, option-based measures of informed trading, and investor attention," Review of Derivatives Research, Springer, vol. 24(3), pages 197-220, October.

  37. Benjamin M. Blau & Ryan J. Whitby, 2015. "The Volatility of Bid-Ask Spreads," Financial Management, Financial Management Association International, vol. 44(4), pages 851-874, October.

    Cited by:

    1. Giuseppe Galloppo & Victoria Paimanova, 2018. "Efficiency and transparency effects on Eastern European financial markets," International Economics and Economic Policy, Springer, vol. 15(1), pages 185-213, January.
    2. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "Does proprietary day trading provide liquidity at a cost to investors?," International Review of Financial Analysis, Elsevier, vol. 68(C).

  38. Benjamin Blau & Kathleen Fuller & Chip Wade, 2015. "Short Selling and Price Pressure Around Merger Announcements," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(2), pages 143-160, October.

    Cited by:

    1. Lai, Shaojie & Pu, Xiaoling, 2020. "Mispricing or growth? an empirical analysis of acquisition premium," Finance Research Letters, Elsevier, vol. 37(C).
    2. Richard Herron, 2022. "How Much Does Your Banker’s Target-Specific Experience Matter? Evidence from Target IPO Underwriters that Advise Acquirers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 217-258, April.

  39. 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, vol. 31(C), pages 203-219.

    Cited by:

    1. Chen, Zhenhua & Loftus, Serena, 2019. "Multi-method evidence on investors’ reactions to managers’ self-inclusive language," Accounting, Organizations and Society, Elsevier, vol. 79(C).
    2. Yan Luo & Linying Zhou, 2020. "Textual tone in corporate financial disclosures: a survey of the literature," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(2), pages 101-110, September.
    3. Eryka Probierz & Adam Galuszka & Katarzyna Klimczak & Karol Jedrasiak & Tomasz Wisniewski & Tomasz Dzida, 2021. "Financial Sentiment on Twitter's Community and it's Connection to Polish Stock Market Movements in Context of Behavior Modelling," European Research Studies Journal, European Research Studies Journal, vol. 0(4B), pages 56-65.
    4. Yi Zhang, 2022. "Analyst coverage and corporate social responsibility decoupling: Evidence from China," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(3), pages 620-634, May.
    5. Archana Jain & Chinmay Jain & Ashok Robin, 2020. "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1075-1100, April.
    6. Xi Fu & Xiaoxi Wu & Zhifang Zhang, 2021. "The Information Role of Earnings Conference Call Tone: Evidence from Stock Price Crash Risk," Journal of Business Ethics, Springer, vol. 173(3), pages 643-660, October.
    7. Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay, 2018. "The effects of conference call tones on market perceptions of value uncertainty," Journal of Financial Markets, Elsevier, vol. 40(C), pages 75-91.
    8. Baginski, Stephen P. & Demers, Elizabeth & Kausar, Asad & Yu, Yingri Julia, 2018. "Linguistic tone and the small trader," Accounting, Organizations and Society, Elsevier, vol. 68, pages 21-37.
    9. Shuangyan Li & Guangrui Wang & Yongli Luo, 2022. "Tone of language, financial disclosure, and earnings management: a textual analysis of form 20-F," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-24, December.
    10. Xufeng Liu & Die Wan, 2022. "Does short‐selling affect mutual fund shareholdings? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1887-1923, April.
    11. Athanasakou, Vasiliki & Simpson, Ana, 2016. "Investor attention to rounding as a salient forecast feature," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1212-1233.
    12. Liu, Harrison & Swanson, Edward P., 2016. "Is price support a motive for increasing share repurchases?," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 77-91.
    13. Zeckhauser, Richard, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Working Paper Series rwp17-017, Harvard University, John F. Kennedy School of Government.
    14. Arslan-Ayaydin, Özgür & Boudt, Kris & Thewissen, James, 2016. "Managers set the tone: Equity incentives and the tone of earnings press releases," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 132-147.
    15. Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019. "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, vol. 132(1), pages 126-149.
    16. Jessen L. Hobson & William J. Mayew & Mark E. Peecher & Mohan Venkatachalam, 2017. "Improving Experienced Auditors’ Detection of Deception in CEO Narratives," Journal of Accounting Research, Wiley Blackwell, vol. 55(5), pages 1137-1166, December.
    17. Sourav Medya & Mohammad Rasoolinejad & Yang Yang & Brian Uzzi, 2022. "An Exploratory Study of Stock Price Movements from Earnings Calls," Papers 2203.12460, arXiv.org.
    18. Jianghua Shen & Lingmin Xie & Zhimin Xie, 2022. "The unintended consequence of financial statement comparability: evidence from managerial learning practices," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3073-3106, September.
    19. Claudine Mangen & Alexia Paduano & Bianca Paduano & Jessica Hadzurik & Juliano Leggio & Kayla Russo, 2020. "Smoke and Mirrors? Disclosures in the Marijuana Industry in Canada," Accounting Perspectives, John Wiley & Sons, vol. 19(3), pages 149-179, September.
    20. De Amicis, Chiara & Falconieri, Sonia & Tastan, Mesut, 2021. "Sentiment analysis and gender differences in earnings conference calls," Journal of Corporate Finance, Elsevier, vol. 71(C).
    21. Luu, Ellie & Xu, Fangming & Zheng, Liyi, 2023. "Short-selling activities in the time of COVID-19," The British Accounting Review, Elsevier, vol. 55(4).
    22. Athanasakou, Vasiliki E. & Simpson, Ana, 2016. "Investor attention to salient features of analyst forecasts," LSE Research Online Documents on Economics 65745, London School of Economics and Political Science, LSE Library.
    23. Richard Frankel & Jared Jennings & Joshua Lee, 2022. "Disclosure Sentiment: Machine Learning vs. Dictionary Methods," Management Science, INFORMS, vol. 68(7), pages 5514-5532, July.
    24. Outlaw, Dominique, 2023. "Frenzied buyers and sophisticated sellers: How short sellers trade individual investors’ most purchased stocks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    25. Al Guindy, Mohamed, 2021. "Corporate Twitter use and cost of equity capital," Journal of Corporate Finance, Elsevier, vol. 68(C).
    26. Devrimi Kaya & Christian Maier & Tobias Böhmer, 2020. "Empirische Kapitalmarktforschung zu Conference Calls: Eine Literaturanalyse [Empirical Capital Market Research on Conference Calls: A Literature Review]," Schmalenbach Journal of Business Research, Springer, vol. 72(2), pages 183-212, June.
    27. Xie, Lingmin & Chen, Zhian & Li, Donghui & Tan, Hongping, 2022. "Foreign analysts and managerial investment learning from stock markets," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
    28. Shuyu Zhang & Walter Aerts & Dunli Zhang & Zishan Chen, 2022. "Positive tone and initial coin offering," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(2), pages 2237-2266, June.
    29. Chen, Yuan & Han, Dongmei & Zhou, Xiaofeng, 2023. "Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts' follow-up behavior," International Review of Financial Analysis, Elsevier, vol. 88(C).

  40. 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, vol. 41(C), pages 182-196.

    Cited by:

    1. Chen, Yu-Lun & Mo, Wan-Shin & Qin, Rong-Ling & Yang, J. Jimmy, 2023. "Return spillover across China's financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    2. Blau, Benjamin M., 2018. "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 299-311.
    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, vol. 147(C).
    4. Ben-Ahmed, Kais & Ayadi, Imen & Hamad, Salah Ben, 2022. "COVID-19 impact on digital companies’ stock return: A dynamic data analysis," Finance Research Letters, Elsevier, vol. 46(PA).
    5. 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, vol. 144(C).
    6. Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022. "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
    7. Aharon, David Y. & Siev, Smadar, 2021. "COVID-19, government interventions and emerging capital markets performance," Research in International Business and Finance, Elsevier, vol. 58(C).
    8. Baig, Ahmed S. & Blau, Benjamin M. & Sabah, Nasim, 2021. "Free trade and the efficiency of financial markets," Global Finance Journal, Elsevier, vol. 48(C).
    9. Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    10. Marc Zenzius & Christian Flore & Dirk Schiereck, 2022. "Tough times for seasoned equity offerings: performance during the COVID pandemic," Journal of Business Economics, Springer, vol. 92(9), pages 1491-1510, November.
    11. Shahnazi, Rouhollah & Dehghan Shabani, Zahra, 2021. "The effects of renewable energy, spatial spillover of CO2 emissions and economic freedom on CO2 emissions in the EU," Renewable Energy, Elsevier, vol. 169(C), pages 293-307.
    12. Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021. "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
    13. Grossmann, Axel & Ngo, Thanh, 2022. "Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing," Research in International Business and Finance, Elsevier, vol. 62(C).
    14. Shaddady, Ali & Moore, Tomoe, 2019. "Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 96-116.
    15. Beckmann, Klaus S. & Ngo, Thanh & Wang, Daphne, 2015. "The informational content of ADR mispricing," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 1-14.
    16. Tibi Didier Zoungrana & Daouda Lawa tan Toé & Mamadou Toé, 2023. "Covid‐19 outbreak and stocks return on the West African Economic and Monetary Union's stock market: An empirical analysis of the relationship through the event study approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1404-1422, April.
    17. Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017. "Investor sentiment and country exchange traded funds: Does economic freedom matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 285-299.
    18. Ahmed, Walid M.A., 2021. "Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    19. 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, vol. 50(C), pages 1-12.
    20. Devinaga RASIAH & Tay Lee YING & Sakiru Adebola SOLARIN, 2016. "Economic freedom index and stock returns in Malaysia," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(606), S), pages 213-236, Spring.

  41. Benjamin M. Blau & Ryan J. Whitby, 2014. "Speculative Trading In Reits," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 37(1), pages 55-74, February.

    Cited by:

    1. Bariviera, Aurelio F., 2017. "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, vol. 161(C), pages 1-4.
    2. Elie Bouri & Rangan Gupta & Amine Lahiani & Muhammad Shahbaz, 2018. "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Post-Print hal-03533197, HAL.

  42. Blau, Benjamin M. & Smith, Jason M., 2014. "Autocorrelation in daily short-sale volume," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 31-41.

    Cited by:

    1. Blau, Benjamin M. & Wade, Chip, 2012. "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 14-25.
    2. Benjamin Blau & Tyler J. Brough, 2012. "Concentrated short‐selling activity: bear raids or contrarian trading?," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(3), pages 187-203, June.

  43. Blau, Benjamin M. & Tew, Philip L., 2014. "Short sales and class-action lawsuits," Journal of Financial Markets, Elsevier, vol. 20(C), pages 79-100.

    Cited by:

    1. Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
    2. Baig, Ahmed S. & Sabah, Nasim, 2020. "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 270-277.

  44. Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J., 2014. "The information content of option ratios," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 179-187.

    Cited by:

    1. Sangram Keshari Jena & Aviral Kumar Tiwari & Amarnath Mitra, 2019. "Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis," Economies, MDPI, vol. 7(1), pages 1-10, March.
    2. Doojin Ryu & Doowon Ryu & Heejin Yang, 2021. "The impact of net buying pressure on index options prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 27-45, January.
    3. Doojin Ryu & Heejin Yang, 2018. "The directional information content of options volumes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1533-1548, December.
    4. Kelley Bergsma & Andy Fodor & Vijay Singal & Jitendra Tayal, 2020. "Option trading after the opening bell and intraday stock return predictability," Financial Management, Financial Management Association International, vol. 49(3), pages 769-804, September.
    5. Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021. "Option return predictability with machine learning and big data," CFR Working Papers 21-08, University of Cologne, Centre for Financial Research (CFR).
    6. Zhou, Yaping & Lu, Baoqun & Lv, Dayong & Ruan, Qingsong, 2019. "The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    7. Lockwood, Jimmy & Lockwood, Larry & Miao, Hong & Ramchander, Sanjay & Yang, Dongxiao, 2022. "The information content of ETF options," Global Finance Journal, Elsevier, vol. 53(C).
    8. Kelley Bergsma & Vivien Csapi & Dean Diavatopoulos & Andy Fodor, 2020. "Show me the money: Option moneyness concentration and future stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(5), pages 761-775, May.

  45. 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, vol. 34(C), pages 131-141.

    Cited by:

    1. Mile Bošnjak & Ivan Novak & Maja Bašiæ, 2019. "Persistence of shocks in CDS returns on Croatian bonds: Quantile autoregression approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 759-775.
    2. Lukasz Dopierala & Daria Ilczuk & Liwiusz Wojciechowski, 2020. "Sovereign credit ratings and CDS spreads in Emerging Europe," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(3), pages 419-438, September.
    3. Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro, 2015. "The reward for trading illiquid maturities in credit default swap markets," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 376-389.
    4. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016. "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print hal-03531142, HAL.
    5. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2017. "Sovereign default risk linkage: Implication for portfolio diversification," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 1-16.
    6. Andres, Christian & Betzer, André & Doumet, Markus, 2021. "Measuring changes in credit risk: The case of CDS event studies," Global Finance Journal, Elsevier, vol. 49(C).
    7. Theodoros V. Stamatopoulos & Stavros E. Arvanitis & Dimitris M. Terzakis, 2017. "The risk of the sovereign debt default: the Eurozone crisis 2008–2013," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3782-3796, August.
    8. Cumhur ÞAHÝN & Hüseyin ALTAY, 2016. "Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment," Eurasian Business & Economics Journal, Eurasian Academy Of Sciences, vol. 4(4), pages 52-67, January.

  46. Benjamin Blau & Chip Wade, 2013. "Comparing the information in short sales and put options," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 567-583, October.

    Cited by:

    1. Godfrey, Keith R.L., 2016. "Detecting the great short squeeze on Volkswagen," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 323-334.
    2. Paulo Pereira da Silva, 2016. "Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 322-353, August.
    3. Adrian W. K. Cheung & Hung Wan Kot & Eric F. Y. Lam & Harry K. M. Leung, 2020. "Toward understanding short‐selling activity: demand and supply," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2203-2230, September.
    4. Switzer, Lorne N., 2023. "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, vol. 55(PB).
    5. Yi‐Wei Chuang & Wei‐Che Tsai & Pei‐Shih Weng & Chi Yin, 2021. "Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 325-348, March.
    6. R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
    7. Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick, 2012. "Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban," Journal of Financial Economics, Elsevier, vol. 106(2), pages 331-348.
    8. Siu Kai Choy & Hua Zhang, 2019. "Public news announcements, short-sale restriction and informational efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 197-229, January.
    9. Félix, Luiz & Kräussl, Roman & Stork, Philip, 2013. "The 2011 European short sale ban on financial stocks: A cure or a curse?," CFS Working Paper Series 2013/17, Center for Financial Studies (CFS).
    10. Alejandro Bernales & Thanos Verousis & Nikolaos Voukelatos & Mengyu Zhang, 2020. "What do we know about individual equity options?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 67-91, January.
    11. Nikolaos Voukelatos & Thanos Verousis, 2019. "Option‐implied information and stock herding," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1429-1442, October.
    12. Lin, Zih-Ying & Chang, Chuang-Chang & Wang, Yaw-Huei, 2018. "The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 152-165.
    13. Chih-Hsiang Chang & Wen-Shan Chiang, 2014. "Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-27.

  47. Blau, Benjamin M. & Pinegar, J. Michael, 2013. "Are short sellers incrementally informed prior to earnings announcements?," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 142-155.

    Cited by:

    1. Zhu, Lin & Chen, Qinyuan & Yang, Shengzhi & Yi, Zhihong, 2021. "The role of analysts in negative information production and disclosure: Evidence from short selling deregulation in an emerging market," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 391-406.
    2. 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, vol. 31(C), pages 203-219.
    3. Ge-zhi Wu & Da-ming You, 2021. "Margin trading, short selling and corporate green innovation," Papers 2107.11255, arXiv.org, revised Aug 2021.
    4. Xufeng Liu & Die Wan, 2022. "Does short‐selling affect mutual fund shareholdings? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1887-1923, April.
    5. R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
    6. Hae Mi Choi, 2020. "Short‐sale constraints and informational efficiency to private information: A natural experiment," The Financial Review, Eastern Finance Association, vol. 55(4), pages 625-643, November.
    7. Choy, Siu Kai & Zhang, Hua, 2021. "Earnings shocks, price responses, and short selling behavior," International Review of Financial Analysis, Elsevier, vol. 78(C).
    8. Siu Kai Choy & Hua Zhang, 2019. "Public news announcements, short-sale restriction and informational efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 197-229, January.
    9. Hou, Deshuai & Meng, Qingbin & Zhang, Kai & Chan, Kam C., 2019. "Motives for corporate philanthropy propensity: Does short selling matter?," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 24-36.
    10. Li, Shan & Mihaylov, George & Peranginangin, Yessy & Zurbruegg, Ralf, 2021. "Short selling patterns in cross-listed stocks," Global Finance Journal, Elsevier, vol. 48(C).
    11. Lee, Bong-Soo & Ko, Kwangsoo, 2014. "Are Japanese short sellers information detectives?," Journal of the Japanese and International Economies, Elsevier, vol. 34(C), pages 89-97.
    12. Meng, Qingbin & Li, Xinyu & Chan, Kam C. & Gao, Shenghao, 2020. "Does short selling affect a firm's financial constraints?," Journal of Corporate Finance, Elsevier, vol. 60(C).
    13. He, Jingbin & Ma, Xinru & Wei, Qu, 2022. "Firm-level short selling and the local COVID-19 pandemic: Evidence from China," Economic Modelling, Elsevier, vol. 113(C).
    14. Meng, Qingbin & Li, Ying & Jiang, Xuanyu & Chan, Kam C., 2017. "Informed or speculative trading? Evidence from short selling before star and non-star analysts’ downgrade announcements in an emerging market," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 240-255.
    15. Alexander, Gordon J. & Peterson, Mark A. & Beardsley, Xiaoxin Wang, 2014. "The puzzling behavior of short sellers around earnings announcements," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 255-278.
    16. Feng, Xunan & Chan, Kam C., 2016. "Information advantage, short sales, and stock returns: Evidence from short selling reform in China," Economic Modelling, Elsevier, vol. 59(C), pages 131-142.

  48. Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W., 2013. "Corporate lobbying, political connections, and the bailout of banks," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3007-3017.

    Cited by:

    1. Berger,Allen N.,Demirguc-Kunt,Asli, 2021. "Banking Research in the Time of COVID-19," Policy Research Working Paper Series 9782, The World Bank.
    2. Qiuhong Zhao, 2016. "Do Political Connections Affect Bank Loan Loss Provision Reliability?," Accounting and Finance Research, Sciedu Press, vol. 5(3), pages 118-118, August.
    3. Unsal, Omer & Hassan, M. Kabir & Zirek, Duygu, 2016. "Corporate lobbying, CEO political ideology and firm performance," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 126-149.
    4. Nadine Riedel & Martin Simmler, 2021. "Large and influential: Firm size and governments’ corporate tax rate choice," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(2), pages 812-839, May.
    5. Adelino, Manuel & Dinc, I. Serdar, 2014. "Corporate distress and lobbying: Evidence from the Stimulus Act," Journal of Financial Economics, Elsevier, vol. 114(2), pages 256-272.
    6. Abdul‐Rahman Khokhar & Hesam Shahriari, 2022. "Is the SEC captured? Evidence from political connectedness and SEC enforcement actions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(2), pages 2725-2756, June.
    7. Elmar A. Janssen, 2014. "Do Election Results Affect the Value of Politically Connected Firms? - The Effect of the Schroeder-Merkel Change of Government on German Prime Standard Firms," Working Papers Dissertations 05, Paderborn University, Faculty of Business Administration and Economics.
    8. Yuping Deng & Yanrui Wu & Helian Xu, 2020. "Political Connections and Firm Pollution Behaviour: An Empirical Study," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(4), pages 867-898, April.
    9. Dustin Chambers & Colin O’Reilly, 2022. "The economic theory of regulation and inequality," Public Choice, Springer, vol. 193(1), pages 63-78, October.
    10. Unsal, Omer & Kabir Hassan, M. & Zirek, Duygu, 2017. "Corporate lobbying and labor relations: Evidence from employee-level litigations," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 411-441.
    11. Charles W. Calomiris & Urooj Khan, 2015. "An Assessment of TARP Assistance to Financial Institutions," Journal of Economic Perspectives, American Economic Association, vol. 29(2), pages 53-80, Spring.
    12. Xu, Zhe & Meng, Lu & He, Dan & Shi, Xiaoliang & Chen, Ke, 2022. "Government Support's signaling effect on credit financing for new-energy enterprises," Energy Policy, Elsevier, vol. 164(C).
    13. Sharafutdinova,Gulnaz & Lokshin,Michael M., 2020. "Hide and Protect : A Role of Global Financial Secrecy in Shaping Domestic Institutions," Policy Research Working Paper Series 9348, The World Bank.
    14. Huq, Tahsin Imtiazul & Hassan, M.Kabir & Houston, Reza, 2022. "The effects of firm political contributions on earmarks and subsequent firm performance," Research in International Business and Finance, Elsevier, vol. 62(C).
    15. Faraji, Omid & Kashanipour, Mohammad & MohammadRezaei, Fakhroddin & Ahmed, Kamran & Vatanparast, Nader, 2020. "Political connections, political cycles and stock returns: Evidence from Iran," Emerging Markets Review, Elsevier, vol. 45(C).
    16. Heese, Jonas & Khan, Mozaffar & Ramanna, Karthik, 2017. "Is the SEC captured? Evidence from comment-letter reviews," Journal of Accounting and Economics, Elsevier, vol. 64(1), pages 98-122.
    17. Omer Unsal & M. Kabir Hassan & William J. Hippler, 2016. "Lobbying in Finance Industry: Evidence from US Banking System," NFI Working Papers 2017-WP-03, Indiana State University, Scott College of Business, Networks Financial Institute.
    18. Nadine Riedel & Martin Simmler, 2018. "Large and Influential: Firm Size and Governments' Corporate Tax Rate Choice," CESifo Working Paper Series 6904, CESifo.
    19. Adrian, Christofer & Garg, Mukesh & Viet Pham, Anh & Phang, Soon-Yeow & Truong, Cameron, 2022. "Policy and oversight of corporate political activities and the cost of equity capital," Journal of Contemporary Accounting and Economics, Elsevier, vol. 18(2).
    20. Jackowicz, Krzysztof & Kozłowski, Łukasz & Mielcarz, Paweł, 2014. "Political connections and operational performance of non-financial firms: New evidence from Poland," Emerging Markets Review, Elsevier, vol. 20(C), pages 109-135.
    21. Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014. "Is Europe Overbanked?," Report of the Advisory Scientific Committee 4, European Systemic Risk Board.
    22. Hassan, Mohammad Kabir & Unsal, Omer & Hippler, William J., 2020. "Financial industry lobbying and shareholder litigation outcomes: implications for managers and regulators," Research in International Business and Finance, Elsevier, vol. 53(C).
    23. Farag, Hisham & Dickinson, David, 2020. "The power of Connections: Evidence from financial companies," Journal of Corporate Finance, Elsevier, vol. 64(C).
    24. Soumyajit Mazumder, 2016. "Can I stay a BIT longer? The effect of bilateral investment treaties on political survival," The Review of International Organizations, Springer, vol. 11(4), pages 477-521, December.
    25. Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz, 2014. "Politically connected firms in Poland and their access to bank financing," BOFIT Discussion Papers 2/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
    26. John Ashton & Tim Burnett & Ivan Diaz Rainey & Peter L. Ormosi, 2018. "Has the financial regulatory environment improved in the UK? Capture-Recapture approach to estimate detection and deterrence," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2018-03, Centre for Competition Policy, University of East Anglia, Norwich, UK..
    27. Benjamin M. Blau, 2017. "Lobbying, political connections and emergency lending by the Federal Reserve," Public Choice, Springer, vol. 172(3), pages 333-358, September.
    28. Papanikolaou, Nikolaos I., 2018. "To be bailed out or to be left to fail? A dynamic competing risks hazard analysis," Journal of Financial Stability, Elsevier, vol. 34(C), pages 61-85.
    29. Bryan P. Cutsinger & Alexander Marsella & Yang Zhou, 2022. "Insuring legislative wealth transfers: theory and evidence," Public Choice, Springer, vol. 192(1), pages 127-144, July.
    30. Yik-Pui Low, Steven & Foo, Yee-Boon & Gul, Ferdinand A, 2023. "Corporate lobbying: Resource-seeking or rent-seeking? Evidence from audit fees," Journal of Contemporary Accounting and Economics, Elsevier, vol. 19(1).
    31. Deng, Lu & Jiang, Ping & Li, Sifei & Liao, Mingqing, 2020. "Government intervention and firm investment," Journal of Corporate Finance, Elsevier, vol. 63(C).
    32. Gropper, Daniel M. & Jahera, John S. & Park, Jung Chul, 2015. "Political power, economic freedom and Congress: Effects on bank performance," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 76-92.
    33. Hua Cheng & Kishore Gawande & Steven Ongena & Shusen Qi, 2020. "Get beyond policy uncertainty: Evidence from political connections," Swiss Finance Institute Research Paper Series 20-77, Swiss Finance Institute.
    34. Shang, Longfei & Lin, Ji-Chai & Saffar, Walid, 2021. "Does economic policy uncertainty drive the initiation of corporate lobbying?," Journal of Corporate Finance, Elsevier, vol. 70(C).
    35. Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej & Winkler-Drews, Tadeusz, 2020. "Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies," Journal of Financial Stability, Elsevier, vol. 51(C).
    36. Bunkanwanicha, Pramuan & Di Giuli, Alberta & Salvade, Federica, 2022. "Bank CEO careers after bailouts: The effects of management turnover on bank risk," Journal of Financial Intermediation, Elsevier, vol. 52(C).
    37. Ziliang Deng & Jiayan Yan & Pei Sun, 2020. "Political Status and Tax Haven Investment of Emerging Market Firms: Evidence from China," Journal of Business Ethics, Springer, vol. 165(3), pages 469-488, September.
    38. J. Atsu Amegashie, 2021. "Advantageous Smallness in Contests," CESifo Working Paper Series 9419, CESifo.
    39. Unsal, Omer, 2023. "Corporate crimes and innovation: Evidence from US financial firms," Economic Modelling, Elsevier, vol. 120(C).
    40. Aney, Madhav S. & Banerji, Sanjay, 2022. "Political connections, informational asymmetry, and the efficient resolution of financial distress," Economic Modelling, Elsevier, vol. 114(C).
    41. Matthew D. Mitchell, 2019. "Uncontestable favoritism," Public Choice, Springer, vol. 181(1), pages 167-190, October.
    42. Florian Buck, 2014. "Financial Regulation and the Grabbing Hand," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(04), pages 03-13, January.
    43. Bolortuya Enkhtaivan & Wenling Lu, 2021. "The effect of TARP on lending: Evidence from the lead bank’s share in syndicated loans," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1169-1193, November.
    44. Ozlem Akin & Nicholas S. Coleman & Christian Fons-Rosen & José-Luis Peydró, 2016. "Political connections and informed trading: Evidence from TARP," Economics Working Papers 1542, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2021.
    45. Nguyen, Quan M.P. & Do, Hung Xuan & Molchanov, Alexander & Nguyen, Lily & Nguyen, Nhut H., 2023. "Political similarities in credit ratings," International Review of Financial Analysis, Elsevier, vol. 86(C).
    46. Vuk Vukovic, 2021. "The politics of bailouts: Estimating the causal effects of political connections on corporate bailouts during the 2008–2009 US financial crisis," Public Choice, Springer, vol. 189(1), pages 213-238, October.
    47. Matthew McCarten & Ivan Diaz‐Rainey & Helen Roberts & Eric K. M. Tan, 2022. "Political connections, tacit power and corporate misconduct," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1530-1552, October.
    48. Ma, Guangyuan & Kong, Dongmin & Liu, Shasha, 2023. "Credit stimulus and corporate excess employees," International Review of Financial Analysis, Elsevier, vol. 89(C).
    49. Stephen Gray & Iman Harymawan & John Nowland, 2016. "Political and government connections on corporate boards in Australia: Good for business?," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 3-26, February.
    50. Youngsoo Kim & Jung Chul Park, 2022. "Presidential power and stock returns," Financial Management, Financial Management Association International, vol. 51(2), pages 455-499, June.
    51. Carbó-Valverde, Santiago & Cuadros-Solas, Pedro J. & Rodríguez-Fernández, Francisco, 2020. "Do bank bailouts have an impact on the underwriting business?," Journal of Financial Stability, Elsevier, vol. 49(C).
    52. Jin-hui Luo & Zeyue Huang & Ruichao Zhu, 2021. "Does media coverage help firms “lobby” for government subsidies? Evidence from China," Asia Pacific Journal of Management, Springer, vol. 38(1), pages 259-290, March.
    53. Robert Kubinec, 2018. "Patrons or Clients? Measuring and Experimentally Evaluating Political Connections of Firms in Morocco and Jordan," Working Papers 1280, Economic Research Forum, revised 26 Dec 2018.
    54. James R. Barth & Apanard Penny Prabha & Wenling Lu, 2014. "Do Interest Groups Unduly Influence Bank Regulation?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(04), pages 19-25, January.
    55. Nnadi, Modestus I. & Sorwar, Ghulam & Eskandari, Rasol & Chizema, Amon, 2021. "Political connections and seasoned equity offerings," Journal of Banking & Finance, Elsevier, vol. 133(C).
    56. G. P. Manish & Colin O’Reilly, 2019. "Banking regulation, regulatory capture and inequality," Public Choice, Springer, vol. 180(1), pages 145-164, July.
    57. Caliendo, Frank N. & Guo, Nick L. & Smith, Jason M., 2018. "Policy uncertainty and bank bailouts," Journal of Financial Markets, Elsevier, vol. 39(C), pages 111-125.
    58. Qiao, Lu & Fei, Junjun, 2022. "Government subsidies, enterprise operating efficiency, and “stiff but deathless” zombie firms," Economic Modelling, Elsevier, vol. 107(C).
    59. Ozlem Akin & Nicholas S. Coleman & Christian Fons-Rosen & José-Luis Peydró, 2016. "Political Connections: Evidence From Insider Trading Around TARP," Working Papers 935, Barcelona School of Economics.
    60. Peng, Daoju & Colak, Gonul & Shen, Jianfu, 2023. "Lean against the wind: The effect of policy uncertainty on a firm's corporate social responsibility strategy," Journal of Corporate Finance, Elsevier, vol. 79(C).
    61. Adomako, Samuel & Abdelgawad, Sondos G. & Ahsan, Mujtaba & Amankwah-Amoah, Joseph & Azaaviele Liedong, Tahiru, 2023. "Nonmarket strategy in emerging markets: The link between SMEs’ corporate political activity, corporate social responsibility, and firm competitiveness," Journal of Business Research, Elsevier, vol. 160(C).
    62. Croci, Ettore & Hertig, Gerard & Nowak, Eric, 2016. "Decision-making during the credit crisis: Did the Treasury let commercial banks fail?," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 476-497.
    63. Nicolás Cachanosky & Bryan P. Cutsinger & Thomas L. Hogan & William J. Luther & Alexander W. Salter, 2021. "The Federal Reserve's response to the COVID‐19 contraction: An initial appraisal," Southern Economic Journal, John Wiley & Sons, vol. 87(4), pages 1152-1174, April.
    64. Li, Qing & Liu, Qigui & Ma, Shiguang & Tian, Gary Gang, 2019. "Loan financing and investment in princeling-backed firms," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 71-92.
    65. Johannes K. Dreyer & Peter A. Schmid & Victoria Zugrav, 2018. "Individual, Systematic and Systemic Risks in the Danish Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(4), pages 320-350, September.
    66. Alam, Ahmed W. & Farjana, Ashupta & Houston, Reza, 2023. "State-level economic policy uncertainty (EPU) and firm financial stability: Is there any political insurance?," Economics Letters, Elsevier, vol. 225(C).
    67. Md. Jahir Uddin Palas & Fernando Moreira, 2022. "The impact of government assistance on banks' efficiency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1731-1748, April.
    68. Wei-Fong Pan, 2023. "Does a firm’s lobbying activity respond to its peers’ lobbying activity?," Public Choice, Springer, vol. 194(3), pages 297-324, March.
    69. Zhao, Yujie & Zhou, Donghua & Zhao, Kangsheng & Zhou, Ping, 2019. "Is the squeaky wheel getting the grease? Earnings management and government subsidies," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 297-312.
    70. Albuquerque, Rui & Lei, Zicheng & Rocholl, Jörg & Zhang, Chendi, 2020. "Citizens United vs. FEC and corporate political activism," Journal of Corporate Finance, Elsevier, vol. 60(C).
    71. William F. Shughart II & Josh T. Smith, 2020. "The broken bridge of public finance: majority rule, earmarked taxes and social engineering," Public Choice, Springer, vol. 183(3), pages 315-338, June.
    72. Kevin L Young & Timothy Marple & James Heilman & Bruce A Desmarais, 2023. "A double-edged sword: The conditional properties of elite network ties in the financial sector," Environment and Planning A, , vol. 55(4), pages 997-1019, June.
    73. Alexander W. Salter & William J. Luther, 2019. "Adaptation and central banking," Public Choice, Springer, vol. 180(3), pages 243-256, September.
    74. Barnes Kelsey M. & Wilmarth Arthur E., 2016. "Explaining Variations in Bailout Policies: A Review of Cornelia Woll’s The Power of Inaction," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 6(1), pages 5-30, March.
    75. Li, Mingming & Liu, Haiming & Chiang, Yao-Min, 2022. "Government intervention, leverage adjustment, and firm performance: Evidence from defaulting firms," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
    76. Cai, Guowei & Zhang, Xuejiao & Yang, Hao, 2023. "Capacity utilization shifting or resource-seeking? Benefits for Chinese enterprises participating in the belt and road initiative," Emerging Markets Review, Elsevier, vol. 54(C).
    77. Alam, Ahmed W. & Houston, Reza & Farjana, Ashupta, 2023. "Geopolitical risk and corporate investment: How do politically connected firms respond?," Finance Research Letters, Elsevier, vol. 53(C).
    78. Nan Zhang & Qiaozhuan Liang & Huiying Li & Xiao Wang, 2022. "The organizational relationship–based political connection and debt financing: Evidence from Chinese private firms," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 69-105, January.
    79. Chahal, Rishman Jot Kaur & Ahmad, Wasim, 2022. "Political connections, investment inefficiency, and the Indian banking crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 16-30.
    80. Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej, 2022. "Political appointees and firms’ long-term capital market performance: Evidence from Central European countries," Finance Research Letters, Elsevier, vol. 49(C).
    81. Ivan Diaz-Rainey & John Ashton & Maz Yap & Murat Genc & Rosalind Whiting, 2015. "The determinants of regulatory responses to risks from financial innovation: Survey evidence from G20," Working Papers 15001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    82. Ghouma, Hatem H. & Hewitt, Carissa S., 2019. "Lobbying expenditures and sin stock market performance," Research in International Business and Finance, Elsevier, vol. 49(C), pages 176-190.
    83. Dang, Vinh Q.T. & So, Erin P.K. & Yan, Isabel K.M., 2018. "The value of political connection: Evidence from the 2011 Egyptian revolution," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 238-257.
    84. Unsal, Omer, 2020. "Two faces of corporate lobbying: Evidence from the pharmaceutical industry," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    85. Alexis Antoniades & Charles W. Calomiris, 2018. "Mortgage Market Credit Conditions and U.S. Presidential Elections," NBER Working Papers 24459, National Bureau of Economic Research, Inc.
    86. Gradstein, Mark & Kaganovich, Michael, 2018. "Legislative Restraint in Corporate Bailout Design," CEPR Discussion Papers 13256, C.E.P.R. Discussion Papers.
    87. Jia, Yuecheng & Simkins, Betty & Feng, Hongrui, 2023. "Political connections and short sellers," Journal of Banking & Finance, Elsevier, vol. 146(C).
    88. Islam, Md Shahidul & Alam, Md Samsul & Bin Hasan, Shehub & Mollah, Sabur, 2022. "Firm-level political risk and distance-to-default," Journal of Financial Stability, Elsevier, vol. 63(C).
    89. ByBenjamin M. Blau & Todd G. Griffith & Ryan J. Whitby, 2022. "Lobbying and lending by banks around the financial crisis by," Public Choice, Springer, vol. 192(3), pages 377-397, September.
    90. Deng, Yuping & Wu, Yanrui & Xu, Helian, 2019. "Political connections and firm pollution behaviour: An empirical study," BOFIT Discussion Papers 4/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
    91. Omneya Abdelsalam & Sabur Mollah & Emili Tortosa-Ausina, 2018. "Political connection and bank in(efficiency)," Working Papers 2018-11, Swansea University, School of Management.
    92. Thomas Lambert & Wolf Wagner & Eden Quxian Zhang, 2023. "Banks, Political Capital, and Growth," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 12(3), pages 613-655.
    93. Amrita Saha & Vikrant Shirodkar & Thomas C. Lawton, 2023. "Bimodal lobbying and trade policy outcomes: Evidence from corporate political activity under uncertainty in India," Journal of International Business Policy, Palgrave Macmillan, vol. 6(1), pages 24-46, March.
    94. Brown, Richard S., 2016. "Lobbying, political connectedness and financial performance in the air transportation industry," Journal of Air Transport Management, Elsevier, vol. 54(C), pages 61-69.
    95. Antoniades, Alexis & Calomiris, Charles W., 2020. "Mortgage market credit conditions and U.S. Presidential elections," European Journal of Political Economy, Elsevier, vol. 64(C).
    96. Zhang, Wenwen & Chiu, Yi-Bin, 2023. "Country risks, government subsidies, and Chinese renewable energy firm performance: New evidence from a quantile regression," Energy Economics, Elsevier, vol. 119(C).

  49. Blau, Benjamin M. & Wade, Chip, 2012. "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 14-25.

    Cited by:

    1. Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno, 2014. "Short-sellers: Informed but restricted," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 56-70.
    2. Sébastien Galanti & Zahra Ben Braham, 2017. "Information efficiency on an emerging market: analysts' recommendations in Tunisia," Economics Bulletin, AccessEcon, vol. 37(1), pages 377-390.
    3. Archana Jain & Chinmay Jain & Ashok Robin, 2020. "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1075-1100, April.
    4. Hou, Jianlei & Zhao, Shangmei & Yang, Haijun, 2020. "Individual analysts, stock return synchronicity and information efficiency," International Review of Financial Analysis, Elsevier, vol. 71(C).
    5. Ge-zhi Wu & Da-ming You, 2021. "Margin trading, short selling and corporate green innovation," Papers 2107.11255, arXiv.org, revised Aug 2021.
    6. William J. McNally & Andriy Shkilko & Brian F. Smith, 2017. "Do Brokers of Insiders Tip Other Clients?," Management Science, INFORMS, vol. 63(2), pages 317-332, February.
    7. Xufeng Liu & Die Wan, 2022. "Does short‐selling affect mutual fund shareholdings? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1887-1923, April.
    8. Pando Sohn & Ji-Yong Seo, 2015. "Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market," Estudios de Economia, University of Chile, Department of Economics, vol. 42(1 Year 20), pages 21-51, June.
    9. Lin, Tse-Chun & Lu, Xiaolong, 2015. "Why do options prices predict stock returns? Evidence from analyst tipping," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 17-28.
    10. Kelley Bergsma & Andy Fodor & Vijay Singal & Jitendra Tayal, 2020. "Option trading after the opening bell and intraday stock return predictability," Financial Management, Financial Management Association International, vol. 49(3), pages 769-804, September.
    11. Hae Mi Choi, 2020. "Short‐sale constraints and informational efficiency to private information: A natural experiment," The Financial Review, Eastern Finance Association, vol. 55(4), pages 625-643, November.
    12. Rousse, O. & Sévi, B., 2016. "Informed trading in oil-futures market," Working Papers 2016-07, Grenoble Applied Economics Laboratory (GAEL).
    13. G—mez Mart’nez, Raœl & Paule Vianes, Jessica & Martínez Naval—n, Juan Gabriel, 2018. "Eficacia de las prohibiciones de las ventas en corto en Espa–a || Effectiveness of Short Sales Bans in Spain," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 250-268, Diciembre.
    14. Bae, Kwangil & Kang, Jangkoo & Lee, Soonhee, 2016. "Bullish/bearish/neutral strategies under short sale restrictions," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 227-239.
    15. Alldredge, Dallin M. & Blau, Benjamin M. & Brough, Tyler J., 2012. "Short selling after hours," Journal of Economics and Business, Elsevier, vol. 64(6), pages 439-451.
    16. Chakrabarty, Bidisha & Shkilko, Andriy, 2013. "Information transfers and learning in financial markets: Evidence from short selling around insider sales," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1560-1572.
    17. Berkman, Henk & Eugster, Marco, 2017. "Short on drugs: Short selling during the drug development process," Journal of Financial Markets, Elsevier, vol. 33(C), pages 102-123.
    18. Luu, Ellie & Xu, Fangming & Zheng, Liyi, 2023. "Short-selling activities in the time of COVID-19," The British Accounting Review, Elsevier, vol. 55(4).
    19. Meng, Qingbin & Li, Xinyu & Chan, Kam C. & Gao, Shenghao, 2020. "Does short selling affect a firm's financial constraints?," Journal of Corporate Finance, Elsevier, vol. 60(C).
    20. Franzoni, Francesco & Di Maggio, Marco & Massa, Massimo & Tubaldi, Roberto, 2019. "Strategic Trading as a Response to Short Sellers," CEPR Discussion Papers 13812, C.E.P.R. Discussion Papers.
    21. He, Jingbin & Ma, Xinru & Wei, Qu, 2022. "Firm-level short selling and the local COVID-19 pandemic: Evidence from China," Economic Modelling, Elsevier, vol. 113(C).
    22. Choi, Hae Mi, 2018. "Short selling and the rounding of analysts’ forecasts," Finance Research Letters, Elsevier, vol. 25(C), pages 47-54.
    23. Meng, Qingbin & Li, Ying & Jiang, Xuanyu & Chan, Kam C., 2017. "Informed or speculative trading? Evidence from short selling before star and non-star analysts’ downgrade announcements in an emerging market," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 240-255.
    24. 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, vol. 83(2), pages 475-500, June.
    25. Xiong Xiong & Ya Gao & Xu Feng, 2017. "Successive short‐selling ban lifts and gradual price efficiency: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(5), pages 1557-1604, December.
    26. Truong X Duong & Zsuzsa R Huszár & Ruth S K Tan & Weina Zhang, 2017. "The Information Value of Stock Lending Fees: Are Lenders Price Takers?," Review of Finance, European Finance Association, vol. 21(6), pages 2353-2377.
    27. Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013. "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper 58833, University Library of Munich, Germany.

  50. 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, vol. 52(1), pages 38-48.

    Cited by:

    1. Mishra, Ajay Kumar & Tripathy, Trilochan, 2018. "Price and trade size clustering: Evidence from the national stock exchange of India," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 63-72.
    2. Blau, Benjamin M. & Smith, Jason M., 2014. "Autocorrelation in daily short-sale volume," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 31-41.

  51. 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, vol. 36(3), pages 886-897.

    Cited by:

    1. Jun Chen & Alireza Tourani‐Rad & Ju Xiang & Ting Yang, 2021. "Short‐sellers at home and abroad: Their respective roles in the price discovery of cross‐listed firms," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 1013-1038, September.
    2. Blau, Benjamin M. & Whitby, Ryan J., 2018. "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, vol. 25(C), pages 244-250.
    3. Apergis, Nicholas, 2017. "Democracy and market crashes: Evidence from a worldwide panel of countries," Finance Research Letters, Elsevier, vol. 22(C), pages 244-248.
    4. Xuechun Zhang & Ruihui Xu & Xue Liu, 2022. "Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 75-99, May.
    5. Alldredge, Dallin M. & Blau, Benjamin M. & Brough, Tyler J., 2012. "Short selling after hours," Journal of Economics and Business, Elsevier, vol. 64(6), pages 439-451.
    6. Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael, 2013. "Worldwide reach of short selling regulations," Journal of Financial Economics, Elsevier, vol. 109(1), pages 177-197.
    7. Blau, Benjamin M., 2017. "Economic freedom and crashes in financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 33-46.
    8. 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, vol. 41(C), pages 182-196.
    9. Wang, Shu-Feng & Lee, Kuan-Hui, 2015. "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 56-75.
    10. Jani Saastamoinen & Niko Suhonen, 2013. "Were the European short selling bans of 2011 effective?," Economics Bulletin, AccessEcon, vol. 33(3), pages 1847-1851.
    11. Eden, Lorraine & Indro, Daniel C. & Miller, Stewart R. & Richards, Malika, 2021. "Valuation uncertainty, home and host market uncertainty, and cross-border seasoned equity offerings," International Business Review, Elsevier, vol. 30(3).
    12. Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013. "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper 58833, University Library of Munich, Germany.

  52. Alldredge, Dallin M. & Blau, Benjamin M. & Brough, Tyler J., 2012. "Short selling after hours," Journal of Economics and Business, Elsevier, vol. 64(6), pages 439-451.

    Cited by:

    1. Blau, Benjamin M. & Wade, Chip, 2012. "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 14-25.
    2. Júlio Lobão & Maria Eva Jerke, 2020. "Short-term Overreaction in American Depository Receipts," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(4), pages 423-435, December.

  53. Benjamin Blau, 2012. "Short Interest and Frictions in the Flow of Information," Financial Management, Financial Management Association International, vol. 41(2), pages 371-394, June.

    Cited by:

    1. 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, vol. 31(C), pages 203-219.
    2. Blau, Benjamin M. & Whitby, Ryan J., 2018. "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, vol. 25(C), pages 244-250.
    3. R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016. "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 645-671, October.
    4. Blau, Benjamin M. & Brough, Tyler J. & Griffith, Todd G., 2017. "Bank opacity and the efficiency of stock prices," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 32-47.
    5. Alldredge, Dallin M. & Blau, Benjamin M. & Brough, Tyler J., 2012. "Short selling after hours," Journal of Economics and Business, Elsevier, vol. 64(6), pages 439-451.
    6. Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
    7. Benjamin Blau & Jared Egginton & Matthew Hill, 2016. "REITs and market friction," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 1-24, January.
    8. Kelley Bergsma & Jitendra Tayal, 2019. "Short Interest and Lottery Stocks," Financial Management, Financial Management Association International, vol. 48(1), pages 187-227, March.
    9. Baig, Ahmed S. & Sabah, Nasim, 2020. "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 270-277.

  54. 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, vol. 35(2), pages 159-182, June.

    Cited by:

    1. Qin Wang & Jun Zhang, 2016. "Trade Size Clustering In The E-Mini Index Futures Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(3), pages 247-262, September.
    2. Chen, Tao, 2019. "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, vol. 49(C), pages 195-203.
    3. Fernando Palao & Ángel Pardo Tornero, 2012. "When size matters: Clustering in the European Carbon Market," Working Papers. Serie EC 2012-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4. Narayan, Paresh Kumar & Smyth, Russell, 2011. "Has political instability contributed to price clustering on Fiji's stock market?," Working Papers fe_2011_03, Deakin University, Department of Economics.
    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, vol. 58(2), pages 615-647, February.
    6. Robert P. Bartlett & Justin McCrary, 2020. "Subsidizing Liquidity with Wider Ticks: Evidence from the Tick Size Pilot Study," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 17(2), pages 262-316, June.
    7. Baig , Ahmed & Blau , Ben & Hao, Jie, 2020. "Accounting Information Quality and the Clustering of Stock Prices," American Business Review, Pompea College of Business, University of New Haven, vol. 23(2), pages 182-210, November.
    8. Tao Chen, 2020. "Trade‐size clustering and informed trading in global markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 579-597, October.
    9. Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018. "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 345-367, December.
    10. Palao, Fernando & Pardo, Ángel, 2014. "What makes carbon traders cluster their orders?," Energy Economics, Elsevier, vol. 43(C), pages 158-165.
    11. Telli, Şahin & Zhao, Xufeng, 2023. "Clustering in Bitcoin balance," Finance Research Letters, Elsevier, vol. 55(PA).
    12. Meng, Lei & Verousis, Thanos & ap Gwilym, Owain, 2013. "A substitution effect between price clustering and size clustering in credit default swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 139-152.
    13. Chaudhry, Sajid M. & Bajoori, Elnaz & Nandeibam, Shasi, 2019. "Clustered pricing in the corporate loan market: Theory and empirical evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 275-296.
    14. Verousis, Thanos & ap Gwilym, Owain, 2013. "Trade size clustering and the cost of trading at the London Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 91-102.
    15. Garvey, Ryan & Wu, Fei, 2014. "Clustering of intraday order-sizes by uninformed versus informed traders," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 222-235.
    16. Baig, Ahmed S. & Sabah, Nasim, 2020. "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 270-277.

  55. 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, vol. 17(3), pages 628-639, June.

    Cited by:

    1. Ming-Chang Cheng & Ching-Hwa Lee, 2016. "Trading Activities Around Ex-Dividend Days: Evidence from the Taiwan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-17, March.
    2. 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, vol. 31(C), pages 203-219.
    3. Archana Jain & Chinmay Jain & Ashok Robin, 2020. "Does accounting conservatism deter short sellers?," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1075-1100, April.
    4. Júlio Lobão & Patrícia Piedade & Srinivas Nippani, 2022. "Does stock trading volume signal future dividends? Evidence from Iberian firms," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(1), pages 53-66, January.
    5. Nose, Yoshiaki & Miyagawa, Hisao & Ito, Akitoshi, 2021. "How do firms attract the attention of individual investors? Shareholder perks and financial visibility," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    6. George D. Cashman & David M. Harrison & Hainan Sheng, 2022. "Short selling and options trading: A tale of two markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 313-338, June.
    7. Asem, Ebenezer, 2022. "Are dividend changes exploited in the equity market?," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 125-133.
    8. Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan, 2023. "Daily short selling around reverse stock splits," Journal of Financial Markets, Elsevier, vol. 65(C).
    9. Moritz Wagner & Xiaopeng Wei, 2020. "Cum-Ex Trading – The Biggest Fraud in History?," Working Papers in Economics 20/19, University of Canterbury, Department of Economics and Finance.
    10. Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
    11. Feng, Xunan & Chan, Kam C., 2016. "Information advantage, short sales, and stock returns: Evidence from short selling reform in China," Economic Modelling, Elsevier, vol. 59(C), pages 131-142.
    12. 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, vol. 83(2), pages 475-500, June.
    13. Xiong Xiong & Ya Gao & Xu Feng, 2017. "Successive short‐selling ban lifts and gradual price efficiency: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(5), pages 1557-1604, December.
    14. Jieqi Guan & Brian M. Lam & Ching Chi Lam & Ming Liu, 2022. "CEO overconfidence and the level of short-selling activity," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 685-708, February.

  56. Benjamin Blau & Matthew Hill & Hao Wang, 2011. "REIT Short Sales and Return Predictability," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 481-503, May.

    Cited by:

    1. Devaney, Michael, 2012. "Financial crisis, REIT short-sell restrictions and event induced volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 219-226.
    2. Steffen Westermann & Scott J. Niblock & Michael A. Kortt, 2018. "A Review of Corporate Social Responsibility and Real Estate Investment Trust Studies: An Australian Perspective," Economic Papers, The Economic Society of Australia, vol. 37(1), pages 92-110, March.
    3. Ying Hao & Hsiang-Hui Chu & Kuan-Cheng Ko & Lin Lin, 2016. "Momentum Strategies and Investor Sentiment in the REIT Market," International Review of Finance, International Review of Finance Ltd., vol. 16(1), pages 41-71, March.
    4. Pedro A.C. Saffi & Carles Vergara‐Alert, 2020. "The Big Short: Short Selling Activity and Predictability in House Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 48(4), pages 1030-1073, December.
    5. Cashman, George D. & Harrison, David M. & Sheng, Hainan, 2022. "Short sales, short risk, and return predictability in Asia-Pacific real estate markets," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    6. Masaki Mori, 2015. "Information Diffusion in the U.S. Real Estate Investment Trust Market," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 190-214, August.
    7. George D. Cashman & David M. Harrison & Hainan Sheng, 2022. "Short selling and options trading: A tale of two markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 313-338, June.
    8. Dongshin Kim & Dongkuk Lim & Jonathan A. Wiley, 2023. "Narrative Investment-Risk Disclosure & REIT Investment," The Journal of Real Estate Finance and Economics, Springer, vol. 66(2), pages 542-567, February.
    9. S. McKay Price & Michael J. Seiler & Jiancheng Shen, 2017. "Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?," The Journal of Real Estate Finance and Economics, Springer, vol. 54(4), pages 515-557, May.
    10. Xiaoying Deng & Seow Eng Ong, 2018. "Real Earnings Management, Liquidity Risk and REITs SEO Dynamics," The Journal of Real Estate Finance and Economics, Springer, vol. 56(3), pages 410-442, April.
    11. Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023. "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 13-28.
    12. Massimo Guidolin & Manuela Pedio, 2019. "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers 19117, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    13. Benjamin Blau & Jared Egginton & Matthew Hill, 2016. "REITs and market friction," Review of Quantitative Finance and Accounting, Springer, vol. 46(1), pages 1-24, January.
    14. Ebenezer Asem & Vishaal Baulkaran & Pawan Jain & Mark Sunderman, 2022. "Are institutional investors informed? The case of dividend changes for REITS and Industrial Firms," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1685-1707, May.
    15. James Doran & David Peterson & S. Price, 2012. "Earnings Conference Call Content and Stock Price: The Case of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 402-434, August.
    16. Elizabeth Devos & Erik Devos & Seow Eng Ong & Andrew C. Spieler, 2016. "Who Follows REITs?," Journal of Real Estate Research, American Real Estate Society, vol. 38(1), pages 129-164.
    17. Erik Devos & Thomas McInish & Michael McKenzie & James Upson, 2014. "Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 454-476, November.
    18. J. Andrew Hansz & Wikrom Prombutr & Ying Zhang & Tingyu Zhou, 2017. "An Anatomy of the Interrelationship between Equity and Mortgage REITs," International Real Estate Review, Global Social Science Institute, vol. 20(3), pages 287-324.
    19. Honghui Chen & David M. Harrison & Mahsa Khoshnoud, 2020. "Investors’ Limited Attention: Evidence from REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 61(3), pages 408-442, October.
    20. SeungHan Ro & Paul Gallimore, 2014. "Real Estate Mutual Funds: Herding, Momentum Trading and Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(1), pages 190-222, March.

  57. Kathleen Fuller & Benjamin M. Blau, 2010. "Signaling, Free Cash Flow and “Nonmonotonic” Dividends," The Financial Review, Eastern Finance Association, vol. 45(1), pages 21-56, February.

    Cited by:

    1. Jeffrey Jones & Jenny Gu & Pu Liu, 2014. "Do dividend initiations signal a reduction in risk? Evidence from the option market," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 143-158, January.
    2. Esqueda, Omar A., 2016. "Signaling, corporate governance, and the equilibrium dividend policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 186-199.
    3. 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, vol. 17(3), pages 628-639, June.
    4. Shams Pathan & Robert Faff & Carlos Fernández Méndez & Nicholas Masters, 2016. "Financial constraints and dividend policy," Australian Journal of Management, Australian School of Business, vol. 41(3), pages 484-507, August.
    5. N. Eriotis & P. Kaldis & E. Poutos & D. Vasiliou, 2014. "The Factors that Affect the Dividend Policy of the Greek Listed Firms Prior to the Economic Crisis: A Comparison to Nyse, Nasdaq, Norwegian and U.K. Firms"," American Journal of Economics and Business Administration, Science Publications, vol. 5(4), pages 139-152, June.
    6. Negrea Laura Georgeta & Matis Dumitru & Mustata V. Razvan, 2011. "Free Cash Flow As Part Of Voluntary Reporting. Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 591-596, December.

  58. 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, vol. 38(3), pages 603-630, September.

    Cited by:

    1. Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan, 2013. "Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence," MPRA Paper 54185, University Library of Munich, Germany, revised 15 Jul 2013.
    2. Birru, Justin, 2018. "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, vol. 130(1), pages 182-214.
    3. Ali, Fahad & Ülkü, Numan, 2020. "Weekday seasonality of stock returns: The contrary case of China," Journal of Asian Economics, Elsevier, vol. 68(C).
    4. Ülkü, Numan & Rogers, Madeline, 2018. "Who drives the Monday effect?," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 46-65.
    5. Crystal Xiaobei Chen, 2012. "The anatomy of short sales and price adjustment: evidence from the Hong Kong stock market," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(3), pages 204-218, June.
    6. Blau, Benjamin M. & Smith, Jason M., 2014. "Autocorrelation in daily short-sale volume," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 31-41.
    7. Dumitriu, Ramona & Stefanescu, Razvan, 2013. "DOW effects in returns and in volatility of stock markets during quiet and turbulent times," MPRA Paper 47218, University Library of Munich, Germany, revised 02 Apr 2013.
    8. Sascha Füllbrunn & Tibor Neugebauer, 2012. "Margin Trading Bans in Experimental Asset Markets," Jena Economics Research Papers 2012-058, Friedrich-Schiller-University Jena.
    9. Benjamin Blau & Chip Wade, 2013. "Comparing the information in short sales and put options," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 567-583, October.
    10. Yan, Zhipeng & Cheng, Lee-Young & Zhao, Yan & Huang, Chung-Yuan, 2016. "Daily short covering activity and the weekend effect: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 166-184.
    11. Fink, Jason D. & Fink, Kristin E., 2013. "Hurricane forecast revisions and petroleum refiner equity returns," Energy Economics, Elsevier, vol. 38(C), pages 1-11.
    12. Foong Soon Cheong, 2016. "Debunking Two Myths of the Weekend Effect," IJFS, MDPI, vol. 4(2), pages 1-9, April.
    13. Gould, John & Yang, Joey W. & Singh, Ranjodh & Yeo, Ben, 2023. "The seasonality of lottery-like stock returns," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 383-400.
    14. Jinghan Cai & Jibao He & Le Xia & Weili Zhai, 2017. "Weekend Effect and Short Sales: Evidence from Hong Kong," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(2), pages 8-18, 02-2017.
    15. Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu, 2015. "Short sales and the weekend effect—Evidence from a natural experiment," Journal of Financial Markets, Elsevier, vol. 26(C), pages 85-102.
    16. Bartley R. Danielsen & Robert A. Van Ness & Richard S. Warr, 2009. "Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(9‐10), pages 1273-1293, November.
    17. 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, vol. 49(4), pages 1371-1388, November.
    18. Chih-Hsiang Chang & Wen-Shan Chiang, 2014. "Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-27.

  59. 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, vol. 49(4), pages 1371-1388, November.

    Cited by:

    1. Abad, David & Pascual, Roberto, 2015. "The friction-free weighted price contribution," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 226-239.
    2. Blau, Benjamin M. & Smith, Jason M., 2014. "Autocorrelation in daily short-sale volume," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 31-41.
    3. 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, vol. 52(1), pages 38-48.

  60. 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, vol. 32(1), pages 1-21, March.

    Cited by:

    1. Buckle, Mike & Chen, Jing & Guo, Qian & Li, Xiaoxi, 2023. "Does smile help detect the UK's price leadership change after MiFID?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 756-769.
    2. Sun, Yuxin & Ibikunle, Gbenga, 2017. "Informed trading and the price impact of block trades: A high frequency trading analysis," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 114-129.
    3. Abad, David & Pascual, Roberto, 2015. "The friction-free weighted price contribution," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 226-239.
    4. Chang, Chuang-Chang & Hsieh, Pei-Fang & Lai, Hung-Neng, 2013. "The price impact of options and futures volume in after-hours stock market trading," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 984-1007.
    5. Hardy Johnson & Brian Roseman, 2017. "Odd Lot Order Aggressiveness And Stealth Trading," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(2), pages 249-281, June.
    6. Ascioglu, Asli & Comerton-Forde, Carole & McInish, Thomas H., 2011. "Stealth trading: The case of the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 19(2), pages 194-207, April.
    7. Lien, Donald & Hung, Pi-Hsia & Lin, Zong-Wei, 2020. "Whose trades move stock prices? Evidence from the Taiwan Stock Exchange," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 25-50.
    8. Będowska-Sójka, Barbara, 2020. "Do aggressive orders affect liquidity? An evidence from an emerging market," Research in International Business and Finance, Elsevier, vol. 54(C).
    9. Hsieh, Wen-liang G. & He, Huei-Ru, 2014. "Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 187-215.
    10. Chen-Chang Lo & Yaling Lin & Jiann-Lin Kuo & Yi Ting Wen, 2021. "The Relation Between Trading Volume Concentration and Stock Returns," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 7(3), pages 82-89, 09-2021.
    11. Lin, Yaling, 2014. "An empirical study on pre-trade transparency and intraday stealth trading," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 26-40.
    12. Louhichi, Waël, 2011. "What drives the volume-volatility relationship on Euronext Paris?," International Review of Financial Analysis, Elsevier, vol. 20(4), pages 200-206, August.
    13. Cebiroglu, Gökhan & Hautsch, Nikolaus & Walsh, Christopher, 2019. "Revisiting the stealth trading hypothesis: Does time-varying liquidity explain the size-effect?," CFS Working Paper Series 625, Center for Financial Studies (CFS).
    14. Lien, Donald & Hung, Pi-Hsia & Chen, Hung-Ju, 2021. "Who knows more and makes more? A perspective of order submission decisions across investor types," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 381-398.
    15. Xiang, Ju & Zhu, Xiaoneng, 2014. "Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 134-148.
    16. Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert, 2014. "A dynamic intraday measure of the probability of informed trading and firm-specific return variation," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 80-94.
    17. Hardy Johnson & Ansley Chua & Tianming Zhang, 2018. "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 529-551, August.
    18. Kaspar Dardas & Andre Güttler, 2011. "Are directors’ dealings informative? Evidence from European stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(2), pages 111-148, June.
    19. Alexis Stenfors & Masayuki Susai, 2021. "Stealth Trading in FX Markets," Working Papers in Economics & Finance 2021-02, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    20. Johnson, Hardy & Van Ness, Bonnie F. & Van Ness, Robert A., 2017. "Are all odd-lots the same? Odd-lot transactions by order submission and trader type," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 1-11.
    21. Donald Lien & Pi-Hsia Hung & Chiu-Ting Pan, 2020. "Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 239-268, July.
    22. 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, vol. 49(4), pages 1371-1388, November.

  61. 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, vol. 75(4), pages 967-996, December.

    Cited by:

    1. Semir Ben Ammar, 2020. "Catastrophe Risk and the Implied Volatility Smile," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(2), pages 381-405, June.
    2. Jassem Alokla & Arief Daynes & Paraskevas Pagas & Panagiotis Tzouvanas, 2023. "Solvency determinants: evidence from the Takaful insurance industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(4), pages 847-871, October.
    3. Yang, Chih-Yuan & Jhang, Ling-Jhen & Chang, Chia-Chien, 2016. "Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market," Pacific-Basin Finance Journal, Elsevier, vol. 37(C), pages 35-51.
    4. Godfrey, Keith R.L., 2016. "Detecting the great short squeeze on Volkswagen," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 323-334.
    5. Seung Kyum Kim, 2020. "The Economic Effects of Climate Change Adaptation Measures: Evidence from Miami-Dade County and New York City," Sustainability, MDPI, vol. 12(3), pages 1-19, February.
    6. Ben Ammar, Semir, 2016. "Pricing of Catastrophe Risk and the Implied Volatility Smile," Working Papers on Finance 1617, University of St. Gallen, School of Finance.
    7. Ethan Watson & Mary C. Funck, 2012. "A cloudy day in the market: short selling behavioural bias or trading strategy," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(3), pages 238-255, June.
    8. Fink, Jason D. & Fink, Kristin E., 2013. "Hurricane forecast revisions and petroleum refiner equity returns," Energy Economics, Elsevier, vol. 38(C), pages 1-11.
    9. Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2023. "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 147(C).
    10. 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, vol. 83(2), pages 475-500, June.
    11. Marc A. Ragin & Martin Halek, 2016. "Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(4), pages 849-876, December.

  62. Blau, Benjamin M. & Fuller, Kathleen P., 2008. "Flexibility and dividends," Journal of Corporate Finance, Elsevier, vol. 14(2), pages 133-152, April.

    Cited by:

    1. Rapp, Marc Steffen & Schmid, Thomas & Urban, Daniel, 2014. "The value of financial flexibility and corporate financial policy," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 288-302.
    2. Ijaz Ali & Ali Gohar & Omar Meharzi, 2017. "Why do Firms Change Their Dividend Policy?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 411-422.
    3. Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee, 2020. "Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 96, pages 3367-3412, World Scientific Publishing Co. Pte. Ltd..
    4. Mar𨀠 Bel鮠Lozano, 2012. "Analysing the effect of excess cash accumulation on financial decisions," Applied Economics, Taylor & Francis Journals, vol. 44(21), pages 2687-2698, July.
    5. Jianan Guo, 2016. "Ultimate Controlling Shareholders and Dividend Payout Policy in Chinese Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 19(02), pages 1-35, June.
    6. Krieger, Kevin & Lee, Bong-Soo & Mauck, Nathan, 2012. "Do Senior Citizens Prefer Dividends? Local Clienteles vs. Firm Characteristics," MPRA Paper 41784, University Library of Munich, Germany.
    7. Mar𨁂el鮠Lozano & Simone Caltabiano, 2015. "Cross institutional cash and dividend policies: focusing on Brazilian firms," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 239-254, January.
    8. Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee, 2020. "Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 97, pages 3413-3464, World Scientific Publishing Co. Pte. Ltd..
    9. 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, vol. 17(3), pages 628-639, June.
    10. Thomas David & Edith Ginglinger, 2015. "When Cutting Dividends Is Not Bad News: The Case Of Optional Stock Dividends," Post-Print hal-01637541, HAL.
    11. Musumeci, Jim & Peterson, Mark, 2011. "BE/ME and E/P work better than ME/BE or P/E in regressions," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1272-1288.
    12. Yung, Kenneth & Li, DeQing Diane & Jian, Yi, 2015. "The value of corporate financial flexibility in emerging countries," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 25-41.
    13. Kuti, Mónika, 2011. "Cash Flow at Risk, Financial Flexibility and Financing Constraint," Public Finance Quarterly, Corvinus University of Budapest, vol. 56(4), pages 505-517.
    14. Özgür Arslan-Ayaydin & Chris Florackis & Aydin Ozkan, 2014. "Financial flexibility, corporate investment and performance: evidence from financial crises," Review of Quantitative Finance and Accounting, Springer, vol. 42(2), pages 211-250, February.
    15. De Cesari, Amedeo & Huang-Meier, Winifred, 2015. "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 1-17.
    16. Atsushi Chino & Joon Ho Kim, 2022. "Does dividend policy affect sales growth in product markets? Evidence from the 2003 dividend tax cut," Financial Management, Financial Management Association International, vol. 51(2), pages 539-571, June.
    17. James Juichia Lin & Cheng-Few Lee, 2021. "Does managerial reluctance of dividend cuts signal future earnings?," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 453-478, February.
    18. Fuller, Kathleen P. & Goldstein, Michael A., 2011. "Do dividends matter more in declining markets?," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 457-473, June.
    19. Mª Belén Lozano García, 2011. "Analyzing the Effect of Excess Cash Accumulation on Financial Decisions," Post-Print hal-00704672, HAL.
    20. Benavides, Julian & Berggrun, Luis & Perafan, Hector, 2016. "Dividend payout policies: Evidence from Latin America," Finance Research Letters, Elsevier, vol. 17(C), pages 197-210.
    21. Bai-Sian Chen & Hong-Yi Chen & Hsiao-Yin Chen & Fang-Chi Lin, 2022. "Corporate growth and strategic payout policy," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 641-669, August.
    22. Onali, Enrico & Galiakhmetova, Ramilya & Molyneux, Philip & Torluccio, Giuseppe, 2016. "CEO power, government monitoring, and bank dividends," Journal of Financial Intermediation, Elsevier, vol. 27(C), pages 89-117.
    23. Castillo, Augusto & Rubio, German & Jakob, Keith, 2020. "Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    24. Kallberg, Jarl & Liu, Crocker H. & Villupuram, Sriram, 2013. "Preferred stock: Some insights into capital structure," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 77-86.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.