Access Statistics for Hendrik Bessembinder

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FORWARD CONTRACTS AND FIRM VALUE: INVESTMENT INCENTIVE AND CONTRACTING EFFECTS 0 0 0 2 1 1 6 1,088
RISK PREMIA IN FUTURES AND ASSET MARKETS 0 0 0 0 2 2 2 341
Total Working Papers 0 0 0 2 3 3 8 1,429


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks 0 2 6 38 0 2 8 139
A Survey of the Microstructure of Fixed-Income Markets 0 1 6 32 1 4 15 108
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks 0 0 1 138 0 0 3 495
An empirical analysis of risk premia in futures markets 0 0 2 10 0 0 4 42
An empirical examination of information, differences of opinion, and trading activity 0 0 1 261 0 0 2 638
Bid-ask spreads in the interbank foreign exchange markets 1 1 3 574 2 3 11 1,456
Capital Commitment and Illiquidity in Corporate Bonds 0 4 12 51 1 12 34 207
Characteristic-Based Benchmark Returns and Corporate Events 0 0 3 46 0 0 8 137
Chinese and Global ADRs: The US Investor Experience 0 0 1 1 0 0 3 3
Comments 0 0 0 2 0 0 3 83
Do stocks outperform Treasury bills? 0 0 10 382 3 11 62 1,096
Does an electronic stock exchange need an upstairs market? 0 0 1 183 0 0 3 501
Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets 4 11 28 691 7 24 57 1,246
Firm characteristics and long-run stock returns after corporate events 0 2 5 153 4 10 20 579
Forward Contracts and Firm Value: Investment Incentive and Contracting Effects 0 0 2 190 0 1 8 478
Futures-Trading Activity and Stock Price Volatility 0 3 15 528 1 8 31 1,229
Gains from Trade under Uncertainty: The Case of Electric Power Markets 0 0 0 105 0 0 2 275
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets 0 1 1 110 0 2 3 429
Issues in assessing trade execution costs 0 0 0 184 0 0 1 407
Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange 0 0 0 10 0 0 2 56
Liquidity biases in asset pricing tests 0 0 0 140 0 0 5 607
Liquidity, resiliency and market quality around predictable trades: Theory and evidence 0 0 4 73 0 2 17 234
Long Run Stock Returns after Corporate Events Revisited 0 0 3 9 0 0 7 20
Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks 4 6 19 19 5 10 36 36
Market Efficiency and the Returns to Technical Analysis 0 0 0 0 6 9 19 1,120
Market Making Contracts, Firm Value, and the IPO Decision 0 0 1 19 0 1 2 74
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds 1 2 2 433 1 3 8 1,025
Markets: Transparency and the Corporate Bond Market 0 0 1 37 0 0 9 463
Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure 1 4 10 650 2 7 18 1,365
Measuring Abnormal Bond Performance 1 4 17 192 1 7 29 471
Mutual fund performance at long horizons 1 2 7 30 2 7 18 89
Noisy Prices and Inference Regarding Returns 0 0 1 34 0 0 2 157
Overallocation and secondary market outcomes in corporate bond offerings 0 0 1 10 3 4 12 42
Predictable Corporate Distributions and Stock Returns 0 1 2 21 0 1 3 82
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets 0 6 17 438 1 16 36 903
Quote-based competition and trade execution costs in NYSE-listed stocks 1 1 2 129 1 1 4 376
Return Autocorrelations around Nontrading Days 0 0 0 138 0 1 4 458
Risk Hedging and Loan Covenants 0 0 0 0 0 0 6 6
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets 1 1 11 642 1 1 18 1,679
The degree of price resolution and equity trading costs 0 0 0 52 0 0 1 173
The profitability of technical trading rules in the Asian stock markets 1 2 6 629 1 5 12 1,263
The “Roll Yield” Myth 0 0 1 1 0 1 5 5
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars 0 0 0 114 0 0 1 461
Time-varying risk premia and forecastable returns in futures markets 0 1 9 455 0 1 12 855
Trade Execution Costs and Market Quality after Decimalization 0 2 6 105 0 4 14 269
Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison 0 1 1 28 0 1 1 109
Trading Activity and Transaction Costs in Structured Credit Products 0 0 0 0 0 1 2 2
Trading Costs and Volatility for Technology Stocks 0 0 0 0 0 1 1 1
Total Journal Articles 16 58 218 8,087 43 161 582 21,949


Statistics updated 2025-07-04