Hendrik Bessembinder : Citation Profile


Are you Hendrik Bessembinder?

Arizona State University

30

H index

36

i10 index

3544

Citations

RESEARCH PRODUCTION:

42

Articles

2

Papers

RESEARCH ACTIVITY:

   34 years (1989 - 2023). See details.
   Cites by year: 104
   Journals where Hendrik Bessembinder has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 15 (0.42 %)

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   Permalink: http://citec.repec.org/pbe151
   Updated: 2024-01-16    RAS profile: 2023-08-04    
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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)

woo, chi-keung (16)

Bartram, Söhnke (15)

Skiadopoulos, George (15)

Zarnikau, Jay (15)

Theissen, Erik (15)

Gündüz, Yalin (12)

Kilian, Lutz (12)

Fuertes, Ana-Maria (12)

Sojli, Elvira (12)

Cites to:

Madhavan, Ananth (11)

Fama, Eugene (11)

Foucault, Thierry (9)

Lee, Charles (9)

French, Kenneth (8)

Ready, Mark (7)

Subrahmanyam, Avanidhar (7)

Viswanathan, S (6)

Easley, David (6)

Amihud, Yakov (6)

Brunnermeier, Markus (5)

Main data


Where Hendrik Bessembinder has published?


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

Recent works citing Hendrik Bessembinder (2024 and 2023)


YearTitle of citing document
2023Are Front-running HFTs Harmful?. (2022). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2211.06046.

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2023High-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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2023Market Making and Pricing of Financial Derivatives based on Road Travel Times. (2023). Kornhauser, Alain ; Wan, KE. In: Papers. RePEc:arx:papers:2305.02523.

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2023Auctioning Corporate Bonds: A Uniform-Price under Investment Mandates. (2023). Zarpala, Labrini. In: Papers. RePEc:arx:papers:2306.07134.

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2023FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. (2023). Adams, Austin ; Wan, Xin ; Milionis, Jason. In: Papers. RePEc:arx:papers:2306.09421.

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2023Investigating Short-Term Dynamics in Green Bond Markets. (2023). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Papers. RePEc:arx:papers:2308.12179.

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2023The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885.

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

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2023Dollar and government bond liquidity: evidence from Korea. (2023). Lee, Jieun. In: BIS Working Papers. RePEc:bis:biswps:1145.

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2023Longitudinal accounting comparability and bond credit spreads: Evidence from China. (2023). Wang, Jianqiong ; Cao, Shijiao. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1953-1981.

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2023Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?. (2023). Kruger, Samuel ; Hirschey, Nicholas ; Griffin, John M. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:887-934.

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2023.

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2023Physical and transition risk premiums in euro area corporate bond markets. (2023). Kapp, Daniel ; Bua, Giovanna ; Bats, Joost. In: Working Papers. RePEc:dnb:dnbwpp:761.

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2023Can the Basis Lead to Arbitrage Profits on the MISO Exchange?. (2023). Jones, Kevin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-1.

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2023How does credit risk affect cost management strategies? Evidence on the initiation of credit default swap and sticky cost behavior. (2023). Yan, Yan ; Huang, Rong ; Dai, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000500.

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2023Short selling, divergence of opinion and volatility in the corporate bond market. (2023). Tian, Xiao ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188922002950.

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2023Impacts of trading restrictions on price volatilities and speculative activities: Evidence from CSI 300 futures. (2023). Zhang, QI ; Chang, Chiu-Lan ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:184-204.

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2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

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2023Lottery preference, short-sale constraint, and the salience effect: Evidence from China. (2023). Zhu, Dongming ; Sun, Peng ; Liu, Chang. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001530.

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2023Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks. (2023). Xu, Liao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002626.

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2023One for the money, two for the show? The number of designated market makers and liquidity. (2023). Westheide, Christian ; Theissen, Erik. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000174.

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2023Joint optimization of sales-mix and generation plan for a large electricity producer. (2023). Ruiz, Carlos ; Falbo, Paolo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000336.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023Revisiting the pricing benchmarks for Asian LNG — An equilibrium analysis. (2023). Luo, Meifeng ; Wu, Shining ; Yang, Dong ; Zhang, Lingge. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222023088.

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2023Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222.

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2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

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2023Financialization and speculators risk premia in commodity futures markets. (2023). Revoredo-Giha, Cesar ; Carter, Colin A. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002077.

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2023Expected long-term rates of return when short-term returns are serially correlated. (2023). Tronnes, Haakon Andreas ; Mork, Knut Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002120.

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2023Stock market reaction to mandatory ESG disclosure. (2023). Zhong, Angel ; Hu, Xiaolu ; Wang, Jiazhen. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005797.

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2023Stock illiquidity and option returns. (2023). Uhrig-Homburg, Marliese ; Korn, Olaf ; Kanne, Stefan. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000556.

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2023ETF ownership and firm-specific information in corporate bond returns. (2023). Mason, Joseph R ; Rhodes, Meredith E. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000623.

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2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

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2023The effect of tick size on managerial learning from stock prices. (2023). Zhu, Wei ; Zheng, Miles Y ; Ye, Mao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000386.

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2023Fixed income conference calls. (2023). Zhu, Zhiwei ; Xu, DA ; Shohfi, Thomas ; de Franco, Gus. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000416.

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2023The effect of bond market transparency on bank loan contracting. (2023). Kyung, Hoyoun ; Chy, Mahfuz. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000593.

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2023Retail bond investors and credit ratings. (2023). Watts, Edward M ; Li, Jiacui ; Dehaan, ED. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410123000113.

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2023Stock liquidity and algorithmic market making during the COVID-19 crisis. (2023). Pascual, Roberto ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000152.

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2023Internal risk limits of dealers and corporate bond market making. (2023). Wang, KE ; McArthur, David C ; Anderson, Christopher S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002333.

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2023The Pricing of Skewness Over Different Return Horizons. (2023). Arisoy, Eser Y ; Aretz, Kevin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200293x.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2023Anticipating jumps: Decomposition of straddle price. (2023). Vasquez, Aurelio ; Gan, Quan ; Chen, Bei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003351.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x.

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2023Downside variance premium, firm fundamentals, and expected corporate bond returns. (2023). Li, Junye ; Jiang, Liang ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001516.

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2023Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle. (2023). Rodriguez, Ivan M ; Prakash, Arun ; Lawrence, Edward R ; Kumar, Rajnish. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001747.

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2023Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954.

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2023Industry momentum in Latin America. (2023). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000693.

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2023Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis. (2023). Shust, Efrat ; Abudy, Menachem. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000613.

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2023Refusing the best price?. (2023). Zheng, Miles ; Ye, Mao ; Li, Sida. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:317-337.

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2023Fire sale risk and expected stock returns. (2023). Kim, Min S ; Aragon, George O. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:578-609.

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2023Volatility in US dairy futures markets. (2023). Yu, Linda ; Tse, Yiuman ; Jump, Jeff ; Fan, Zaifeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000666.

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2023Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

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2023Trading time seasonality in electricity futures. (2023). Ewald, Christian-Oliver ; Haugom, Erik ; Lien, Gudbrand ; Stordal, Stle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000484.

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2023Information and communication technologies development and the resource curse. (2023). Saydaliev, Hayot Berk ; Taghizadeh-Hesary, Farhad ; Shi, Fanglan ; Chang, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005669.

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2023Diminishing treasury convenience premiums: Effects of dealers’ excess demand and balance sheet constraints. (2023). Sundaresan, Suresh ; Klingler, Sven. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:55-69.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

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2023Do M&A funds create value in Chinese listed firms?. (2023). Ma, Lina ; Guo, Feng ; Huang, Ying Sophie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001014.

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2023Mispricing and anomalies in China. (2023). Zhen, Hongxian ; Xia, YU ; Wang, Haomiao ; Shi, Yongdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x2300104x.

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2023The revolving door of former civil servants and firm value: A comprehensive approach. (2023). Michelson, Noam. In: European Journal of Political Economy. RePEc:eee:poleco:v:79:y:2023:i:c:s0176268023000654.

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2023Performance effects of sell-offs and the role of sell-off experience. (2023). Schiereck, Dirk ; Koenigsmarck, Markus ; Kiesel, Florian ; Erl, Ludwig. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:244-257.

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2023Outliers and momentum in the corporate bond market. (2023). Galvani, Valentina ; Li, Lifang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:135-148.

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2023Machine learning assessment under the development of green technology innovation: A perspective of energy transition. (2023). Aliyeva, Alina ; Zhong, Kaiyang ; Zou, Wandan ; Chen, Wei. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:65-73.

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2023Studying the green economic growth with clean energy and green finance: The role of financial policy. (2023). Li, Ran ; Zhao, TI ; Liu, Xiaoyu. In: Renewable Energy. RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008777.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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2023An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520.

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2023Risk Management in Electricity Markets: Dominant Topics and Research Trends. (2023). Velasquez, Juan D ; Londoo, Adriana A. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:116-:d:1176522.

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2023.

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2023Optimal Tick Size. (2023). Rindi, Barbara ; Graziani, Giuliano. In: Working Papers. RePEc:igi:igierp:688.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Implied Volatility Changes and Corporate Bond Returns. (2023). Zhan, Xintong ; Xiao, Xiao ; Goyal, Amit ; Cao, Jie. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1375-1397.

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2023The Real Effects of Implicit Government Guarantee: Evidence from Chinese State-Owned Enterprise Defaults. (2023). Zhang, Zilong ; Wang, Wei ; Jin, Shuang. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:6:p:3650-3674.

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2023Tick Size, Trading Strategies, and Market Quality. (2023). Wen, Yuanji ; Buti, Sabrina ; Rindi, Barbara ; Werner, Ingrid M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3818-3837.

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2023Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes. (2023). Noorani, Idin ; Mehrdoust, Farshid. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10232-4.

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2023Calibration of Storage Model by Multi-Stage Statistical and Machine Learning Methods. (2023). Assa, Hirbod ; Karimi, Nader ; Adibi, Hojatollah ; Salavati, Erfan. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10304-z.

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2023How does green economic recovery impact social and financial performance?. (2023). Yang, Jiayu ; Jiang, Hong ; Guan, Weimin ; Sun, Yunpeng. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09453-w.

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2023Impact of digitization on green economic recovery: an empirical evidence from China. (2023). Cai, Shuang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-022-09473-6.

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2023The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2.

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2023Employing gain-sharing regulation to promote forward contracting in the electricity sector. (2023). Sappington, David ; Brown, David. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:63:y:2023:i:1:d:10.1007_s11149-022-09456-5.

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2023Trade-time clustering. (2023). Sun, Wei ; Jain, Pankaj K ; Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-023-01125-8.

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2023Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4.

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2023Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342..

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

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2023Event studies in international finance research. (2023). Sy, Oumar ; Mansi, Sattar A ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00534-6.

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2023Impact of corporate hedging practices on firms value: An empirical evidence from Indian MNCs. (2023). Kumar, Shailendra ; Das, Jyoti Prakash. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:2:d:10.1057_s41283-023-00115-3.

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2023Impact of futures’ trader types on stock market quality: evidence from Taiwan. (2023). Lai, Ya-Wen. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09612-9.

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2023Trust, social capital, and the bond market benefits of ESG performance. (2023). Servaes, Henri ; Tamayo, Ane ; Lins, Karl V ; Amiraslani, Hami. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:2:d:10.1007_s11142-021-09646-0.

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2023Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324.

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2023Why is water illiquid?: The NQH2O water index futures. (2023). Wang, Xiaoyang. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:45:y:2023:i:1:p:602-621.

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2023The order flow cost of index rolling in commodity futures markets. (2023). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:45:y:2023:i:2:p:1025-1050.

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2023STORABLE GOOD MARKET WITH INTERTEMPORAL COST VARIATIONS. (2023). Fiocco, Raffaele ; ANTONIOU, FABIO. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:1:p:361-385.

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2023A span of continuous trades and liquidity dynamics in foreign exchange markets. (2023). Chang, Ming Jen ; Chen, Shikuan ; Chien, Chihchung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:144-168.

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2023Bayesian non?linear quantile effects on modelling realized kernels. (2023). Asai, Manabu ; Dong, Manh Cuong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:981-995.

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2023Effects of nondiscretionary trading on futures prices. (2023). Whaley, Robert E ; O'Neill, Michael J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:33-68.

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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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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.
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article80
2008Comments In: Journal of Economic Perspectives.
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article0
1992 Futures-Trading Activity and Stock Price Volatility. In: Journal of Finance.
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article135
1995 Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure. In: Journal of Finance.
[Full Text][Citation analysis]
article152
2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets In: Journal of Finance.
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article309
2013Noisy Prices and Inference Regarding Returns In: Journal of Finance.
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article73
2015Market Making Contracts, Firm Value, and the IPO Decision In: Journal of Finance.
[Full Text][Citation analysis]
article20
2018Capital Commitment and Illiquidity in Corporate Bonds In: Journal of Finance.
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article80
1991Forward Contracts and Firm Value: Investment Incentive and Contracting Effects In: Journal of Financial and Quantitative Analysis.
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article143
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: 143
paper
1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets In: Journal of Financial and Quantitative Analysis.
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article273
1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks In: Journal of Financial and Quantitative Analysis.
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article125
1999Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison In: Journal of Financial and Quantitative Analysis.
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article97
2003Trade Execution Costs and Market Quality after Decimalization In: Journal of Financial and Quantitative Analysis.
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article184
2020A Survey of the Microstructure of Fixed-Income Markets In: Journal of Financial and Quantitative Analysis.
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article18
2003Issues in assessing trade execution costs In: Journal of Financial Markets.
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article113
2013Firm characteristics and long-run stock returns after corporate events In: Journal of Financial Economics.
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article40
2016Liquidity, resiliency and market quality around predictable trades: Theory and evidence In: Journal of Financial Economics.
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article30
2018Do stocks outperform Treasury bills? In: Journal of Financial Economics.
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article34
2022Overallocation and secondary market outcomes in corporate bond offerings In: Journal of Financial Economics.
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article0
2023Mutual fund performance at long horizons In: Journal of Financial Economics.
[Full Text][Citation analysis]
article0
1992Time-varying risk premia and forecastable returns in futures markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article129
1994Bid-ask spreads in the interbank foreign exchange markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article106
1996An empirical examination of information, differences of opinion, and trading activity In: Journal of Financial Economics.
[Full Text][Citation analysis]
article111
1997The degree of price resolution and equity trading costs In: Journal of Financial Economics.
[Full Text][Citation analysis]
article30
1997A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks In: Journal of Financial Economics.
[Full Text][Citation analysis]
article104
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.
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article59
2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds In: Journal of Financial Economics.
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article190
2009Hidden liquidity: An analysis of order exposure strategies in electronic stock markets In: Journal of Financial Economics.
[Full Text][Citation analysis]
article68
2010Liquidity biases in asset pricing tests In: Journal of Financial Economics.
[Full Text][Citation analysis]
article66
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]
article95
1998Market Efficiency and the Returns to Technical Analysis In: Financial Management.
[Citation analysis]
article100
1989RISK PREMIA IN FUTURES AND ASSET MARKETS. In: Columbia - Center for Futures Markets.
[Citation analysis]
paper0
2022Long Run Stock Returns after Corporate Events Revisited In: Critical Finance Review.
[Full Text][Citation analysis]
article1
2009Measuring Abnormal Bond Performance In: Review of Financial Studies.
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article163
2015Predictable Corporate Distributions and Stock Returns In: Review of Financial Studies.
[Full Text][Citation analysis]
article7
2019Characteristic-Based Benchmark Returns and Corporate Events In: Review of Financial Studies.
[Full Text][Citation analysis]
article12
2020Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange In: Review of Financial Studies.
[Full Text][Citation analysis]
article6
1992Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets. In: Review of Financial Studies.
[Full Text][Citation analysis]
article251
1993Return Autocorrelations around Nontrading Days. In: Review of Financial Studies.
[Full Text][Citation analysis]
article37
2006Gains from Trade under Uncertainty: The Case of Electric Power Markets In: The Journal of Business.
[Full Text][Citation analysis]
article14
1993An empirical analysis of risk premia in futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team