My friend Murray makes a good point about pitcher's wearing rings (and about liquid bandages):

I don't think you're allowed to wear a bandage on your pitching hand, just like I don't think you're allowed to wear a ring. I can't support this with anything from the rules, but I'm reminded of it by the section in Ball Four where we learn about Whitey Ford's ring ball and his buckle ball.

As for liquid bandages, I've used them and they work the same way that Krazy Glue does, except that Krazy Glue dries much faster.

Here is the section of the peerless Ball Four to which Murray refers. It's the June 11 chapter (pp. 213-14 in my twentieth anniversary edition):

Probably because we're going to be in New York soon, the conversation was about Whitey Ford and what great stuff he had when he was pitching for the Yankees. Fred Talbot, who came to the Yankees when Whitey was about through and looking for all the little edges he could find, said Ford could take advantage of every little nick on a ball and make it do something, dive or sail or hop or jump. "If Cronin's name wasn't stamped on the ball straight, he could make it drop."

For a long time Whitey got away with throwing a mud ball that was positively evil. Sometimes Ellie Howard would load it up for him by pretending to lose his balance and steadying himself with his hand-while the ball was in it. Ford could make a mud ball drop, sail, break in, break out and sing "When Irish Eyes Are Smiling." Eventually the opposition, particularly Bill Rigney, the manager of the Angels, got wise to him and he had to quit using the mudder.

Then he went to his wedding ring. He gouged such sharp edges into it that we used to kid him about having lost the diamond out of it. He'd scuff up the ball with the ring and make it do all the things the mud ball did, except maybe now the song was different. He got by with the ring for a couple of months until umpire John Stevens, I think it was, or John Rice (for some reason, every time Rice came onto the field, somebody would holler, "What comes out of a Chinaman's ass?") got wise. The ump could have caused real trouble, but he went out to the mound and said, "Whitey, go into the clubhouse. Your jock strap needs fixing. And when you come back, it better be without that ring."

After that, Ellie Howard sharpened up one of the buckles on his shin guard and every time he threw the ball back to Whitey he'd rub it against the buckle. The buckle ball sang two arias from Aida.

It's a good point, but my take was:

Yeah, but according to the story, Ford wore the ring for some time until the umps got wise to his cutting the ball with it. It seemed to be something Ford became known for, so they singled him out. I don't know if that constitutes a general rule.
Then again according to rule 9.01 (c), it's up to the umps discretion how to handle anything not explicitly stated in the rules. I think that barring Ford, who was known for scuffing the ball, from wearing a ring and not others is consistent spirit of rule 8.02 (a) (6).
I still don't think Zach Day's ejection was.
I heard that the liquid bandaids are pretty good, but they're something like $10 for a small bottle. I'd rather use Krazy Glue: it's cheaper.