Publications

This is a simple list of my publications and working papers. Click on each paper to open up more information about it.

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Short Constraints are Persistent Constraints (2017)

Working Paper
Jesse Blocher and Chi Zhang
SSRN Working Paper
Publication year: 2017

Supply side short-selling constraints: who is buying when shorts are selling? (2016)

Working Paper
Jesse Blocher and Chi Zhang
SSRN Working Paper
Publication year: 2016

The Limits to (Short) Arbitrage (2016)

Working Paper
Jesse Blocher and Matt Ringgenberg
Unpublished working paper - not for distribution
Publication year: 2016

Risk shifting or just risk adjusted returns (2016)

Working Paper
Jesse Blocher, Cheng Jiang, Marat Molyboga
Unpublished working paper - not for distribution
Publication year: 2016

Two-Sided Markets in Asset Management: Exchange-traded Funds and Securities Lending (2016)

Working Paper
Jesse Blocher and Bob Whaley
SSRN Working Paper
Publication year: 2016

Benchmarking Commodity Returns

Published paper
Jesse Blocher, Ricky Alyn Cooper, Marat Molyboga
Forthcoming, Journal of Futures Markets
Publication year: 2017

The Revealed Preference of Sophisticated Investors

Published paper
Jesse Blocher and Marat Molyboga
Forthcoming, European Financial Management
Publication year: 2017

Network Externalities in Mutual Funds (2016)

Published paper
Jesse Blocher
Journal of Financial Markets, Volume 30, September 2016, Pages 1-26
Publication year: 2016

Phantom Liquidity and High Frequency Quoting (2016)

Published paper
Jesse Blocher, Ricky Alyn Cooper, Jonathan Seddon, Ben Van Vliet
Journal of Trading, Summer 2016, Vol. 11, No. 3: pp. 6–15 DOI: 10.3905/jot.2016.11.3.006
Publication year: 2016

Connecting Two Markets: An Equilibrium Framework for Shorts, Longs, and Stock Loans (2013)

Published paper
Jesse Blocher, Adam V. Reed, Ed Van Wesep
Journal of Financial Economics 108 (2013) p302-322
Publication year: 2013

The Long and the Short of it: Evidence of Year-End Price Manipulation by Short Sellers (2011)

Working Paper
Jesse Blocher, Joseph Engelberg, Adam V. Reed
SSRN Working Paper
Publication year: 2011