Benjamin McKay Blau

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Identifer

Contact

Affiliations

• Utah State University / Jon M. Huntsman School of Business / Department of Economics and Finance (weight: 50%)
  • EDIRC entry
  • location:
• Utah State University / Jon M. Huntsman School of Business (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility (repec:ajw:wpaper:07740)
  by Blau, Benjamin & Whitby, Ryan
• The Informational Efficiency of Cross-Listed Securities and the Quality of Institutions (repec:ajw:wpaper:07742)
  by Blau, Benjamin & Whitby, Ryan
• Opacity and the comovement in the stock prices of banks (repec:bla:acctfi:v:60:y:2020:i:4:p:3557-3580)
  by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Short Selling and the Weekend Effect for NYSE Securities (repec:bla:finmgt:v:38:y:2009:i:3:p:603-630)
  by Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness
• Short Interest and Frictions in the Flow of Information (repec:bla:finmgt:v:41:y:2012:i:2:p:371-394)
  by Benjamin Blau
• Short Sales and Option Listing Decisions (repec:bla:finmgt:v:43:y:2014:i:3:p:703-724)
  by Benjamin M. Blau & Tyler J. Brough
• The Volatility of Bid-Ask Spreads (repec:bla:finmgt:v:44:y:2015:i:4:p:851-874)
  by Benjamin M. Blau & Ryan J. Whitby
• Signaling, Free Cash Flow and “Nonmonotonic” Dividends (repec:bla:finrev:v:45:y:2010:i:1:p:21-56)
  by Kathleen Fuller & Benjamin M. Blau
• Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns? (repec:bla:irvfin:v:21:y:2021:i:2:p:478-496)
  by Benjamin M. Blau & Bret D. Crane
• Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks (repec:bla:irvfin:v:22:y:2022:i:4:p:759-769)
  by Benjamin M. Blau & Todd G. Griffith & Derek Larsen & Ryan J. Whitby
• Political protection: The case of large‐scale oil spills and the stock prices of energy firms (repec:bla:irvfin:v:25:y:2025:i:1:n:e12446)
  by Ahmed S. Baig & Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Intraday Stealth Trading: Which Trades Move Prices During Periods Of High Volume? (repec:bla:jfnres:v:32:y:2009:i:1:p:1-21)
  by Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness
• Trade Size And Price Clustering: The Case Of Short Sales And The Suspension Of Price Tests (repec:bla:jfnres:v:35:y:2012:i:2:p:159-182)
  by Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness
• Speculative Trading In Reits (repec:bla:jfnres:v:37:y:2014:i:1:p:55-74)
  by Benjamin M. Blau & Ryan J. Whitby
• Skewness And The Asymmetry In Earnings Announcement Returns (repec:bla:jfnres:v:38:y:2015:i:2:p:145-168)
  by Benjamin M. Blau & J. Michael Pinegar & Ryan J. Whitby
• The Financial Impact Of Lender-Of-Last-Resort Borrowing From The Federal Reserve During The Financial Crisis (repec:bla:jfnres:v:39:y:2016:i:2:p:179-206)
  by Benjamin M. Blau & Scott E. Hein & Ryan J. Whitby
• The asset growth return premium and anchoring on the 52‐week high (repec:bla:jfnres:v:48:y:2025:i:1:p:133-148)
  by Benjamin M. Blau & Brad Cannon
• Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita (repec:bla:jrinsu:v:75:y:2008:i:4:p:967-996)
  by Benjamin M. Blau & Robert A. Van Ness & Chip Wade
• Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? (repec:bla:jrinsu:v:83:y:2016:i:2:p:475-500)
  by Chip Wade & Andre Liebenberg & Benjamin M. Blau
• Gambling Preferences, Options Markets, and Volatility (repec:cup:jfinqa:v:51:y:2016:i:02:p:515-540_00)
  by Blau, Benjamin M. & Bowles, T. Boone & Whitby, Ryan J.
• The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects (repec:ebl:ecbull:eb-18-00848)
  by Benjamin M. Blau & Ryan J. Whitby
• Comovement in the Cryptocurrency Market (repec:ebl:ecbull:eb-19-00834)
  by Benjamin Blau & Todd Griffith & Ryan Whitby
• Does religiosity affect liquidity in financial markets? (repec:eee:beexfi:v:19:y:2018:i:c:p:72-83)
  by Blau, Benjamin M.
• Gambling activity and stock price volatility: A cross-country analysis (repec:eee:beexfi:v:27:y:2020:i:c:s2214635019302965)
  by Blau, Benjamin M. & Whitby, Ryan J.
• Flexibility and dividends (repec:eee:corfin:v:14:y:2008:i:2:p:133-152)
  by Blau, Benjamin M. & Fuller, Kathleen P.
• Short selling around dividend announcements and ex-dividend days (repec:eee:corfin:v:17:y:2011:i:3:p:628-639)
  by Blau, Benjamin M. & Fuller, Kathleen P. & Van Ness, Robert A.
• Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales (repec:eee:corfin:v:31:y:2015:i:c:p:203-219)
  by Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay
• Income inequality, poverty, and the liquidity of stock markets (repec:eee:deveco:v:130:y:2018:i:c:p:113-126)
  by Blau, Benjamin M.
• Inflation and Bitcoin: A descriptive time-series analysis (repec:eee:ecolet:v:203:y:2021:i:c:s0165176521001257)
  by Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J.
• Are short sellers incrementally informed prior to earnings announcements? (repec:eee:empfin:v:21:y:2013:i:c:p:142-155)
  by Blau, Benjamin M. & Pinegar, J. Michael
• Industry regulation and the comovement of stock returns (repec:eee:empfin:v:73:y:2023:i:c:p:206-219)
  by Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J.
• How does short selling affect liquidity in financial markets? (repec:eee:finlet:v:25:y:2018:i:c:p:244-250)
  by Blau, Benjamin M. & Whitby, Ryan J.
• Price clustering and sentiment in bitcoin (repec:eee:finlet:v:29:y:2019:i:c:p:111-116)
  by Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim
• Short sales and class-action lawsuits (repec:eee:finmar:v:20:y:2014:i:c:p:79-100)
  by Blau, Benjamin M. & Tew, Philip L.
• The maximum bid-ask spread (repec:eee:finmar:v:41:y:2018:i:c:p:1-16)
  by Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J.
• Daily short selling around reverse stock splits (repec:eee:finmar:v:65:y:2023:i:c:s1386418123000307)
  by Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan
• Free trade and the efficiency of financial markets (repec:eee:glofin:v:48:y:2021:i:c:s1044028319303333)
  by Baig, Ahmed S. & Blau, Benjamin M. & Sabah, Nasim
• Economic freedom and crashes in financial markets (repec:eee:intfin:v:47:y:2017:i:c:p:33-46)
  by Blau, Benjamin M.
• Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic (repec:eee:jbfina:v:144:y:2022:i:c:s0378426622002072)
  by Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid
• Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic (repec:eee:jbfina:v:147:y:2023:i:c:s0378426622003247)
  by Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid
• Informed or speculative: Short selling analyst recommendations (repec:eee:jbfina:v:36:y:2012:i:1:p:14-25)
  by Blau, Benjamin M. & Wade, Chip
• Short selling of ADRs and foreign market short-sale constraints (repec:eee:jbfina:v:36:y:2012:i:3:p:886-897)
  by Blau, Benjamin M. & Van Ness, Robert A. & Warr, Richard S.
• Corporate lobbying, political connections, and the bailout of banks (repec:eee:jbfina:v:37:y:2013:i:8:p:3007-3017)
  by Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W.
• The information content of option ratios (repec:eee:jbfina:v:43:y:2014:i:c:p:179-187)
  by Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J.
• Bank opacity and the efficiency of stock prices (repec:eee:jbfina:v:76:y:2017:i:c:p:32-47)
  by Blau, Benjamin M. & Brough, Tyler J. & Griffith, Todd G.
• Price clustering and the stability of stock prices (repec:eee:jbrese:v:69:y:2016:i:10:p:3933-3942)
  by Blau, Benjamin M. & Griffith, Todd G.
• Short selling after hours (repec:eee:jebusi:v:64:y:2012:i:6:p:439-451)
  by Alldredge, Dallin M. & Blau, Benjamin M. & Brough, Tyler J.
• The volatility of exchange rates and the non-normality of stock returns (repec:eee:jebusi:v:91:y:2017:i:c:p:41-52)
  by Blau, Benjamin M.
• Economic freedom and the stability of stock prices: A cross-country analysis (repec:eee:jimfin:v:41:y:2014:i:c:p:182-196)
  by Blau, Benjamin M. & Brough, Tyler J. & Thomas, Diana W.
• Price clustering and economic freedom: The case of cross-listed securities (repec:eee:mulfin:v:50:y:2019:i:c:p:1-12)
  by Baig, Ahmed S. & Blau, Benjamin M. & Whitby, Ryan J.
• Skewness preferences and gambling cultures (repec:eee:pacfin:v:58:y:2019:i:c:s0927538x19301222)
  by Blau, Benjamin M. & Hsu, Jason & Whitby, Ryan J.
• Information and trade sizes: The case of short sales (repec:eee:quaeco:v:49:y:2009:i:4:p:1371-1388)
  by Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A.
• Short sales, stealth trading, and the suspension of the uptick rule (repec:eee:quaeco:v:52:y:2012:i:1:p:38-48)
  by Blau, Benjamin M. & Brough, Tyler J.
• Autocorrelation in daily short-sale volume (repec:eee:quaeco:v:54:y:2014:i:1:p:31-41)
  by Blau, Benjamin M. & Smith, Jason M.
• The reaction of European credit default swap spreads to the U.S. credit rating downgrade (repec:eee:reveco:v:34:y:2014:i:c:p:131-141)
  by Blau, Benjamin M. & Roseman, Brian S.
• Exchange rate volatility and the stability of stock prices (repec:eee:reveco:v:58:y:2018:i:c:p:299-311)
  by Blau, Benjamin M.
• Information in short selling: Comparing Nasdaq and the NYSE (repec:eee:revfin:v:20:y:2011:i:1:p:1-10)
  by Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A.
• Price dynamics and speculative trading in bitcoin (repec:eee:riibaf:v:41:y:2017:i:c:p:493-499)
  by Blau, Benjamin M.
• Price dynamics and speculative trading in Bitcoin (repec:eee:riibaf:v:43:y:2018:i:c:p:15-21)
  by Blau, Benjamin M.
• Unknown
• Concentrated short‐selling activity: bear raids or contrarian trading? (repec:eme:ijmfpp:v:8:y:2012:i:3:p:187-203)
  by Benjamin Blau & Tyler J. Brough
• Informed short sales and option introductions (repec:kap:annfin:v:9:y:2013:i:3:p:365-382)
  by Benjamin Blau
• Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis (repec:kap:jbuset:v:144:y:2017:i:3:d:10.1007_s10551-015-2842-7)
  by Benjamin M. Blau
• On the Ethics of “Non-Corporate” Insider Trading (repec:kap:jbuset:v:177:y:2022:i:1:d:10.1007_s10551-021-04739-x)
  by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Short Selling and Price Pressure Around Merger Announcements (repec:kap:jfsres:v:48:y:2015:i:2:p:143-160)
  by Benjamin Blau & Kathleen Fuller & Chip Wade
• Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries (repec:kap:jfsres:v:60:y:2021:i:2:d:10.1007_s10693-020-00341-w)
  by Ahmed Baig & Benjamin M. Blau & Todd G. Griffith
• REIT Short Sales and Return Predictability (repec:kap:jrefec:v:42:y:2011:i:4:p:481-503)
  by Benjamin Blau & Matthew Hill & Hao Wang
• Lobbying, political connections and emergency lending by the Federal Reserve (repec:kap:pubcho:v:172:y:2017:i:3:d:10.1007_s11127-017-0446-8)
  by Benjamin M. Blau
• Lobbying and lending by banks around the financial crisis by (repec:kap:pubcho:v:192:y:2022:i:3:d:10.1007_s11127-022-00991-5)
  by ByBenjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Are put-call ratios a substitute for short sales? (repec:kap:revdev:v:18:y:2015:i:1:p:51-73)
  by Benjamin Blau & Tyler Brough
• Comparing the information in short sales and put options (repec:kap:rqfnac:v:41:y:2013:i:3:p:567-583)
  by Benjamin Blau & Chip Wade
• REITs and market friction (repec:kap:rqfnac:v:46:y:2016:i:1:p:1-24)
  by Benjamin Blau & Jared Egginton & Matthew Hill
• Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds (repec:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01004-0)
  by Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle
• Range-based volatility, expected stock returns, and the low volatility anomaly (repec:plo:pone00:0188517)
  by Benjamin M Blau & Ryan J Whitby
• Pharmaceutical innovation and access to financial markets (repec:plo:pone00:0278875)
  by Benjamin M Blau & Todd G Griffith & Ryan J Whitby
• Does Religiosity Affect Liquidity in Financial Markets? (repec:pra:mprapa:100698)
  by Blau, Benjamin
• Accounting Information Quality and the Clustering of Stock Prices (repec:ris:ambsrv:0010)
  by Ahmed Baig & Ben Blau & Jie Hao
• Guns, laws and public shootings in the United States (repec:taf:applec:v:48:y:2016:i:49:p:4732-4746)
  by Benjamin M. Blau & Devon H. Gorry & Chip Wade
• Skewness preferences, asset prices and investor sentiment (repec:taf:applec:v:49:y:2017:i:8:p:812-822)
  by Benjamin M. Blau
• Skewness, short interest and the efficiency of stock prices (repec:taf:applec:v:50:y:2018:i:20:p:2229-2242)
  by Benjamin M Blau & Ryan J Whitby
• Information in stock prices: the case of the 2016 U.S. presidential election (repec:taf:applec:v:51:y:2019:i:40:p:4385-4396)
  by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Income inequality and the volatility of stock prices (repec:taf:applec:v:53:y:2021:i:38:p:4404-4416)
  by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Financial development and mortality rates (repec:taf:applec:v:57:y:2025:i:3:p:338-352)
  by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Price Clustering and Investor Sentiment (repec:taf:hbhfxx:v:20:y:2019:i:1:p:19-30)
  by Benjamin M. Blau
• Does Probability Weighting Drive Lottery Preferences? (repec:taf:hbhfxx:v:21:y:2020:i:3:p:233-247)
  by Benjamin M. Blau & R. Jared DeLisle & Ryan J. Whitby
• Price Clustering, Preferences for Round Prices, and Expected Returns (repec:taf:hbhfxx:v:23:y:2022:i:3:p:301-315)
  by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby
• Anchor Reversion: The Case of the 52-Week High and Asset Prices (repec:taf:hbhfxx:v:26:y:2025:i:1:p:82-94)
  by Benjamin M. Blau & Todd G. Griffith & Ryan J. Whitby & Darren Woodward
• The Distribution of REIT Liquidity (repec:taf:rjelxx:v:23:y:2015:i:2:p:233-252)
  by Benjamin M. Blau & Nga Nguyen & Ryan J. Whitby
• Option Introductions and the Skewness of Stock Returns (repec:wly:jfutmk:v:37:y:2017:i:9:p:892-912)
  by Benjamin M. Blau & Ryan J. Whitby
• Information in short selling: Comparing Nasdaq and the NYSE (repec:wly:revfec:v:20:y:2011:i:1:p:1-10)
  by Benjamin M. Blau & Bonnie F. Van Ness & Robert A. Van Ness