Hendrik Bessembinder : Citation Profile

Arizona State University

31

H index

36

i10 index

3835

Citations

RESEARCH PRODUCTION:

49

Articles

2

Papers

RESEARCH ACTIVITY:

   36 years (1989 - 2025). See details.
   Cites by year: 106
   Journals where Hendrik Bessembinder has often published
   Relations with other researchers
   Recent citing documents: 200.    Total self citations: 15 (0.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe151
   Updated: 2025-12-13    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hendrik Bessembinder.

Is cited by:

Blau, Benjamin (31)

Baumeister, Christiane (18)

Zarnikau, Jay (17)

woo, chi-keung (16)

Theissen, Erik (15)

Skiadopoulos, George (15)

Bartram, Söhnke (15)

Schuerhoff, Norman (14)

Pinter, Gabor (13)

Gündüz, Yalin (13)

Pelizzon, Loriana (12)

Cites to:

Fama, Eugene (11)

Madhavan, Ananth (11)

Foucault, Thierry (9)

Lee, Charles (9)

French, Kenneth (8)

Subrahmanyam, Avanidhar (7)

Ready, Mark (7)

Easley, David (6)

Amihud, Yakov (6)

Viswanathan, S (6)

Stambaugh, Robert (5)

Main data

Where Hendrik Bessembinder has published?

Journals with more than one article published# docs
Journal of Financial Economics15
Financial Analysts Journal6
Journal of Finance6
The Review of Financial Studies6
Journal of Financial and Quantitative Analysis6
Journal of Economic Perspectives2

Recent works citing Hendrik Bessembinder (2025 and 2024)

YearTitle of citing document
2025The Support and Resistance Line Method: An Analysis via Optimal Stopping. (2025). Henderson, Vicky ; Jacka, Saul ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:2103.02331.

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2024The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper. (2024). Xu, Ziyi ; Cheng, Xue. In: Papers. RePEc:arx:papers:2304.13985.

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2024). Wunderlich, Ralf ; Lamert, Kerstin ; Auer, Benjamin R. In: Papers. RePEc:arx:papers:2311.15635.

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2024Exploring the Impact: How Decentralized Exchange Designs Shape Traders Behavior on Perpetual Future Contracts. (2024). Nie, Zixin ; Ma, Mengzhong ; Chen, Erdong. In: Papers. RePEc:arx:papers:2402.03953.

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2024Quantifying Price Improvement in Order Flow Auctions. (2024). Wan, Xin ; Moallemi, Ciamac C ; Bachu, Brad. In: Papers. RePEc:arx:papers:2405.00537.

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2024Non cooperative Liquidity Games and their application to bond market trading. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02865.

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2025Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025Crisis facilities as a source of public information. (2025). Ergun, Lerby. In: Staff Analytical Notes. RePEc:bca:bocsan:25-7.

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2025Comparing search and intermediation frictions across markets. (2025). Üslü, Semih ; Pinter, Gabor ; Wijnandts, Jean-Charles. In: BIS Working Papers. RePEc:bis:biswps:1283.

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2024Investor attention and stock price efficiency: Evidence from quasi‐natural experiments in China. (2024). Li, Zhibing ; Liu, Xiaoyu ; Wu, Chonglin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:175-225.

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2024Unraveling the impact of female CEOs on corporate bond markets. (2024). Zhao, Ran ; Zhu, LU ; Yuraustin, Jasmine. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:391-423.

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2024Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634.

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2024Dissecting the Long‐Term Performance of the Chinese Stock Market. (2024). Zhu, Julie Lei ; Shan, Chenyu ; Qian, Jun ; Allen, Franklin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:993-1054.

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2024Secret Bilateral Forward Contracting. (2024). van Moer, Geert. In: Journal of Industrial Economics. RePEc:bla:jindec:v:72:y:2024:i:2:p:807-847.

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2024Earnings News and Over‐the‐Counter Markets. (2024). Watts, Edward M ; Kim, Chongho ; Huber, Stefan J. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:701-735.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2024Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088.

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2025Investors as a liquidity backstop in corporate bond markets. (2025). Foucault, Thierry ; Comerton-Forde, Carole ; Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1126.

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2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

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2025Contracts in Crisis: The War in Ukraine and Long-Term Contracts in Energy Markets. (2025). Krger, Mats ; Neuhoff, Karsten ; Schwenen, Sebastian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2118.

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2025Derisking Electricity Prices For Decarbonisation: A novel perspective on market incompleteness through irreversibility. (2025). Soumoy, Louis ; Welgryn, Jules. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-37.

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2024Physical and transition risk premiums in euro area corporate bond markets. (2024). Bats, Joost Victor ; Bua, Giovanna ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20242899.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2024Financial boundary conditions in a continuous model with discrete-delay for pricing commodity futures and its application to the gold market. (2024). Martnez-Rodrguez, Julia ; Lpez-Marcos, Miguel Ngel ; Gmez-Valle, Lourdes. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924010282.

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2024Partisan conflict and corporate credit spreads: The role of political connection. (2024). Wang, Liyao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s092911992300175x.

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2024Liquid stock as an acquisition currency. (2024). nanda, vikram ; Huang, Sheng ; Maharjan, Johan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245.

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2024The effect of bond ownership structure on ESG performance. (2024). Salas, Jesus M ; Yang, KE ; Lee, Hye Seung ; Shen, KE. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001408.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Creditable bonds’ multifunctional roles during the COVID-19 pandemic. (2025). CHONG, Terence Tai Leung ; Yang, Junhong ; Wang, Qiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002730.

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2025Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs. (2025). O'Mahony, Barry ; Valadkhani, Abbas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000099.

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2025Stock and corporate bond liquidity: When having the same issuer induces commonality. (2025). Mrquez-De, Elena ; Martnez-Caete, Ana R ; Nieto, Beln. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000245.

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2024Hard to digest investments: People oppose investment in both conventional and cultured meat producers. (2024). Niszczota, Pawe ; Baszczyski, Jakub. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003579.

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2025Does geopolitical risk raise or lower corporate credit spreads?. (2025). Huang, HE ; Qiu, Yancheng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000382.

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2024Systematic staleness. (2024). Reno, Roberto ; Bandi, Federico M ; Pirino, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385.

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2024High frequency market making: The role of speed. (2024). Ait-Sahalia, Yacine ; Salam, Mehmet. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000581.

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2024Designing risk-free service for renewable wind and solar resources. (2024). Palepu, Sai ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:715-728.

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2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

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2024The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Vyshnevskyi, Iegor ; Jombo, Wytone ; Sohn, Wook. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2024Tail risks and private equity performance. (2024). Kurtovi, Hrvoje ; Markarian, Garen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300124x.

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2024CEO narcissism and the agency cost of debt. (2024). Anderson, Ronald ; John, J H. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000124.

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2024Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?. (2024). Cotelioglu, Efe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000550.

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2024Inverted vs maker-taker routing choice and trader information. (2024). Qin, Yaohua ; Garvey, Ryan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000653.

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2025CDS and credit: The effect of the bangs on credit insurance, lending and hedging. (2025). Ongena, Steven ; Tmer-Alkan, Gnseli ; Gndz, Yalin ; Yu, Yuejuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000052.

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2025Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301.

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2024Network infrastructure and corporate environmental performance: Empirical evidence from “Broadband China”. (2024). Wang, Xiaodong ; He, Wenjian ; Miao, Miao. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001014.

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2024Long-term issues with the Energy-Only Market design in the context of deep decarbonization. (2024). Quemin, Simon ; Petitet, Marie ; Saguan, Marcelo ; Lebeau, Alexis. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001269.

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2025The tail risk premium in the oil market. (2025). Ellwanger, Reinhard. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007503.

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2025The cost of uncertainty: Analysing the influence of coal price changes, the Russia-Ukraine war and geopolitical risk on risk premiums in the Indian electricity spot market. (2025). Singh, Prakash ; Siddiki, Jalal. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008387.

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2025Albertas electricity futures market: An empirical analysis of price formation. (2025). Yatchew, Adonis. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001070.

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2025The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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2025Undiversified shareholders, socioemotional wealth, and corporate hedging: Evidence from family firms. (2025). Salas, Jesus M ; Fernando, Chitru S ; Brockman, Paul ; Abeysekera, Amal P. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001796.

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2025Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic. (2024). Zhao, Ruoyun ; Armanious, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000255.

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2024Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x.

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2025Market impact of the bitcoin ETF introduction on bitcoin futures. (2025). Xu, KE ; Chen, Yu-Lun ; Yang, Jimmy J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007427.

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2025Behind in time, behind in the game – time zone affects trading aggressiveness. (2025). Lepone, Grace ; Gautam, Anil. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007440.

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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Natashekara, Karthik ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813.

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2024The impact of position limits on options trading. (2024). Switzer, Lorne ; Tu, Qiao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013417.

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2024Effects of incomplete information on risk management. (2024). Kim, Hwa-Sung. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004665.

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2024Reversal of Monday returns: It is the afternoon that matters. (2024). Pigorsch, Uta ; Schafer, Sebastian. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005555.

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2024The effect of ASC 842 leases on bond yields. (2024). Jung, Taejin ; Scarlat, Elvira. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009747.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2024The volatility-liquidity dynamics of single-stock ETFs. (2024). Li, Chen ; Nguyen, Vinh Huy ; Zhao, LE. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011929.

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2024Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054.

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2024California carbon allowance futures. (2024). Zhai, Jia ; Shi, Shimeng. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012947.

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2025The disappearing turn-of-month effect. (2025). Han, Yufeng ; Tian, Shirley. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014909.

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2025Strategic IPO timing of technology innovation-driven enterprises: A differential game analysis of market returns, disclosure costs, and industry dynamics. (2025). Zhu, Wenda ; Zhao, Changheng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016179.

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2025(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups. (2025). Ivashchenko, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500145x.

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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Lin, Tse-Chun ; Deng, Mengdie ; Zhou, Jiayu. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s138641812300068x.

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2024Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2024Short selling and the pricing of PIN information risk. (2024). Chen, Chen ; Liang, Qiqi ; Sun, Licheng ; Stivers, Chris. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000491.

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2025Bigger pie, bigger slice: liquidity, value gain, and underpricing in IPOs. (2025). Li, Lily Yuanzhi ; Guo, Yang ; Zhong, Hongda. In: Journal of Financial Markets. RePEc:eee:finmar:v:72:y:2025:i:c:s1386418124000673.

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2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

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2024Investor flows, performance, and fragility of U.S. municipal bond mutual funds. (2024). Peterson, Mark A. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000524.

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2024Credit market conditions, expected return proxies, and bank stock returns. (2024). Huang, Lin ; Cai, Jun ; Yang, Huan ; Marcus, Alan J. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000930.

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2024Political polarization and state government bonds. (2024). Li, Pei ; Tang, Leo ; Cloyd, Bryan C. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400111x.

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2024Dollar and government bond liquidity: Evidence from Korea. (2024). Lee, Ji Eun. In: Journal of International Economics. RePEc:eee:inecon:v:152:y:2024:i:c:s0022199624001193.

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2025Got milk? The effect of export price shocks on exchange rates. (2025). Stein, Hillary. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000364.

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2025Sovereign vs. corporate debt and default: More similar than you think. (2025). Trebesch, Christoph ; Reinhart, Carmen ; Meyer, Josefin ; Gopinath, Gita. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000388.

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2024New insights into liquidity resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Macroeconomic momentum and cross-sectional equity market indices. (2024). Urquhart, Andrew ; Zhang, YU ; Kappou, Konstantina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000404.

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2024Trading ahead of treasury auctions. (2024). Sigaux, Jean-David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002236.

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2024Market timing in open market bond repurchases. (2024). Steinberg, Nadav ; Wohl, Avi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000141.

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2024How free is free? Retail trading costs with zero commissions. (2024). Adams, Samuel W ; Kelley, Eric K ; Kasten, Connor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001432.

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2025Economic policy uncertainty and corporate bond liquidity. (2025). Das, Nirmol ; Leal, Diego ; Black, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002541.

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2024The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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2024Inventory, market making, and liquidity in OTC markets. (2024). Kargar, Mahyar ; Cohen, Assa ; Weill, Pierre-Olivier ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001236.

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2024Price ceilings, market structure, and payout policies. (2024). Li, Xiongshi ; Zheng, Miles ; Ye, Mao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000412.

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2024When failure is an option: Fragile liquidity in over-the-counter markets. (2024). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000825.

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2024The passive ownership share is double what you think it is. (2024). Sammon, Marco ; Chinco, Alex. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000837.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2025Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017.

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2025Expected idiosyncratic volatility. (2025). Bekaert, Geert ; Bergbrant, Mikael ; Kassa, Haimanot. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000315.

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More than 100 citations found, this list is not complete...

Works by Hendrik Bessembinder:

YearTitleTypeCited
2008Markets: Transparency and the Corporate Bond Market In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article85
2008Comments In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article0
1992 Futures-Trading Activity and Stock Price Volatility. In: Journal of Finance.
[Full Text][Citation analysis]		article143
1995 Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure. In: Journal of Finance.
[Full Text][Citation analysis]		article159
2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets In: Journal of Finance.
[Full Text][Citation analysis]		article329
2013Noisy Prices and Inference Regarding Returns In: Journal of Finance.
[Full Text][Citation analysis]		article77
2015Market Making Contracts, Firm Value, and the IPO Decision In: Journal of Finance.
[Full Text][Citation analysis]		article22
2018Capital Commitment and Illiquidity in Corporate Bonds In: Journal of Finance.
[Full Text][Citation analysis]		article111
1991Forward Contracts and Firm Value: Investment Incentive and Contracting Effects In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article159
1989FORWARD CONTRACTS AND FIRM VALUE: INVESTMENT INCENTIVE AND CONTRACTING EFFECTS.(1989) In: Rochester, Business - Managerial Economics Research Center.
[Citation analysis]
This paper has nother version. Agregated cites: 159		paper
1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article286
1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article134
1999Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article102
2003Trade Execution Costs and Market Quality after Decimalization In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article201
2020A Survey of the Microstructure of Fixed-Income Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article36
2003Issues in assessing trade execution costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article118
2013Firm characteristics and long-run stock returns after corporate events In: Journal of Financial Economics.
[Full Text][Citation analysis]		article42
2016Liquidity, resiliency and market quality around predictable trades: Theory and evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article37
2018Do stocks outperform Treasury bills? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article42
2022Overallocation and secondary market outcomes in corporate bond offerings In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2
2023Mutual fund performance at long horizons In: Journal of Financial Economics.
[Full Text][Citation analysis]		article2
1992Time-varying risk premia and forecastable returns in futures markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article137
1994Bid-ask spreads in the interbank foreign exchange markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article105
1996An empirical examination of information, differences of opinion, and trading activity In: Journal of Financial Economics.
[Full Text][Citation analysis]		article118
1997The degree of price resolution and equity trading costs In: Journal of Financial Economics.
[Full Text][Citation analysis]		article31
1997A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks In: Journal of Financial Economics.
[Full Text][Citation analysis]		article107
2003Quote-based competition and trade execution costs in NYSE-listed stocks In: Journal of Financial Economics.
[Full Text][Citation analysis]		article43
2004Does an electronic stock exchange need an upstairs market? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article63
2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article210
2009Hidden liquidity: An analysis of order exposure strategies in electronic stock markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article71
2010Liquidity biases in asset pricing tests In: Journal of Financial Economics.
[Full Text][Citation analysis]		article72
2000Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article35
1995The profitability of technical trading rules in the Asian stock markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article98
1998Market Efficiency and the Returns to Technical Analysis In: Financial Management.
[Citation analysis]		article107
1989RISK PREMIA IN FUTURES AND ASSET MARKETS. In: Columbia - Center for Futures Markets.
[Citation analysis]		paper0
2024Risk Hedging and Loan Covenants In: Management Science.
[Full Text][Citation analysis]		article1
2022Long Run Stock Returns after Corporate Events Revisited In: Critical Finance Review.
[Full Text][Citation analysis]		article1
2009Measuring Abnormal Bond Performance In: The Review of Financial Studies.
[Full Text][Citation analysis]		article182
2015Predictable Corporate Distributions and Stock Returns In: The Review of Financial Studies.
[Full Text][Citation analysis]		article8
2019Characteristic-Based Benchmark Returns and Corporate Events In: The Review of Financial Studies.
[Full Text][Citation analysis]		article15
2020Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange In: The Review of Financial Studies.
[Full Text][Citation analysis]		article8
1992Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article269
1993Return Autocorrelations around Nontrading Days. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article39
1998Trading Costs and Volatility for Technology Stocks In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2013Trading Activity and Transaction Costs in Structured Credit Products In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2018The “Roll Yield” Myth In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2021Chinese and Global ADRs: The US Investor Experience In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2023Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2025How Should Investors’ Long-Term Returns Be Measured? In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2006Gains from Trade under Uncertainty: The Case of Electric Power Markets In: The Journal of Business.
[Full Text][Citation analysis]		article16
1993An empirical analysis of risk premia in futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article11

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