Hendrik Bessembinder : Citation Profile

Arizona State University

31

H index

36

i10 index

3736

Citations

RESEARCH PRODUCTION:

48

Articles

2

Papers

RESEARCH ACTIVITY:

   35 years (1989 - 2024). See details.
   Cites by year: 106
   Journals where Hendrik Bessembinder has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 15 (0.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe151
   Updated: 2025-04-12    RAS profile: 2024-11-06    
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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)

Bartram, Söhnke (15)

Skiadopoulos, George (15)

Schuerhoff, Norman (14)

Gündüz, Yalin (13)

Pelizzon, Loriana (12)

Sojli, Elvira (12)

Cites to:

Fama, Eugene (11)

Madhavan, Ananth (11)

Foucault, Thierry (9)

Lee, Charles (9)

French, Kenneth (8)

Ready, Mark (7)

Subrahmanyam, Avanidhar (7)

Amihud, Yakov (6)

Viswanathan, S (6)

Easley, David (6)

Kandel, Eugene (5)

Main data

Production by document typepaperarticle198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 31Most cited documents1234567891011121314151617181920212223242526272829303132330200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402040h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Hendrik Bessembinder has published?

Journals with more than one article published# docs
Journal of Financial Economics15
The Review of Financial Studies6
Journal of Finance6
Journal of Financial and Quantitative Analysis6
Financial Analysts Journal5
Journal of Economic Perspectives2

Recent works citing Hendrik Bessembinder (2025 and 2024)

Year  ↓Title of citing document  ↓
2024High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985.

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024Quantifying Price Improvement in Order Flow Auctions. (2024). Moallemi, Ciamac C ; Wan, Xin ; 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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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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2025Crisis facilities as a source of public information. (2025). Ergun, Lerby. In: Staff Analytical Notes. RePEc:bca:bocsan:25-7.

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2024.

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2024.

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2024.

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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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2024.

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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 ; Maharjan, Johan ; Huang, Sheng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000245.

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

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2024Systematic staleness. (2024). Reno, Roberto ; Pirino, Davide ; Bandi, Federico M. 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). Salam, Mehmet ; Ait-Sahalia, Yacine. 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). Sohn, Wook ; Jombo, Wytone ; Vyshnevskyi, Iegor. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165.

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

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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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2024Network infrastructure and corporate environmental performance: Empirical evidence from “Broadband China”. (2024). Miao, Miao ; Wang, Xiaodong ; He, Wenjian. 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). Saguan, Marcelo ; Quemin, Simon ; Petitet, Marie ; Lebeau, Alexis. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001269.

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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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2024Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. 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). Tu, Qiao ; Switzer, Lorne N. 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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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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2024Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. (2024). Zhou, Jiayu ; Lin, Tse-Chun ; Deng, Mengdie. 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). Wu, DI ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. 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 ; Kappou, Konstantina ; Zhang, YU. 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). Wohl, Avi ; Steinberg, Nadav. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000141.

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

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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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2024Whatever it takes? Market maker of last resort and its fragility. (2024). Choi, Dong Beom ; Yorulmazer, Tanju. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000457.

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2024Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Janzen, Joseph P ; Serra, Teresa ; Yamamoto, Shuhei. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283.

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2024RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Li, Donghui ; Han, Liyan ; Ding, Wenjie ; Qiao, Tongshuai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111.

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2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Transparency in the equity market: Evidence from a natural experiment. (2024). Serrano, Alejandro ; Chiou, Wan-Jiun Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368.

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2024Realized volatility, price informativeness, and tick size: A market microstructure approach. (2024). Yamamoto, Ryuichi ; Xiao, Xijuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:410-426.

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2024Do corporate hedge theories explain the natural hedge strategies of firms? A meta-analytic review. (2024). Rajendran, Madhumathi ; Saharan, Anureet. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003381.

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2024Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666.

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2025Enterprise value and risk taking in the banking industry: Cooperatives vs. corporations. (2025). Lazzari, Valter ; Vena, Luigi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s027553192400415x.

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2024Risk mitigation strategies in urban investment bonds: Insights from local government implicit debt governance. (2024). Zhao, Zhongchao ; Sha, Yifan ; Ding, Lili ; Wang, Lei. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:607-618.

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2025All-to-All Trading in the U.S. Treasury Market. (2025). Vega, Clara ; Fleming, Michael ; Windover, Carolyn ; Golay, Ellen Correia ; Chaboud, Alain P ; Lee, Kyle ; Keane, Frank M ; Schwarz, Krista B ; Huh, Yesol ; Cox, Caren. In: Economic Policy Review. RePEc:fip:fednep:99623.

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2024Inventory, Market Making, and Liquidity in OTC Markets. (2024). Weill, Pierre-Olivier ; Lester, Benjamin ; Kargar, Mahyar ; Cohen, Assa. In: Working Papers. RePEc:fip:fedpwp:99245.

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2025Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648.

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2025Private and Collective Direct Investments in Popular Shares of Russian Companies. (2025). Kosyrev, Andrey G ; Abramov, Alexander E ; Chernova, Maria I. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250101:p:8-26.

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2024Inherent Risk Analysis of Power Supply Management: Case of Belize’s System Operator and Third-Party Actors. (2024). McLellan, Benjamin Craig ; Usher, Khadija Sherece. In: Energies. RePEc:gam:jeners:v:18:y:2024:i:1:p:49-:d:1554207.

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2025A Hybrid Methodology Using Machine Learning Techniques and Feature Engineering Applied to Time Series for Medium- and Long-Term Energy Market Price Forecasting. (2025). Monteiro, Flvia Pessoa ; Rodrigues, Carlos ; Reis, Josivan ; Bezerra, Ubiratan ; Tostes, Maria Emlia. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:6:p:1387-:d:1610009.

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2024Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons. (2024). Levy, Haim. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:44-:d:1348475.

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2024New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411.

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2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

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2024Realized higher moments and trading activity. (2024). Yuan, Shu-Fang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01227-3.

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2025Nonlinear structural estimation of corporate bond liquidity. (2025). Zhou, Xinyue ; Gonzalez, Diego Leal ; Stanhouse, Bryan ; Stock, Duane. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01323-y.

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

Works by Hendrik Bessembinder:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		article154
2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets In: Journal of Finance.
[Full Text][Citation analysis]		article321
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]		article21
2018Capital Commitment and Illiquidity in Corporate Bonds In: Journal of Finance.
[Full Text][Citation analysis]		article97
1991Forward Contracts and Firm Value: Investment Incentive and Contracting Effects In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article152
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: 152		paper
1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article284
1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article131
1999Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison In: Journal of Financial and Quantitative Analysis.
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