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 2 7 21 1,017
RISK PREMIA IN FUTURES AND ASSET MARKETS 0 0 0 0 0 0 1 337
Total Working Papers 0 0 0 2 2 7 22 1,354


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 3 5 123
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks 0 0 4 123 1 2 12 457
An empirical analysis of risk premia in futures markets 0 0 0 7 0 0 3 32
An empirical examination of information, differences of opinion, and trading activity 0 0 0 244 0 0 6 596
Bid-ask spreads in the interbank foreign exchange markets 0 1 4 551 0 1 12 1,411
Capital Commitment and Illiquidity in Corporate Bonds 0 1 4 13 4 6 41 92
Characteristic-Based Benchmark Returns and Corporate Events 0 1 14 15 7 13 52 54
Comments 0 0 0 1 1 1 3 68
Do stocks outperform Treasury bills? 14 22 65 162 31 71 226 461
Does an electronic stock exchange need an upstairs market? 0 1 1 171 0 2 3 475
Firm characteristics and long-run stock returns after corporate events 0 2 6 124 3 11 34 427
Forward Contracts and Firm Value: Investment Incentive and Contracting Effects 0 3 10 153 5 14 53 378
Futures-Trading Activity and Stock Price Volatility 3 3 17 474 4 5 32 1,117
Gains from Trade under Uncertainty: The Case of Electric Power Markets 0 0 0 104 1 1 6 263
Hidden liquidity: An analysis of order exposure strategies in electronic stock markets 0 0 12 99 0 4 41 380
Issues in assessing trade execution costs 0 0 4 177 1 3 12 385
Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange 0 1 3 3 0 5 17 17
Liquidity biases in asset pricing tests 1 1 9 122 6 14 53 530
Liquidity, resiliency and market quality around predictable trades: Theory and evidence 2 2 7 52 3 6 27 159
Market Efficiency and the Returns to Technical Analysis 0 0 0 0 2 2 22 1,006
Market Making Contracts, Firm Value, and the IPO Decision 0 0 3 13 0 0 8 51
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds 0 5 15 395 6 19 49 865
Markets: Transparency and the Corporate Bond Market 0 0 2 30 3 4 14 422
Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure 1 4 12 593 3 13 37 1,253
Measuring Abnormal Bond Performance 2 2 7 141 2 4 18 353
Noisy Prices and Inference Regarding Returns 0 0 4 24 1 2 15 125
Predictable Corporate Distributions and Stock Returns 0 0 1 16 0 1 9 58
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets 3 3 12 355 7 13 36 734
Quote-based competition and trade execution costs in NYSE-listed stocks 0 0 0 122 0 0 4 360
Return Autocorrelations around Nontrading Days 1 1 3 130 2 3 11 438
Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets 1 1 14 592 1 3 29 1,567
The degree of price resolution and equity trading costs 0 0 1 52 0 0 5 172
The profitability of technical trading rules in the Asian stock markets 1 4 15 582 3 8 31 1,149
Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars 1 1 1 114 2 3 11 390
Time-varying risk premia and forecastable returns in futures markets 1 4 12 423 2 5 19 786
Trade Execution Costs and Market Quality after Decimalization 0 0 1 89 0 4 8 232
Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison 0 0 0 26 0 2 4 98
Total Journal Articles 31 63 263 6,323 101 248 968 17,484


Statistics updated 2021-01-03