Hendrik Bessembinder
Names
| first: |
Hendrik |
| last: |
Bessembinder |
Identifer
Contact
Affiliations
-
Arizona State University
/ W.P. Carey School of Business
/ Department of Finance
Research profile
author of:
- Markets: Transparency and the Corporate Bond Market (RePEc:aea:jecper:v:22:y:2008:i:2:p:217-234)
by Hendrik Bessembinder & William Maxwell - Comments (RePEc:aea:jecper:v:22:y:2008:i:4:p:225-26)
by Jerry H. Tempelman & Hendrik Bessembinder & William Maxwell - Futures-Trading Activity and Stock Price Volatility (RePEc:bla:jfinan:v:47:y:1992:i:5:p:2015-34)
by Bessembinder, Hendrik & Seguin, Paul J - Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure (RePEc:bla:jfinan:v:50:y:1995:i:1:p:361-75)
by Bessembinder, Hendrik, et al - Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (RePEc:bla:jfinan:v:57:y:2002:i:3:p:1347-1382)
by Hendrik Bessembinder & Michael L. Lemmon - Noisy Prices and Inference Regarding Returns (RePEc:bla:jfinan:v:68:y:2013:i:2:p:665-714)
by Elena Asparouhova & Hendrik Bessembinder & Ivalina Kalcheva - Market Making Contracts, Firm Value, and the IPO Decision (RePEc:bla:jfinan:v:70:y:2015:i:5:p:1997-2028)
by Hendrik Bessembinder & Jia Hao & Kuncheng Zheng - Capital Commitment and Illiquidity in Corporate Bonds (RePEc:bla:jfinan:v:73:y:2018:i:4:p:1615-1661)
by Hendrik Bessembinder & Stacey Jacobsen & William Maxwell & Kumar Venkataraman - Forward Contracts and Firm Value: Investment Incentive and Contracting Effects (RePEc:cup:jfinqa:v:26:y:1991:i:04:p:519-532_00)
by Bessembinder, Hendrik - Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets (RePEc:cup:jfinqa:v:28:y:1993:i:01:p:21-39_00)
by Bessembinder, Hendrik & Seguin, Paul J. - A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (RePEc:cup:jfinqa:v:32:y:1997:i:03:p:287-310_00)
by Bessembinder, Hendrik & Kaufman, Herbert M. - Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison (RePEc:cup:jfinqa:v:34:y:1999:i:03:p:387-407_00)
by Bessembinder, Hendrik - Trade Execution Costs and Market Quality after Decimalization (RePEc:cup:jfinqa:v:38:y:2003:i:04:p:747-777_00)
by Bessembinder, Hendrik - A Survey of the Microstructure of Fixed-Income Markets (RePEc:cup:jfinqa:v:55:y:2020:i:1:p:1-45_1)
by Bessembinder, Hendrik & Spatt, Chester & Venkataraman, Kumar - Issues in assessing trade execution costs (RePEc:eee:finmar:v:6:y:2003:i:3:p:233-257)
by Bessembinder, Hendrik - Firm characteristics and long-run stock returns after corporate events (RePEc:eee:jfinec:v:109:y:2013:i:1:p:83-102)
by Bessembinder, Hendrik & Zhang, Feng - Liquidity, resiliency and market quality around predictable trades: Theory and evidence (RePEc:eee:jfinec:v:121:y:2016:i:1:p:142-166)
by Bessembinder, Hendrik & Carrion, Allen & Tuttle, Laura & Venkataraman, Kumar - Do stocks outperform Treasury bills? (RePEc:eee:jfinec:v:129:y:2018:i:3:p:440-457)
by Bessembinder, Hendrik - Overallocation and secondary market outcomes in corporate bond offerings (RePEc:eee:jfinec:v:146:y:2022:i:2:p:444-474)
by Bessembinder, Hendrik & Jacobsen, Stacey & Maxwell, William & Venkataraman, Kumar - Mutual fund performance at long horizons (RePEc:eee:jfinec:v:147:y:2023:i:1:p:132-158)
by Bessembinder, Hendrik & Cooper, Michael J. & Zhang, Feng - Time-varying risk premia and forecastable returns in futures markets (RePEc:eee:jfinec:v:32:y:1992:i:2:p:169-193)
by Bessembinder, Hendrik & Chan, Kalok - Bid-ask spreads in the interbank foreign exchange markets (RePEc:eee:jfinec:v:35:y:1994:i:3:p:317-348)
by Bessembinder, Hendrik - An empirical examination of information, differences of opinion, and trading activity (RePEc:eee:jfinec:v:40:y:1996:i:1:p:105-134)
by Bessembinder, Hendrik & Chan, Kalok & Seguin, Paul J. - The degree of price resolution and equity trading costs (RePEc:eee:jfinec:v:45:y:1997:i:1:p:9-34)
by Bessembinder, Hendrik - A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks (RePEc:eee:jfinec:v:46:y:1997:i:3:p:293-319)
by Bessembinder, Hendrik & Kaufman, Herbert M. - Quote-based competition and trade execution costs in NYSE-listed stocks (RePEc:eee:jfinec:v:70:y:2003:i:3:p:385-422)
by Bessembinder, Hendrik - Does an electronic stock exchange need an upstairs market? (RePEc:eee:jfinec:v:73:y:2004:i:1:p:3-36)
by Bessembinder, Hendrik & Venkataraman, Kumar - Market transparency, liquidity externalities, and institutional trading costs in corporate bonds (RePEc:eee:jfinec:v:82:y:2006:i:2:p:251-288)
by Bessembinder, Hendrik & Maxwell, William & Venkataraman, Kumar - Hidden liquidity: An analysis of order exposure strategies in electronic stock markets (RePEc:eee:jfinec:v:94:y:2009:i:3:p:361-383)
by Bessembinder, Hendrik & Panayides, Marios & Venkataraman, Kumar - Liquidity biases in asset pricing tests (RePEc:eee:jfinec:v:96:y:2010:i:2:p:215-237)
by Asparouhova, Elena & Bessembinder, Hendrik & Kalcheva, Ivalina - Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars (RePEc:eee:jfinin:v:9:y:2000:i:3:p:213-239)
by Bessembinder, Hendrik - The profitability of technical trading rules in the Asian stock markets (RePEc:eee:pacfin:v:3:y:1995:i:2-3:p:257-284)
by Bessembinder, Hendrik & Chan, Kalok - Market Efficiency and the Returns to Technical Analysis (RePEc:fma:fmanag:bessembinder98)
by Hendrik Bessembinder & Kalok Chan - Risk Premia In Futures And Asset Markets (RePEc:fth:colufu:185)
by Bessembinder, H. - Forward Contracts And Firm Value: Investment Incentive And Contracting Effects (RePEc:fth:robume:89-06)
by Bessembinder, H. - Long Run Stock Returns after Corporate Events Revisited (RePEc:now:jnlcfr:104.00000070)
by Hendrik Bessembinder & Feng Zhang - Measuring Abnormal Bond Performance (RePEc:oup:rfinst:v:22:y:2009:i:10:p:4219-4258)
by Hendrik Bessembinder & Kathleen M. Kahle & William F. Maxwell & Danielle Xu - Predictable Corporate Distributions and Stock Returns (RePEc:oup:rfinst:v:28:y:2015:i:4:p:1199-1241.)
by Hendrik Bessembinder & Feng Zhang - Characteristic-Based Benchmark Returns and Corporate Events (RePEc:oup:rfinst:v:32:y:2019:i:1:p:75-125.)
by Hendrik Bessembinder & Michael J Cooper & Feng Zhang - Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange (RePEc:oup:rfinst:v:33:y:2020:i:1:p:44-74.)
by Hendrik Bessembinder & Jia Hao & Kuncheng Zheng - Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets (RePEc:oup:rfinst:v:5:y:1992:i:4:p:637-67)
by Bessembinder, Hendrik - Return Autocorrelations around Nontrading Days (RePEc:oup:rfinst:v:6:y:1993:i:1:p:155-89)
by Bessembinder, Hendrik & Hertzel, Michael G - Gains from Trade under Uncertainty: The Case of Electric Power Markets (RePEc:ucp:jnlbus:v:79:y:2006:i:4:p:1755-1782)
by Hendrik Bessembinder & Michael L. Lemmon - An empirical analysis of risk premia in futures markets (RePEc:wly:jfutmk:v:13:y:1993:i:6:p:611-630)
by Hendrik Bessembinder