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 6 13 28 1,065
RISK PREMIA IN FUTURES AND ASSET MARKETS 0 0 0 0 0 0 1 338
Total Working Papers 0 0 0 2 6 13 29 1,403


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 31 0 0 4 129
A Survey of the Microstructure of Fixed-Income Markets 0 1 4 11 0 6 21 49
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks 0 1 4 131 0 3 12 478
An empirical analysis of risk premia in futures markets 0 0 0 7 0 0 4 36
An empirical examination of information, differences of opinion, and trading activity 0 2 2 246 1 4 9 610
Bid-ask spreads in the interbank foreign exchange markets 0 0 5 560 0 0 7 1,424
Capital Commitment and Illiquidity in Corporate Bonds 0 4 6 21 3 7 24 128
Characteristic-Based Benchmark Returns and Corporate Events 1 1 8 24 5 6 21 96
Comments 0 0 0 1 2 2 3 78
Do stocks outperform Treasury bills? 5 10 65 269 14 33 178 771
Does an electronic stock exchange need an upstairs market? 0 0 0 173 0 2 5 484
Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets 0 0 3 633 0 1 8 1,137
Firm characteristics and long-run stock returns after corporate events 0 2 4 133 3 12 27 471
Forward Contracts and Firm Value: Investment Incentive and Contracting Effects 1 6 14 180 2 10 39 443
Futures-Trading Activity and Stock Price Volatility 2 9 17 499 3 11 32 1,165
Gains from Trade under Uncertainty: The Case of Electric Power Markets 0 0 1 105 1 1 5 270
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets 0 0 3 107 0 2 16 414
Issues in assessing trade execution costs 0 0 5 183 2 3 13 403
Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange 0 2 3 8 0 4 12 48
Liquidity biases in asset pricing tests 1 3 7 131 4 8 26 579
Liquidity, resiliency and market quality around predictable trades: Theory and evidence 0 0 3 56 2 3 11 184
Market Efficiency and the Returns to Technical Analysis 0 0 0 0 3 7 19 1,037
Market Making Contracts, Firm Value, and the IPO Decision 0 0 2 15 0 1 7 62
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds 0 1 10 413 2 10 41 927
Markets: Transparency and the Corporate Bond Market 0 1 2 34 0 2 10 442
Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure 0 2 12 612 2 7 29 1,298
Measuring Abnormal Bond Performance 0 1 7 150 3 6 31 389
Noisy Prices and Inference Regarding Returns 0 0 3 29 1 2 11 144
Predictable Corporate Distributions and Stock Returns 0 1 1 18 0 1 9 72
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets 6 12 30 388 8 21 57 808
Quote-based competition and trade execution costs in NYSE-listed stocks 0 0 1 124 0 0 4 366
Return Autocorrelations around Nontrading Days 0 1 3 135 0 1 6 447
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets 2 5 13 610 4 10 31 1,613
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 0 0 13 603 1 6 37 1,205
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars 0 0 0 114 1 5 21 416
Time-varying risk premia and forecastable returns in futures markets 1 2 5 434 3 4 17 815
Trade Execution Costs and Market Quality after Decimalization 0 0 6 96 1 1 10 244
Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison 0 0 0 26 0 0 4 104
Total Journal Articles 19 67 262 7,362 71 202 821 19,958


Statistics updated 2022-06-07