Details about Hendrik Bessembinder

Access statistics for papers by Hendrik Bessembinder.

Last updated 2023-08-04. Update your information in the RePEc Author Service.

Short-id: pbe151

Working Papers

1989

1. FORWARD CONTRACTS AND FIRM VALUE: INVESTMENT INCENTIVE AND CONTRACTING EFFECTS
   Working Papers, Rochester, Business - Managerial Economics Research Center View citations (14)
   See also Journal Article Forward Contracts and Firm Value: Investment Incentive and Contracting Effects, Journal of Financial and Quantitative Analysis, Cambridge University Press (1991) View citations (151) (1991)
2. RISK PREMIA IN FUTURES AND ASSET MARKETS
   Working Papers, Columbia - Center for Futures Markets

Journal Articles

2023

1. Mutual fund performance at long horizons
   Journal of Financial Economics, 2023, 147, (1), 132-158 View citations (2)

2022

2. Long Run Stock Returns after Corporate Events Revisited
   Critical Finance Review, 2022, 11, (1), 169-183 View citations (1)
3. Overallocation and secondary market outcomes in corporate bond offerings
   Journal of Financial Economics, 2022, 146, (2), 444-474

2020

4. A Survey of the Microstructure of Fixed-Income Markets
   Journal of Financial and Quantitative Analysis, 2020, 55, (1), 1-45 View citations (23)
5. Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange
   The Review of Financial Studies, 2020, 33, (1), 44-74 View citations (7)

2019

6. Characteristic-Based Benchmark Returns and Corporate Events
   The Review of Financial Studies, 2019, 32, (1), 75-125 View citations (13)

2018

7. Capital Commitment and Illiquidity in Corporate Bonds
   Journal of Finance, 2018, 73, (4), 1615-1661 View citations (86)
8. Do stocks outperform Treasury bills?
   Journal of Financial Economics, 2018, 129, (3), 440-457 View citations (37)

2016

9. Liquidity, resiliency and market quality around predictable trades: Theory and evidence
   Journal of Financial Economics, 2016, 121, (1), 142-166 View citations (34)

2015

10. Market Making Contracts, Firm Value, and the IPO Decision
    Journal of Finance, 2015, 70, (5), 1997-2028 View citations (20)
11. Predictable Corporate Distributions and Stock Returns
    The Review of Financial Studies, 2015, 28, (4), 1199-1241 View citations (7)

2013

12. Firm characteristics and long-run stock returns after corporate events
    Journal of Financial Economics, 2013, 109, (1), 83-102 View citations (40)
13. Noisy Prices and Inference Regarding Returns
    Journal of Finance, 2013, 68, (2), 665-714 View citations (75)

2010

14. Liquidity biases in asset pricing tests
    Journal of Financial Economics, 2010, 96, (2), 215-237 View citations (67)

2009

15. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
    Journal of Financial Economics, 2009, 94, (3), 361-383 View citations (69)
16. Measuring Abnormal Bond Performance
    The Review of Financial Studies, 2009, 22, (10), 4219-4258 View citations (169)

2008

17. Comments
    Journal of Economic Perspectives, 2008, 22, (4), 225-26
18. Markets: Transparency and the Corporate Bond Market
    Journal of Economic Perspectives, 2008, 22, (2), 217-234 View citations (81)

2006

19. Gains from Trade under Uncertainty: The Case of Electric Power Markets
    The Journal of Business, 2006, 79, (4), 1755-1782 View citations (16)
20. Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
    Journal of Financial Economics, 2006, 82, (2), 251-288 View citations (198)

2004

21. Does an electronic stock exchange need an upstairs market?
    Journal of Financial Economics, 2004, 73, (1), 3-36 View citations (61)

2003

22. Issues in assessing trade execution costs
    Journal of Financial Markets, 2003, 6, (3), 233-257 View citations (119)
23. Quote-based competition and trade execution costs in NYSE-listed stocks
    Journal of Financial Economics, 2003, 70, (3), 385-422 View citations (43)
24. Trade Execution Costs and Market Quality after Decimalization
    Journal of Financial and Quantitative Analysis, 2003, 38, (4), 747-777 View citations (196)

2002

25. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
    Journal of Finance, 2002, 57, (3), 1347-1382 View citations (313)

2000

26. Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars
    Journal of Financial Intermediation, 2000, 9, (3), 213-239 View citations (35)

1999

27. Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison
    Journal of Financial and Quantitative Analysis, 1999, 34, (3), 387-407 View citations (100)

1998

28. Market Efficiency and the Returns to Technical Analysis
    Financial Management, 1998, 27, (2) View citations (105)

1997

29. A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks
    Journal of Financial and Quantitative Analysis, 1997, 32, (3), 287-310 View citations (130)
30. A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks
    Journal of Financial Economics, 1997, 46, (3), 293-319 View citations (107)
31. The degree of price resolution and equity trading costs
    Journal of Financial Economics, 1997, 45, (1), 9-34 View citations (32)

1996

32. An empirical examination of information, differences of opinion, and trading activity
    Journal of Financial Economics, 1996, 40, (1), 105-134 View citations (112)

1995

33. Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
    Journal of Finance, 1995, 50, (1), 361-75 View citations (153)
34. The profitability of technical trading rules in the Asian stock markets
    Pacific-Basin Finance Journal, 1995, 3, (2-3), 257-284 View citations (98)

1994

35. Bid-ask spreads in the interbank foreign exchange markets
    Journal of Financial Economics, 1994, 35, (3), 317-348 View citations (107)

1993

36. An empirical analysis of risk premia in futures markets
    Journal of Futures Markets, 1993, 13, (6), 611-630 View citations (11)
37. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
    Journal of Financial and Quantitative Analysis, 1993, 28, (1), 21-39 View citations (279)
38. Return Autocorrelations around Nontrading Days
    The Review of Financial Studies, 1993, 6, (1), 155-89 View citations (37)

1992

39. Futures-Trading Activity and Stock Price Volatility
    Journal of Finance, 1992, 47, (5), 2015-34 View citations (142)
40. Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
    The Review of Financial Studies, 1992, 5, (4), 637-67 View citations (256)
41. Time-varying risk premia and forecastable returns in futures markets
    Journal of Financial Economics, 1992, 32, (2), 169-193 View citations (130)

1991

42. Forward Contracts and Firm Value: Investment Incentive and Contracting Effects
    Journal of Financial and Quantitative Analysis, 1991, 26, (4), 519-532 View citations (151)
    See also Working Paper FORWARD CONTRACTS AND FIRM VALUE: INVESTMENT INCENTIVE AND CONTRACTING EFFECTS, Working Papers (1989) View citations (14) (1989)