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Jesse Blocher
Jesse Blocher
Asst Prof of Finance, Vanderbilt University
Verified email at owen.vanderbilt.edu - Homepage
Title
Cited by
Cited by
Year
Connecting two markets: An equilibrium framework for shorts, longs, and stock loans
J Blocher, AV Reed, ED Van Wesep
Journal of Financial Economics 108 (2), 302-322, 2013
1272013
Two-sided markets in asset management: exchange-traded funds and securities lending
J Blocher, R Whaley
Vanderbilt Owen Graduate School of Management Research Paper, 2016
552016
Network externalities in mutual funds
J Blocher
Journal of Financial Markets 30, 1-26, 2016
502016
Phantom liquidity and high frequency quoting
J Blocher, R Cooper, J Seddon, B Van Vliet
SSRN, 2019
392019
Passive investing: The role of securities lending
J Blocher, RE Whaley
Vanderbilt Owen Graduate School of Management Research Paper 2474904, 2015
352015
The revealed preference of sophisticated investors
J Blocher, M Molyboga
European Financial Management 23 (5), 839-872, 2017
262017
Stock options, stock loans, and the law of one price
J Blocher, MC Ringgenberg
Vanderbilt Owen Graduate School of Management Research Paper, 2018
152018
The long and the short of it: Evidence of year-end price manipulation by short sellers
J Blocher, J Engelberg, AV Reed
AFA 2012 Chicago Meetings Paper, 2011
152011
Contagious capital: A network analysis of interconnected intermediaries
J Blocher
The University of North Carolina at Chapel Hill, 2012
132012
Short covering
J Blocher, X Dong, MC Ringgenberg, PG Savor
Available at SSRN 2634579, 2021
112021
Benchmarking commodity investments
J Blocher, R Cooper, M Molyboga
Journal of Futures Markets 38 (3), 340-358, 2018
112018
Peer effects in mutual funds
J Blocher
PhD Thesis, 2013
82013
The limits to (short) arbitrage
J Blocher, MC Ringgenberg
Available at SSRN 2844938, 2016
62016
The long-short wars: Evidence of end-of-year price manipulation by short sellers
J Blocher, JE Engelberg, AV Reed
Unpublished manuscript, 2009
62009
The externalities of crowded trades
J Blocher
Available at SSRN 1968488, 2013
42013
When do short sellers exit their positions
J Blocher, X Dong, M Ringgenberg, PG Savor
Available at SSRN, 2021
32021
Short trading and short investing
J Blocher, P Haslag, C Zhang
Journal of Empirical Finance 59, 154-171, 2020
32020
Who is buying and (not) lending when shorts are selling?
J Blocher, C Zhang
Journal of Financial Markets 57, 100615, 2022
22022
Short Constraints are Persistent Constraints
J Blocher, C Zhang
Vanderbilt Owen Graduate School of Management Research Paper, 2017
22017
Benchmarking Commodities
J BLOCHER, R COOPER, M MOLYBOGA
CME group. https://www. cmegroup. com/education/files/bcm-commodity …, 2016
22016
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