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 0 1 13 1,082
RISK PREMIA IN FUTURES AND ASSET MARKETS 0 0 0 0 0 0 1 339
Total Working Papers 0 0 0 2 0 1 14 1,421


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 0 0 32 0 0 0 131
A Survey of the Microstructure of Fixed-Income Markets 1 1 8 24 3 6 20 87
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks 0 0 1 134 0 2 7 488
An empirical analysis of risk premia in futures markets 0 0 0 7 0 0 0 37
An empirical examination of information, differences of opinion, and trading activity 2 2 4 254 2 2 12 627
Bid-ask spreads in the interbank foreign exchange markets 0 1 4 571 0 1 8 1,442
Capital Commitment and Illiquidity in Corporate Bonds 0 1 10 34 2 6 23 164
Characteristic-Based Benchmark Returns and Corporate Events 0 2 6 38 2 5 13 123
Comments 0 0 1 2 0 1 2 80
Do stocks outperform Treasury bills? 7 13 51 354 12 31 131 986
Does an electronic stock exchange need an upstairs market? 0 0 3 179 0 0 7 495
Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets 0 2 11 650 2 4 27 1,173
Firm characteristics and long-run stock returns after corporate events 1 1 8 143 4 12 44 547
Forward Contracts and Firm Value: Investment Incentive and Contracting Effects 1 1 4 186 1 4 16 465
Futures-Trading Activity and Stock Price Volatility 1 1 8 511 1 1 15 1,192
Gains from Trade under Uncertainty: The Case of Electric Power Markets 0 0 0 105 0 0 2 273
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets 0 0 1 109 0 1 7 425
Issues in assessing trade execution costs 0 0 1 184 0 0 1 406
Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange 0 0 2 10 0 0 3 53
Liquidity biases in asset pricing tests 0 1 3 137 1 3 11 597
Liquidity, resiliency and market quality around predictable trades: Theory and evidence 0 1 8 64 3 5 21 209
Long Run Stock Returns after Corporate Events Revisited 3 3 4 6 3 3 7 12
Market Efficiency and the Returns to Technical Analysis 0 0 0 0 1 2 34 1,081
Market Making Contracts, Firm Value, and the IPO Decision 0 0 0 17 0 0 4 69
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds 0 0 9 429 2 4 56 1,006
Markets: Transparency and the Corporate Bond Market 0 0 1 36 0 1 7 451
Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure 0 4 14 636 1 6 25 1,341
Measuring Abnormal Bond Performance 0 4 13 171 0 5 25 431
Mutual fund performance at long horizons 2 6 18 21 4 12 50 61
Noisy Prices and Inference Regarding Returns 0 0 1 32 0 0 6 153
Overallocation and secondary market outcomes in corporate bond offerings 0 0 3 6 0 1 14 26
Predictable Corporate Distributions and Stock Returns 0 0 0 19 0 0 3 78
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets 1 3 20 414 2 5 25 845
Quote-based competition and trade execution costs in NYSE-listed stocks 1 1 2 127 1 2 4 372
Return Autocorrelations around Nontrading Days 0 0 1 138 0 0 4 454
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets 0 1 10 627 0 3 22 1,652
The degree of price resolution and equity trading costs 0 0 0 52 0 0 0 172
The profitability of technical trading rules in the Asian stock markets 2 4 11 622 2 8 23 1,245
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars 0 0 0 114 0 0 25 457
Time-varying risk premia and forecastable returns in futures markets 3 3 8 444 3 4 19 840
Trade Execution Costs and Market Quality after Decimalization 0 0 1 99 0 0 5 253
Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison 0 0 0 26 0 0 1 106
Total Journal Articles 25 56 250 7,764 52 140 729 21,105


Statistics updated 2024-02-04