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Details about Hendrik Bessembinder

E-mail:
Homepage:https://wpcarey.asu.edu/people/profile/2717225
Phone:4809651201
Workplace:Department of Finance, W.P. Carey School of Business, Arizona State University, (more information at EDIRC)

Access statistics for papers by Hendrik Bessembinder.

Last updated 2021-10-16. Update your information in the RePEc Author Service.

Short-id: pbe151


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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 in Journal of Financial and Quantitative Analysis (1991)
  2. RISK PREMIA IN FUTURES AND ASSET MARKETS
    Working Papers, Columbia - Center for Futures Markets

Journal Articles

2020

  1. A Survey of the Microstructure of Fixed-Income Markets
    Journal of Financial and Quantitative Analysis, 2020, 55, (1), 1-45 Downloads View citations (5)
  2. Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange
    Review of Financial Studies, 2020, 33, (1), 44-74 Downloads View citations (3)

2019

  1. Characteristic-Based Benchmark Returns and Corporate Events
    Review of Financial Studies, 2019, 32, (1), 75-125 Downloads View citations (4)

2018

  1. Capital Commitment and Illiquidity in Corporate Bonds
    Journal of Finance, 2018, 73, (4), 1615-1661 Downloads View citations (48)
  2. Do stocks outperform Treasury bills?
    Journal of Financial Economics, 2018, 129, (3), 440-457 Downloads View citations (23)

2016

  1. Liquidity, resiliency and market quality around predictable trades: Theory and evidence
    Journal of Financial Economics, 2016, 121, (1), 142-166 Downloads View citations (22)

2015

  1. Market Making Contracts, Firm Value, and the IPO Decision
    Journal of Finance, 2015, 70, (5), 1997-2028 Downloads View citations (16)
  2. Predictable Corporate Distributions and Stock Returns
    Review of Financial Studies, 2015, 28, (4), 1199-1241 Downloads View citations (5)

2013

  1. Firm characteristics and long-run stock returns after corporate events
    Journal of Financial Economics, 2013, 109, (1), 83-102 Downloads View citations (31)
  2. Noisy Prices and Inference Regarding Returns
    Journal of Finance, 2013, 68, (2), 665-714 Downloads View citations (59)

2010

  1. Liquidity biases in asset pricing tests
    Journal of Financial Economics, 2010, 96, (2), 215-237 Downloads View citations (60)

2009

  1. Hidden liquidity: An analysis of order exposure strategies in electronic stock markets
    Journal of Financial Economics, 2009, 94, (3), 361-383 Downloads View citations (54)
  2. Measuring Abnormal Bond Performance
    Review of Financial Studies, 2009, 22, (10), 4219-4258 Downloads View citations (129)

2008

  1. Comments
    Journal of Economic Perspectives, 2008, 22, (4), 225-26 Downloads
  2. Markets: Transparency and the Corporate Bond Market
    Journal of Economic Perspectives, 2008, 22, (2), 217-234 Downloads View citations (67)

2006

  1. Gains from Trade under Uncertainty: The Case of Electric Power Markets
    The Journal of Business, 2006, 79, (4), 1755-1782 Downloads View citations (11)
  2. Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
    Journal of Financial Economics, 2006, 82, (2), 251-288 Downloads View citations (148)

2004

  1. Does an electronic stock exchange need an upstairs market?
    Journal of Financial Economics, 2004, 73, (1), 3-36 Downloads View citations (54)

2003

  1. Issues in assessing trade execution costs
    Journal of Financial Markets, 2003, 6, (3), 233-257 Downloads View citations (110)
  2. Quote-based competition and trade execution costs in NYSE-listed stocks
    Journal of Financial Economics, 2003, 70, (3), 385-422 Downloads View citations (42)
  3. Trade Execution Costs and Market Quality after Decimalization
    Journal of Financial and Quantitative Analysis, 2003, 38, (4), 747-777 Downloads View citations (171)

2002

  1. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
    Journal of Finance, 2002, 57, (3), 1347-1382 Downloads View citations (227)

2000

  1. Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars
    Journal of Financial Intermediation, 2000, 9, (3), 213-239 Downloads View citations (28)

1999

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

1998

  1. Market Efficiency and the Returns to Technical Analysis
    Financial Management, 1998, 27, (2) View citations (97)

1997

  1. A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks
    Journal of Financial and Quantitative Analysis, 1997, 32, (3), 287-310 Downloads View citations (125)
  2. A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks
    Journal of Financial Economics, 1997, 46, (3), 293-319 Downloads View citations (100)
  3. The degree of price resolution and equity trading costs
    Journal of Financial Economics, 1997, 45, (1), 9-34 Downloads View citations (28)

1996

  1. An empirical examination of information, differences of opinion, and trading activity
    Journal of Financial Economics, 1996, 40, (1), 105-134 Downloads View citations (102)

1995

  1. Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure
    Journal of Finance, 1995, 50, (1), 361-75 Downloads View citations (136)
  2. The profitability of technical trading rules in the Asian stock markets
    Pacific-Basin Finance Journal, 1995, 3, (2-3), 257-284 Downloads View citations (86)

1994

  1. Bid-ask spreads in the interbank foreign exchange markets
    Journal of Financial Economics, 1994, 35, (3), 317-348 Downloads View citations (103)

1993

  1. An empirical analysis of risk premia in futures markets
    Journal of Futures Markets, 1993, 13, (6), 611-630 Downloads View citations (10)
  2. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
    Journal of Financial and Quantitative Analysis, 1993, 28, (1), 21-39 Downloads View citations (239)
  3. Return Autocorrelations around Nontrading Days
    Review of Financial Studies, 1993, 6, (1), 155-89 Downloads View citations (35)

1992

  1. Futures-Trading Activity and Stock Price Volatility
    Journal of Finance, 1992, 47, (5), 2015-34 Downloads View citations (110)
  2. Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
    Review of Financial Studies, 1992, 5, (4), 637-67 Downloads View citations (210)
  3. Time-varying risk premia and forecastable returns in futures markets
    Journal of Financial Economics, 1992, 32, (2), 169-193 Downloads View citations (118)

1991

  1. Forward Contracts and Firm Value: Investment Incentive and Contracting Effects
    Journal of Financial and Quantitative Analysis, 1991, 26, (4), 519-532 Downloads View citations (119)
    See also Working Paper (1989)
 
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