31
H index
36
i10 index
3743
Citations
Arizona State University | 31 H index 36 i10 index 3743 Citations RESEARCH PRODUCTION: 48 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Economics | 15 |
Journal of Financial and Quantitative Analysis | 6 |
The Review of Financial Studies | 6 |
Journal of Finance | 6 |
Financial Analysts Journal | 5 |
Journal of Economic Perspectives | 2 |
Year | Title of citing document | |
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2025 | The Support and Resistance Line Method: An Analysis via Optimal Stopping. (2025). Henderson, Vicky ; Jacka, Saul ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:2103.02331. Full description at Econpapers || Download paper | |
2024 | The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper. (2024). Xu, Ziyi ; Cheng, Xue. In: Papers. RePEc:arx:papers:2304.13985. Full description at Econpapers || Download paper | |
2024 | Discretization 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. Full description at Econpapers || Download paper | |
2024 | Exploring 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. Full description at Econpapers || Download paper | |
2024 | Quantifying Price Improvement in Order Flow Auctions. (2024). Wan, Xin ; Moallemi, Ciamac C ; Bachu, Brad. In: Papers. RePEc:arx:papers:2405.00537. Full description at Econpapers || Download paper | |
2024 | Non cooperative Liquidity Games and their application to bond market trading. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02865. Full description at Econpapers || Download paper | |
2024 | Predicting 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. Full description at Econpapers || Download paper | |
2025 | The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549. Full description at Econpapers || Download paper | |
2025 | Crisis facilities as a source of public information. (2025). Ergun, Lerby. In: Staff Analytical Notes. RePEc:bca:bocsan:25-7. Full description at Econpapers || Download paper | |
2024 | Investor 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. Full description at Econpapers || Download paper | |
2024 | Unraveling 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. Full description at Econpapers || Download paper | |
2024 | Leverage 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. Full description at Econpapers || Download paper | |
2024 | Dissecting 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. Full description at Econpapers || Download paper | |
2024 | Secret Bilateral Forward Contracting. (2024). van Moer, Geert. In: Journal of Industrial Economics. RePEc:bla:jindec:v:72:y:2024:i:2:p:807-847. Full description at Econpapers || Download paper | |
2024 | Earnings 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. Full description at Econpapers || Download paper | |
2024 | Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405. Full description at Econpapers || Download paper | |
2024 | Whose asset sales matter?. (2024). Bidder, Rhys ; Silvestri, Laura ; Coen, Jamie ; Lepore, Caterina. In: Bank of England working papers. RePEc:boe:boeewp:1088. Full description at Econpapers || Download paper | |
2024 | Exchanges 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. Full description at Econpapers || Download paper | |
2024 | Physical 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. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Partisan 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. Full description at Econpapers || Download paper | |
2024 | Liquid 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. Full description at Econpapers || Download paper | |
2024 | Competition 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. Full description at Econpapers || Download paper | |
2024 | Option 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. Full description at Econpapers || Download paper | |
2024 | Hard 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. Full description at Econpapers || Download paper | |
2024 | Systematic staleness. (2024). Reno, Roberto ; Bandi, Federico M ; Pirino, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385. Full description at Econpapers || Download paper | |
2024 | High 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. Full description at Econpapers || Download paper | |
2024 | Designing 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. Full description at Econpapers || Download paper | |
2025 | The 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Tail 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. Full description at Econpapers || Download paper | |
2024 | CEO 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Inverted 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. Full description at Econpapers || Download paper | |
2024 | Network 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. Full description at Econpapers || Download paper | |
2024 | Long-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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Stock 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. Full description at Econpapers || Download paper | |
2024 | Energy 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. Full description at Econpapers || Download paper | |
2024 | Informed 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Effects of incomplete information on risk management. (2024). Kim, Hwa-Sung. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004665. Full description at Econpapers || Download paper | |
2024 | Reversal 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | California carbon allowance futures. (2024). Zhai, Jia ; Shi, Shimeng. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012947. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Corporate bond price reversals. (2024). Ivashchenko, Alexey. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782. Full description at Econpapers || Download paper | |
2024 | Extreme 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. Full description at Econpapers || Download paper | |
2024 | Hedging 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. Full description at Econpapers || Download paper | |
2024 | Investor 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. Full description at Econpapers || Download paper | |
2024 | Credit 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. Full description at Econpapers || Download paper | |
2024 | New 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. Full description at Econpapers || Download paper | |
2024 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2024 | Trading ahead of treasury auctions. (2024). Sigaux, Jean-David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002236. Full description at Econpapers || Download paper | |
2024 | Market 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Price 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. Full description at Econpapers || Download paper | |
2024 | When 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Efficient 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. Full description at Econpapers || Download paper | |
2024 | Whatever 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. Full description at Econpapers || Download paper | |
2024 | Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Yamamoto, Shuhei ; Janzen, Joseph P ; Serra, Teresa. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283. Full description at Econpapers || Download paper | |
2024 | RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111. Full description at Econpapers || Download paper | |
2024 | Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Conlon, Thomas ; cotter, john. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685. Full description at Econpapers || Download paper | |
2024 | Measuring 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. Full description at Econpapers || Download paper | |
2024 | Efficiency and sustainability of bond market: Evidence from aftermarket trading of US corporate bond offerings. (2024). Yang, Lisa ; Goh, Jeremy C. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001367. Full description at Econpapers || Download paper | |
2024 | Misreaction, 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. Full description at Econpapers || Download paper | |
2024 | On 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. Full description at Econpapers || Download paper | |
2024 | Transparency in the equity market: Evidence from a natural experiment. (2024). Chiou, Wan-Jiun Paul ; Serrano, Alejandro. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368. Full description at Econpapers || Download paper | |
2024 | Realized volatility, price informativeness, and tick size: A market microstructure approach. (2024). Xiao, Xijuan ; Yamamoto, Ryuichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:410-426. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Information warfare: Analyzing COVID-19 news and its economic fallout in the US. (2024). Tanin, Tauhidul ; Kumar, Satish ; Das, Narasingha ; Gangopadhyay, Partha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001363. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2025 | Enterprise 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. Full description at Econpapers || Download paper | |
2024 | Risk 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. Full description at Econpapers || Download paper | |
2024 | What Fuels the Volatility of Electricity Prices?. (2024). Saretto, Alessio ; Shcherbakova, Anastasia ; Lin, Jeremy. In: Working Papers. RePEc:fip:feddwp:98977. Full description at Econpapers || Download paper | |
2025 | All-to-All Trading in the U.S. Treasury Market. (2025). Vega, Clara ; Fleming, Michael ; Huh, Yesol ; Cox, Caren ; Windover, Carolyn ; Golay, Ellen Correia ; Chaboud, Alain P ; Lee, Kyle ; Keane, Frank M ; Schwarz, Krista B. In: Economic Policy Review. RePEc:fip:fednep:99623. Full description at Econpapers || Download paper | |
2024 | Inventory, Market Making, and Liquidity in OTC Markets. (2024). Weill, Pierre-Olivier ; Lester, Benjamin ; Kargar, Mahyar ; Cohen, Assa. In: Working Papers. RePEc:fip:fedpwp:99245. Full description at Econpapers || Download paper | |
2025 | Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648. Full description at Econpapers || Download paper | |
2025 | Private and Collective Direct Investments in Popular Shares of Russian Companies. (2025). Chernova, Maria ; Kosyrev, Andrey G ; Abramov, Alexander E. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250101:p:8-26. Full description at Econpapers || Download paper | |
2024 | Performance of Commodity Futures-Based Dynamic Portfolios. (2024). Adhikari, Ramesh. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:3:p:21-388:d:1480814. Full description at Econpapers || Download paper | |
2024 | Price Risk Exposure of Small Participants in Liberalized Multi-National Power Markets: A Case Study on the Belize–Mexico Interconnection. (2024). Usher, Khadija Sherece ; McLellan, Benjamin Craig. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3464-:d:1434903. Full description at Econpapers || Download paper | |
2024 | Inherent 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. Full description at Econpapers || Download paper | |
2025 | A 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. Full description at Econpapers || Download paper | |
2024 | Mastery of “Monthly Effects”: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period. (2024). Chen, Yuhsin ; Ni, Yensen ; Huang, Paoyu ; Day, Min-Yuh ; Chiu, Chien-Liang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:2:p:356-:d:1324159. Full description at Econpapers || Download paper | |
2024 | Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons. (2024). Levy, Moshe. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:44-:d:1348475. Full description at Econpapers || Download paper | |
2024 | Foreign Exchange Futures Trading and Spot Market Volatility in Thailand. (2024). Jongadsayakul, Woradee. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:7:p:107-:d:1422966. Full description at Econpapers || Download paper | |
2024 | New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411. Full description at Econpapers || Download paper | |
2024 | MODELING 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. Full description at Econpapers || Download paper | |
2024 | The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality. (2024). Pullaykkodi, Sreekha ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09424-9. Full description at Econpapers || Download paper | |
2024 | High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets. (2024). Fernndez-Gmez, Manuel A ; Salas, Mara Beln ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10502-3. Full description at Econpapers || Download paper | |
2024 | Forced consolidation. (2024). Weaver, Daniel G ; Pomeranets, Anna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01209-5. Full description at Econpapers || Download paper | |
2024 | Realized 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. Full description at Econpapers || Download paper | |
2024 | Machine learning and trade direction classification: insights from the corporate bond market. (2024). Ronen, Tavy ; Nam, Seunghan ; Fedenia, Mark. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01252-w. Full description at Econpapers || Download paper | |
2025 | Nonlinear 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2008 | Markets: Transparency and the Corporate Bond Market In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 85 |
2008 | Comments In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 0 |
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1995 | Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure. In: Journal of Finance. [Full Text][Citation analysis] | article | 155 |
2002 | Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 321 |
2013 | Noisy Prices and Inference Regarding Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 77 |
2015 | Market Making Contracts, Firm Value, and the IPO Decision In: Journal of Finance. [Full Text][Citation analysis] | article | 21 |
2018 | Capital Commitment and Illiquidity in Corporate Bonds In: Journal of Finance. [Full Text][Citation analysis] | article | 97 |
1991 | Forward Contracts and Firm Value: Investment Incentive and Contracting Effects In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 153 |
1989 | FORWARD 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: 153 | paper | |
1993 | Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 284 |
1997 | A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 131 |
1999 | Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 101 |
2003 | Trade Execution Costs and Market Quality after Decimalization In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 199 |
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2023 | Mutual fund performance at long horizons In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 2 |
1992 | Time-varying risk premia and forecastable returns in futures markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 130 |
1994 | Bid-ask spreads in the interbank foreign exchange markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 104 |
1996 | An empirical examination of information, differences of opinion, and trading activity In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 115 |
1997 | The degree of price resolution and equity trading costs In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 31 |
1997 | A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 107 |
2003 | Quote-based competition and trade execution costs in NYSE-listed stocks In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 43 |
2004 | Does an electronic stock exchange need an upstairs market? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 61 |
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2009 | Hidden liquidity: An analysis of order exposure strategies in electronic stock markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 70 |
2010 | Liquidity biases in asset pricing tests In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 69 |
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2022 | Long Run Stock Returns after Corporate Events Revisited In: Critical Finance Review. [Full Text][Citation analysis] | article | 1 |
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2021 | Chinese and Global ADRs: The US Investor Experience In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
2023 | Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks In: Financial Analysts Journal. [Full Text][Citation analysis] | article | 0 |
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