[93] Daily Short Selling Around Reverse Stock Splits, with J. Cox, T. Griffith, and R. Voges, 2023, Journal of Financial Markets, Forthcoming.

​

[92] Industry Regulation and the Comovement of Stock Prices, with T. Griffith and R. Whitby, 2023, Journal of Empirical Finance, Forthcoming.

​

[91] Anchor Reversion: The Case of the 52-week High and Asset Prices with T. Griffith, R. Whitby and D. Woodward, 2023, Journal of Behavioral Finance, Forthcoming.

​

[90] Equity Borrowing Constraints and the Informed Trading Strategies of Short Sellers, with J. Della Vedova, C. Fox, and J. Smith, 2023, Market Microstructure and Liquidity, Forthcoming.

​

[89] Do Retail Traders Destabilize Financial Markets? An Investigation Surrounding the COVID-19 Pandemic, with A. Baig, H. Butt, and A. Yasin, 2022, Journal of Banking and Finance, Forthcoming.

 

[88] Airline Disasters and the Performance of Tourism and Hospitality Stocks, with T. Griffith and R. Whitby, 2022, Tourism Analysis: An Interdisciplinary Journal 28, 269-281.

​

[87] Pharmaceutical Innovation and Access to Financial Markets, with T. Griffith and R. Whitby, 2022, PLoS One 17, e0278875.

 

[86] Lobbying and Lending by Banks around the Financial Crisis, with T. Griffith, and R. Whitby, 2022, Public Choice 192, 377-397.

 

[85] Corporate Lobbying and the Value of Firms: The Case of Defense Firms and the 9/11 Terrorist Attacks, with T. Griffith, D. Larsen, and R. Whitby, 2022, International Review of Finance 22, 759-769.

 

[84] On the Ethics of "Non-Corporate" Insider Trading, with T. Griffith and R. Whitby, 2022, Journal of Business Ethics 177, 79-93.

 

[83] Does Mutual Fund Ownership Reduce Stock Price Clustering? Evidence from Active and Index Funds, with A. Baig and J. Delisle, 2022, Review of Quantitative Finance and Accounting 58, 615-647.

 

[82] Investor Sentiment and the Time Variation of the Illiquidity Premium, with R. Whitby and F. Young, 2022, Journal of Systematic Investing 2, 52-69.

 

[81] Inflation and Bitcoin: A Descriptive Time-Series Analysis, with T. Griffith and R. Whitby, 2021, Economics Letters 203, 109848.

 

[80] Income Inequality and the Volatility of Stock Prices, with T. Griffith and R. Whitby, 2021, Applied Economics 53, 4404-4416.

 

[79] Free Trade and the Efficiency of Stock Prices, with A. Baig, and N. Sabah, 2021, Global Finance Journal 48, 100545.

 

 

[78] Firm Opacity and the Clustering of Stock Prices: The Case of Financial Intermediaries, with A. Baig and T. Griffith, 2021, Journal of Financial Services Research 60, 187-206.

 

[77] Price Clustering, Preferences for Round Prices, and Expected Returns, with T. Griffith and R. Whitby, 2020, Journal of Behavioral Finance, 1-15.

 

[76] Gambling Activity and Stock Price Volatility: A Cross-Country Analysis, with R. Whitby, 2020, Journal of Behavioral and Experimental Finance 27, 100338.

 

[75] Accounting Information Quality and the Clustering of Stock Prices, with A. Baig, and J. Hao, 2020, American Business Review 23, 182-210.

 

[74] Religiosity and Loss Aversion: Does Local Religiosity Influence Stock Return Skewness, with B. Crane, 2020, International Review of Finance 21, 478-496.

 

[73] Does Probability Weighting Drive Lottery Preferences?, with J. Delisle and R. Whitby, 2020, Journal of Behavioral Finance 21. 233-247.

 

[72] Comovement in the Cryptocurrency Market, with T. Griffith and R. Whitby, 2020, Economics Bulletin 40, 1-9.

 

[71] Skewness Preferences and Gambling Cultures, with J. Hsu and R. Whitby, 2019, Pacific Basin Finance Journal 58, 101206.

 

[70] The Introduction of Bitcoin Futures: An Examination of Volatility and Spillover Effects, with R. Whitby, 2019, Economics Bulletin 39, 1030-1038.

 

[69] Rethinking Decimalization: The Impact of Increased Tick Sizes on Trading Activity and Volatility, with R. Whitby, 2019, Market Microstructure and Liquidity 5, 2050006.

 

[68] Comovement in the Stock Prices of Banks: The Case of Opacity, with T. Griffith and R. Whitby, 2019, Accounting and Finance 60, 3557-3580.

 

[67] Information in Stock Prices: The Case of the 2016 U.S. Presidential Election, with T. Griffith and R. Whitby, 2019, Applied Economics 51, 4385-4396.

 

[66] Price Clustering and Economic Freedom: A Cross-Country Analysis, with A. Baig and R. Whitby, 2019, Journal of Multinational Financial Management 50, 1-12.

 

[65] Price Clustering and Sentiment in Bitcoin, with A. Baig and N. Sabah, 2019, Finance Research Letters 29,111-116.

 

[64] Price Clustering and Investor Sentiment (sole authored), 2019, Journal of Behavioral Finance 20, 19-30.

 

[63] The Maximum Bid-Ask Spread, with T. Griffith and R. Whitby, 2018, Journal of Financial Markets 41, 1-16.

 

[62] Does Religiosity Affect Liquidity in Financial Markets? (sole authored), 2018, Journal of Behavioral and Experimental Finance 19, 72-83.

 

[61] Exchange Rate Volatility and the Stability of Stock Prices (sole authored), 2018, International Review of Economics and Finance 58, 299-311.

 

[60] The Amendment of the U.S. STOCK Act and the Prices of Stocks Most Held by Congress, 2018, Law and Financial Markets Review 12, 210-227.

 

[59] Income Inequality, Poverty, and the Liquidity of Stock Markets (sole authored), 2018, Journal of Development Economics 130, 113-126.

 

[58] How Does Short Selling Affect Liquidity in Financial Markets, with R. Whitby, 2018, Finance Research Letters 25, 244-250.

 

[57] Short Interest, Skewness, and the Efficiency of Stock Prices, with R. Whitby, 2018, Applied Economics 50, 2229-2242.

 

[56] Option Introductions and the Skewness of Stock Returns, with R. Whitby, 2017, Journal of Futures Markets 37, 892-912.

 

[55] Idiosyncratic Kurtosis and Expected Returns, with R. Whitby, 2017, Journal of Investing 26, 81-88.

 

[54] Range-Based Volatility and Expected Returns, with R. Whitby 2017, PLoS One 12(11): e0188517.

 

[53] Bank Opacity and the Efficiency of Stock Prices with T. Brough and T. Griffith, 2017, Journal of Banking and Finance 76, 32-47.

 

[52] Price Dynamics and Speculative Trading in Bitcoin (sole authored), 2017, Research in International Business and Finance 41, 493-499.

 

[51] Key Stakeholder’s Stock Returns and the Affordable Care Act, with B. Daines, B. Karl, and C. Wade, 2017, Journal of Insurance Regulation 35, 1-25.

 

[50] Lobbying, Political Connections, and Emergency Lending by the Federal Reserve (sole authored), 2017, Public Choice 172, 333-358.

 

[49] Economic Freedom and Crashes in Financial Markets (sole authored), 2017, Journal of International Financial Markets, Institutions, and Money 47, 33-46.

 

[48] Social Trust and Liquidity in Financial Markets, 2017, (sole authored), Journal of Business Research 78, 155-171.

 

[47] Exchange Rate Volatility and the Non-Normality of Stock Returns (sole authored), 2017, Journal of Economics and Business 91, 41-52.

 

[46] Skewness Preferences, Asset Prices, and Investor Sentiment (sole authored), 2017, Applied Economics 49, 812-822.

 

[45] Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?, with A. Liebenberg and C. Wade, 2016, Journal of Risk and Insurance 83, 475-500.

 

[44] Gambling Preferences, Options Markets, and Volatility, with B. Bowles and R. Whitby, 2016, Journal of Financial and Quantitative Analysis 51, 515-540.

 

[43] Price Clustering and the Stability of Stock Prices, with T. Griffith, 2016, Journal of Business Research 69, 3933-3942.

 

[42] The Financial Impact of Lender of Last Resort Borrowing from the Federal Reserve during the Financial Crisis, with S. Hein and R. Whitby, 2016, Journal of Financial Research 39, 179-206.

 

[41] Guns, Laws, and Public Shootings in the United States, with D. Gorry and C. Wade, 2016, Applied Economics 48, 4732-4746.

 

[40] REITs and Market Friction with J. Eggington, and M. Hill, 2016, Review of Quantitative Finance and Accounting 46, 1-24.

 

[39] Religiosity and the Volatility of Stock Prices: A Cross-Country Analysis (sole authored), 2015, Journal of Business Ethics 1-13.

 

[38] The Volatility of Bid-Ask Spreads, with R. Whitby, 2015, Financial Management 44, 851-874.

 

[37] Do Sophisticated Investors Interpret Earnings Conference Call Tone Differently than Investors at Large, Evidence from Short Sales, with J. Delisle and M. Price, 2015, Journal of Corporate Finance 31, 203-219.

 

[36] Skewness and Asymmetry of Earnings Announcement Returns, with M. Pinegar and R. Whitby, 2015, Journal of Financial Research 38, 145-168.

 

[35] Are Put-Call Ratios a Substitute for Short Sales, with T. Brough, 2015, Review of Derivatives Research 18, 51-73.

 

[34] Short Selling and Price Pressure Around Merger Announcements, with K. Fuller, and C. Wade, 2015, Journal of Financial Services Research 48, 143-160.

 

[33] The Distribution of REIT Liquidity, with N. Nguyen and R. Whitby, 2015, Journal of Real Estate Literature 23, 233-252.

 

[32] The Information Content of Option Ratios, with N. Nguyen and R. Whitby, 2014, Journal of Banking and Finance 43, 179-187.

 

[31] Short Sales and Option Listing Decisions, with T. Brough, 2014, Financial Management 43, 703-724.

 

[30] Short Sales, Class-Action Lawsuits, with P. Tew, 2014, Journal of Financial Markets 20, 79-100.

 

[29] The Reaction of European Credit Default Swap Spreads to the U.S. Credit Rating Downgrade, with B. Roseman, 2014, International Review of Economics and Finance 34, 131-141.

 

[28] Economic Freedom and the Stability of Stock Prices: A Cross-Country Analysis, with T. Brough, and D. Thomas, 2014, Journal of International Money and Finance 41, 182-196.

 

[27] Speculative Trading in REITs, with R. Whitby, 2014, Journal of Financial Research 37, 55-74.

 

[26] Autocorrelation in Daily Short-Sale Volume, with J.M. Smith, 2014, Quarterly Review of Economics and Finance 54, 31-41.

 

[25] Corporate Lobbying, Political Connections, and the Bailout of Banks, with T. Brough, and D. Thomas, 2013, Journal of Banking and Finance 37, 3007-3017.

 

[24] An Examination of Short-Selling Activity Surrounding Auditor Changes, with T. Brough, J.L. Smith, and N. Stephens, 2013, Journal of Accounting, Auditing, and Finance 28, 348-368.

 

[23] Are Short Sellers Incrementally Informed Prior to Earnings Announcements?, with M. Pinegar, 2013, Journal of Empirical Finance 21, 142-155.

 

[22] Comparing the Information in Short Sales and Put Options, with C. Wade, 2013, Review of Quantitative Finance and Accounting 41, 567-583.

 

[21] Informed Short Sales and Option Introductions (sole authored), 2013, Annals of Finance 9, 365-382.

 

[20] Short Selling After Hours, with D. Alldredge and T. Brough, 2012, Journal of Economics and Business 64, 439-451.

 

[19] Do Short Sellers Trade in Anticipation of Short Interest Announcements, with B. Van Ness and R. Van Ness, 2012, Journal of Trading 7, 35-46.

 

[18] Short Interest and Frictions in the Flow of Information (sole authored) 2012, Financial Management 41, 371-394.

 

[17] Trade-Size and Price Clustering: The Case of Short Sales with B. Van Ness and R. Van Ness, 2012, Journal of Financial Research 35, 159-182.

- Selected as Best 2012 Article in the Journal of Financial Research

 

[16] Short Sales, Stealth Trading, and the Suspension of the Uptick Rule with T. Brough, 2012, Quarterly Review of Economics and Finance 52, 38-48.

 

[15] Concentrated Short-Selling Activity: Bear Raids or Contrarian Trading?, with T. Brough, 2012, International Journal of Managerial Finance 8, 187-203.

 

[14] Short Selling around Dividend Announcements and Ex-Dividend Days, with K. Fuller and R. Van Ness, 2012, Journal of Corporate Finance 17, 628-639.

 

[13] Informed or Speculative: Short Selling Analyst Recommendations, with C. Wade, 2012, Journal of Banking and Finance 36, 14-25.

 

[12] Short Selling ADRs and Foreign Market Short-Sale Constraints, with R. Van Ness and R. Warr, 2012, Journal of Banking and Finance 36, 886-897.

 

[11] Information in Short Selling: Comparing NASDAQ and the NYSE with B. Van Ness, and R. Van Ness, 2011, Review of Financial Economics 20, 1 - 10.

 

[10] REIT Short Sales and Return Predictability with M. Hill and H. Wang, 2011, Journal of Real Estate Finance and Economics 42, 481-503.

 

[9] Is the Trading of Inverse ETFs a Bearish Signal, with T. Brough, 2011, Journal of Trading 6, 32-40.

 

[8] Short Selling during Extreme Market Movements with B. Van Ness, R. Van Ness and R. Wood, 2010, Journal of Trading 5, 14-27.

 

[7] Signaling, Free Cash Flow, and Nonmonotonic Dividends with K. Fuller, 2010, Financial Review 45, 21-56.

- Selected as Best 2010 Article in the Financial Review

 

[6] Short Selling and the Weekend Effect for NYSE Securities with B. Van Ness and R. Van Ness, 2009, Financial Management 38, 603-630.

 

[5] Information and Trade Sizes: The Case of Short Sales, with B. Van Ness and R. Van Ness, 2009, Quarterly Review of Economics and Finance 49, 1371-1388.

 

[4] Intraday Stealth Trading: Which Trades Move Prices During Periods of High Volume?, with B. Van Ness and R. Van Ness, 2009, Journal of Financial Research 32, 1 - 21.

 

[3] Capitalizing on Catastrophe: Short Selling Insurance Companies around Hurricanes Katrina and Rita with R. Van Ness and C. Wade, 2008, Journal of Risk and Insurance 75, 967-996.

 

[2] Flexibility and Dividends, with K. Fuller, 2008, Journal of Corporate Finance 14, 133-152.

 

[1] An Analysis of Short Selling in NYSE-Listed Securities with B. Van Ness and R. Van Ness, 2006, Journal of Trading 1, 14-21.