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Benjamin McKay Blau

Personal Details

First Name:Benjamin
Middle Name:McKay
Last Name:Blau
Suffix:
RePEc Short-ID:pbl102
https://sites.google.com/site/blaufinance/
3565 Old Main Hill Logan, Utah 84322
4357972340

Affiliation

Department of Economics and Finance
Jon M. Huntsman School of Business
Utah State University

Logan, Utah (United States)
https://huntsman.usu.edu/economicsandfinance/index

: 1-435-797-2314
1-435-797-2314
3565 Old Main Hill, Logan, UT 84322-3565
RePEc:edi:deusuus (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Blau, Benjamin M., 2018. "Income inequality, poverty, and the liquidity of stock markets," Journal of Development Economics, Elsevier, vol. 130(C), pages 113-126.
  2. Benjamin M. Blau, 2017. "Lobbying, political connections and emergency lending by the Federal Reserve," Public Choice, Springer, vol. 172(3), pages 333-358, September.
  3. 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.
  4. 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.
  5. Blau, Benjamin M., 2017. "Price dynamics and speculative trading in bitcoin," Research in International Business and Finance, Elsevier, vol. 41(C), pages 493-499.
  6. 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.
  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. Benjamin M. Blau, 2017. "Skewness preferences, asset prices and investor sentiment," Applied Economics, Taylor & Francis Journals, vol. 49(8), pages 812-822, February.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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(02), pages 515-540, April.
  14. 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.
  15. 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.
  16. 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.
  17. Benjamin M. Blau & J. Michael Pinegar & Ryan J. Whitby, 2015. "Skewness And The Asymmetry In Earnings Announcement Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 38(2), pages 145-168, June.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Benjamin M. Blau & Tyler J. Brough, 2014. "Short Sales and Option Listing Decisions," Financial Management, Financial Management Association International, vol. 43(3), pages 703-724, September.
  23. 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.
  24. 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.
  25. Blau, Benjamin M. & Tew, Philip L., 2014. "Short sales and class-action lawsuits," Journal of Financial Markets, Elsevier, vol. 20(C), pages 79-100.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Benjamin Blau, 2013. "Informed short sales and option introductions," Annals of Finance, Springer, vol. 9(3), pages 365-382, August.
  32. 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.
  33. 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.
  34. Benjamin Blau & Tyler J. Brough, 2012. "Concentrated short-selling activity: bear raids or contrarian trading?," International Journal of Managerial Finance, Emerald Group Publishing, vol. 8(3), pages 187-203, June.
  35. Blau, Benjamin M. & Wade, Chip, 2012. "Informed or speculative: Short selling analyst recommendations," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 14-25.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A., 2011. "Information in short selling: Comparing Nasdaq and the NYSE," Review of Financial Economics, Elsevier, vol. 20(1), pages 1-10, January.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. Blau, Benjamin M. & Fuller, Kathleen P., 2008. "Flexibility and dividends," Journal of Corporate Finance, Elsevier, vol. 14(2), pages 133-152, April.
  47. 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.

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.

Articles

  1. 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. Bariviera, Aurelio F., 2017. "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, vol. 161(C), pages 1-4.

  2. 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. 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. 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. 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.

  4. 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. & 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.

  5. 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(02), pages 515-540, April.

    Cited by:

    1. 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.
    2. 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.

  6. 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. 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.

  7. 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. 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.

  8. 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.

  9. 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. 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.
    2. 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.
    3. 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.
    4. Michał DZIELINSKI & Alexander F. WAGNER & Richard J. ZECKHAUSER, 2017. "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Swiss Finance Institute Research Paper Series 17-13, Swiss Finance Institute, revised Jun 2017.

  10. 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. 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.
    2. 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.
    3. 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.

  11. 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, 2017. "Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices," Working Papers 201760, University of Pretoria, Department of Economics.

  12. 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, vol. 8(3), pages 187-203, June.

  13. 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. 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.
    2. 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.
    3. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014. "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers 201456, University of Pretoria, Department of Economics.
    4. 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.

  14. 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. 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. 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.
    5. 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).

  15. 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. 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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.

  16. 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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. Nadine Riedel & Martin Simmler, 2018. "Large and Influential: Firm Size and Governments' Corporate Tax Rate Choice," CESifo Working Paper Series 6904, CESifo Group Munich.
    9. 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.
    10. 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.
    11. 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.
    12. Benjamin M. Blau, 2017. "Lobbying, political connections and emergency lending by the Federal Reserve," Public Choice, Springer, vol. 172(3), pages 333-358, September.
    13. 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.
    14. Ozlem Akin & Nicholas S. Coleman & Christian Fons-Rosen & José-Luis Peydró, 2016. "Political connections: Evidence from insider trading around TARP," Economics Working Papers 1542, Department of Economics and Business, Universitat Pompeu Fabra.
    15. 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(4), pages 19-25, January.
    16. Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozlowski, Lukasz, 2013. "Politically Connected Firms in Poland and Their Access to Bank Financing," Working Papers 13-37, University of Pennsylvania, Wharton School, Weiss Center.
    17. 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.
    18. 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.
    19. 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(4), pages 03-13, January.
    20. 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).
    21. Omneya Abdelsalam & Sabur Mollah & Emili Tortosa-Ausina, 2018. "Political connection and bank in(efficiency)," Working Papers 2018-11, Swansea University, School of Management.
    22. 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.

  17. 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. 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.

  18. 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. 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.
    4. Pao-Yu Huang & Yen-Sen Ni & Chi-Min Yu, 2012. "The Microstructure of the Price-Volume Relationship of the Constituent Stocks of the Taiwan 50 Index," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(0), pages 153-168, July.
    5. 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.
    6. Olivier Rousse & Benoît Sévi, 2017. "Informed Trading in Oil-Futures Market," Working Papers hal-01460186, HAL.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Pao-Yu Huang & Yen-Sen Ni & Chi-Min Yu, 2012. "The Microstructure of the Price-Volume Relationship of the Constituent Stocks of the Taiwan 50 Index," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(0), pages 153-168, July.
    12. 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.
    13. 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.
    14. 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.

  19. 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. Apergis, Nicholas, 2017. "Democracy and market crashes: Evidence from a worldwide panel of countries," Finance Research Letters, Elsevier, vol. 22(C), pages 244-248.
    2. 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.
    3. 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.
    4. 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.
    5. Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W., 2014. "Economic freedom and the stability of stock prices: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 182-196.
    6. 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.
    7. Jani Saastamoinen & Niko Suhonen, 2013. "Were the European short selling bans of 2011 effective?," Economics Bulletin, AccessEcon, vol. 33(3), pages 1847-1851.
    8. 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.

  20. 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. 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.
    3. 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.
    4. 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.
    5. 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.

  21. 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. 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).
    3. Palao, Fernando & Pardo, Ángel, 2014. "What makes carbon traders cluster their orders?," Energy Economics, Elsevier, vol. 43(C), pages 158-165.
    4. 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.
    5. 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.
    6. 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.
    7. Narayan, Paresh Kumar & Smyth, Russell, 2013. "Has political instability contributed to price clustering on Fiji's stock market?," Journal of Asian Economics, Elsevier, vol. 28(C), pages 125-130.

  22. 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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. J. Andrew Hansz & Wikrom Prombutr & Ying Zhang & Tingyu Zhou, 2017. "An Anatomy of the Interrelationship between Equity and Mortgage REITs," International Real Estate Review, Asian Real Estate Society, vol. 20(3), pages 287-324.
    10. 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.

  23. 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. 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.
    4. 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.

  24. 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. Richard Fairchild, 2010. "Dividend policy, signalling and free cash flow: an integrated approach," Managerial Finance, Emerald Group Publishing, vol. 36(5), pages 394-413, April.
    3. 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.
    4. 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.

  25. 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. James Philpot & Craig A. Peterson, 2011. "A brief history and recent developments in day-of-the-week effect literature," Managerial Finance, Emerald Group Publishing, vol. 37(9), pages 808-816, August.
    3. 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, vol. 8(3), pages 204-218, June.
    4. 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.
    5. Sascha Füllbrunn & Tibor Neugebauer, 2012. "Margin Trading Bans in Experimental Asset Markets," Jena Economic Research Papers 2012-058, Friedrich-Schiller-University Jena.
    6. 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.
    7. 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.
    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. 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.
    10. Foong Soon Cheong, 2016. "Debunking Two Myths of the Weekend Effect," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(2), pages 1-9, April.
    11. 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.
    12. 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.
    13. 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.

  26. 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.

    Cited by:

    1. 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.
    2. Abad, David & Pascual, Roberto, 2015. "The friction-free weighted price contribution," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 226-239.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.

  27. 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.

  28. 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. 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.
    4. 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.
    5. Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011. "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, vol. 17(3), pages 483-501, June.
    6. 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.
    7. Thomas David & Edith Ginglinger, 2015. "When Cutting Dividends Is Not Bad News: The Case Of Optional Stock Dividends," Post-Print hal-01637541, HAL.
    8. 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.
    9. 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.
    10. Mónika Kuti, 2011. "Cash Flow at Risk, Financial Flexibility and Financing Constraint," Public Finance Quarterly, State Audit Office of Hungary, vol. 56(4), pages 505-517.
    11. 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.
    12. De Cesari, Amedeo & Huang-Meier, Winifred, 2015. "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 1-17.
    13. Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few, 2013. "Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1205-1222.
    14. 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.
    15. Mª Belén Lozano García, 2011. "Analyzing the Effect of Excess Cash Accumulation on Financial Decisions," Post-Print hal-00704672, HAL.
    16. Benavides, Julian & Berggrun, Luis & Perafan, Hector, 2016. "Dividend payout policies: Evidence from Latin America," Finance Research Letters, Elsevier, vol. 17(C), pages 197-210.
    17. 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.
    18. 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.

  29. 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.

    Cited by:

    1. 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.
    2. Godfrey, Keith R.L., 2016. "Detecting the great short squeeze on Volkswagen," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 323-334.
    3. 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.
    4. 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, vol. 8(3), pages 238-255, June.
    5. Fink, Jason D. & Fink, Kristin E., 2013. "Hurricane forecast revisions and petroleum refiner equity returns," Energy Economics, Elsevier, vol. 38(C), pages 1-11.
    6. 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.
    7. 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.

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