Hendrik Bessembinder : Citation Profile

Are you Hendrik Bessembinder?

Arizona State University

30

H index

36

i10 index

3521

Citations

RESEARCH PRODUCTION:

42

Articles

2

Papers

RESEARCH ACTIVITY:

   34 years (1989 - 2023). See details.
   Cites by year: 103
   Journals where Hendrik Bessembinder has often published
   Relations with other researchers
   Recent citing documents: 255.    Total self citations: 15 (0.42 %)

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   Permalink: http://citec.repec.org/pbe151
   Updated: 2023-11-04    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)

Zarnikau, Jay (15)

Skiadopoulos, George (15)

Theissen, Erik (15)

Sojli, Elvira (12)

Pelizzon, Loriana (12)

Kilian, Lutz (12)

Gündüz, Yalin (12)

Cites to:

Fama, Eugene (11)

Madhavan, Ananth (11)

Lee, Charles (9)

Foucault, Thierry (9)

French, Kenneth (8)

Subrahmanyam, Avanidhar (7)

Ready, Mark (7)

Amihud, Yakov (6)

Easley, David (6)

Viswanathan, S (6)

Stambaugh, Robert (5)

Main data

Where Hendrik Bessembinder has published?

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

Recent works citing Hendrik Bessembinder (2023 and 2022)

YearTitle of citing document
2022Investor-Driven Corporate Finance: Evidence from Insurance Markets. (2022). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:144.

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2022The DONUT Approach to EnsembleCombination Forecasting. (2022). Krange, Kjartan ; Ankile, Lars Lien. In: Papers. RePEc:arx:papers:2201.00426.

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2022New volatility evolution model after extreme events. (2022). Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling ; Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong. In: Papers. RePEc:arx:papers:2201.03213.

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2022On the Dynamics of Solid, Liquid and Digital Gold Futures. (2022). Matsui, Toshiko ; Knottenbelt, William J ; Al-Ali, Ali. In: Papers. RePEc:arx:papers:2202.09845.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO. (2022). Zhang, Xinwen ; Xiang, YI ; Weng, Jiacheng ; Fang, Jin. In: Papers. RePEc:arx:papers:2206.10736.

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2022Pricing Stocks with Trading Volumes. (2022). Zhang, Ran ; Lu, Yang ; Li, Yutian ; Duan, Ben. In: Papers. RePEc:arx:papers:2208.12067.

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2022Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns. (2022). Satchell, Stephen ; Peat, Maurice ; Bradrania, Reza M. In: Papers. RePEc:arx:papers:2211.04695.

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

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2022Order routing and market quality: Who benefits from internalisation?. (2022). Danilova, Alaina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:2212.07827.

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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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2022Lending Relationships and Currency Hedging. (2022). Araujo, Gustavo ; Oliveira, Raquel F ; Schiozer, Rafael ; Leo, Sergio . In: Working Papers Series. RePEc:bcb:wpaper:565.

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2022ASX small firm/microcap listings: the IPO ‘Pop’ and two decades of subsequent returns. (2022). Purchase, Sharon ; Marsh, Terry ; Gilbey, Kylie. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3285-3318.

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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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2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

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2022Industry tournament incentives and corporate hedging policies. (2022). Tuncez, Ahmet M ; Nart, Ahmet ; Lonare, Gunratan. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:399-453.

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2022The dark side of IPOs: Examining where and who trades in the IPO secondary market. (2022). van Ness, Robert ; Cox, Justin. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1091-1126.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2022Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94.

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2022Chasing dividends during the COVID?19 pandemic. (2022). Weisskopf, Jeanphilippe ; Isakov, Duan ; Ducret, Romain ; Eugster, Nicolas. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:335-345.

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2022Financial investments and commodity prices. (2022). Xu, David Xiaoyu ; Qiu, Zhigang ; Liu, Peng. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:637-661.

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2022Equity analysts recommendation revisions and corporate bond price reactions. (2022). Do, Viet ; Wei, Xiaoting. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:669-687.

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2022Credit rating agencies, information asymmetry and US bond liquidity. (2022). Salvade, Federica ; Raimbourg, Philippe ; Lovo, Stefano. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1863-1896.

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2022Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74.

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2022Clients Connections: Measuring the Role of Private Information in Decentralized Markets. (2022). Pinter, Gabor ; Kondor, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:505-544.

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2022Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?. (2022). Lewis, Ryan ; Franks, Julian ; Demiroglu, Cem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1179-1218.

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2022Liquidity Fluctuations in Over?the?Counter Markets. (2022). Maurin, Vincent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1325-1369.

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2022Debt Refinancing and Equity Returns. (2022). Wagner, Christian ; Nagler, Florian ; Friewald, Nils. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2287-2329.

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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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2022Preopening price indications and market quality: Evidence from NYSE Rule 48. (2022). Kim, Youngsoo ; Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:205-228.

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2022Permanent private equity: Market performance and transactions. (2022). McCourt, Maurice. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:339-383.

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2022How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297.

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2022Integration of long? and short?term contracts in a market for capacity. (2022). Jackson, Peter L ; Sapra, Amar. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:7:p:2872-2890.

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2022Competitive trading in forward and spot markets under yield uncertainty. (2022). Wu, Xiaole ; Wang, Derui ; Shao, Lusheng. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:9:p:3400-3418.

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2022Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0895.

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2022Size discount and size penalty: trading costs in bond markets. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0970.

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2022Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974.

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2022A structural model of liquidity in over?the?counter markets. (2022). Coen, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0979.

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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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2022COVID-19 and firm value drivers in the tourism industry. (2022). Heo, Cindy Yoonjoung ; Poretti, Cedric. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000846.

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2022New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620.

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2022Unique bidder-target relatedness and synergies creation in mergers and acquisitions. (2022). Wei, Fengrong ; Shu, Tao ; Lu, Zhongjin ; Liu, Tingting. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000396.

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2022The sovereign wealth funds risk premium: Evidence from the cost of debt financing. (2022). Ouni, Zeineb ; Ghouma, Hatem H. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922000980.

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2022CEO overconfidence and bondholder wealth effects: Evidence from mergers and acquisitions. (2022). Nie, Wei-Ying ; Ho, Po-Hsin ; Chen, Sheng-Syan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001213.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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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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2022Board attributes, hedging activities and exchange rate risk: Multi-country firm-level evidence. (2022). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000463.

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2022Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560.

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2022The market value effect of digital mergers and acquisitions: Evidence from China. (2022). Jiang, Dianchun ; Fang, Senhui ; Tang, Haodan. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002462.

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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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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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2022Financial hedging in two-stage sustainable commodity supply chains. (2022). Wang, Moran ; Guo, Xiaolong. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:803-818.

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2022Low liquidity beta anomaly in China. (2022). Li, Youwei ; Vigne, Samuel A ; Han, Xing ; Frommel, Michael. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000406.

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2022Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market. (2022). Rubesam, Alexandre. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2022Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38.

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2022The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland. (2022). Caporin, Massimiliano ; Fontini, Fulvio ; Bonaldo, Cinzia. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001529.

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2022An integrated theory of dispatch and hedging in wholesale electric power markets. (2022). Hesamzadeh, Mohammad Reza ; Biggar, Darryl R. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002225.

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2022Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151.

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2022Procurement auctions for regulated retail service contracts in restructured electricity markets. (2022). , Derek ; Eckert, Andrew ; Brown, David P. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005163.

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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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2022Decision strategies in sequential power markets with renewable energy. (2022). Ketter, Wolfgang ; Huisman, Ronald ; Koolen, Derck. In: Energy Policy. RePEc:eee:enepol:v:167:y:2022:i:c:s0301421522002506.

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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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2022Timing of tick size reduction: Threshold and smooth transition model analysis. (2022). Tabata, Tomoaki ; Maruyama, Hiroyuki. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002233.

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2022From upstairs to downstairs trading: Evidence from a highly segmented market. (2022). Wagner, Moritz ; Hong, Sanghyun ; Biakowski, Jdrzej. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004839.

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2022Do IPOs outperform Treasury bills?. (2022). Pan, Ming-Shiun ; Liano, Kartono ; Huang, Gow-Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005481.

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2022Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models. (2022). Peng, Zhe ; Chen, Haicui ; Zhang, Chuanhai. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000903.

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2022Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications. (2022). Altman, Edward ; Yu, Jing ; Hu, Xiaolu. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004457.

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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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2022Inferring trade directions in fast markets. (2022). Jurkatis, Simon. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000173.

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2022Are retail investors less aggressive on small price stocks?. (2022). Roger, Tristan ; Metais, Carole . In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000604.

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2022Standardization, transparency initiatives, and liquidity in the CDS market. (2022). Daures-Lescourret, Laurence ; Fulop, Andras. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000106.

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2022Trading costs of private debt. (2022). Mahlmann, Thomas ; Kessler, Andreas. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000264.

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2022Investor short-termism and real investment. (2022). van Dijk, Mathijs A ; Subrahmanyam, Avanidhar ; Rosch, Dominik M. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000276.

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2022Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds. (2022). Wang, KE ; Kalimipalli, Madhu ; Huang, Alan Guoming ; Han, Song. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000379.

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2022Jump and volatility risk in the cross-section of corporate bond returns. (2022). Wu, Chunchi ; Wang, Junbo ; Chen, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s138641812200026x.

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2022The visible hand: benchmarks, regulation, and liquidity. (2022). Steffen, Tom ; Mollica, Vito ; Ibikunle, Gbenga ; Aquilina, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000271.

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2022Back to the futures: When short selling is banned. (2022). Strong, Cuyler ; Shimizu, Yoshiki ; Jiang, George J. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000283.

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2022Hidden liquidity, market quality, and order submission strategies. (2022). Chung, Kee H ; Lee, Albert J. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000313.

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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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2022Trading behaviour and market sentiment: Firm-level evidence from an emerging Islamic market. (2022). Anderson, Keith ; Uddin, Moshfique ; Chowdhury, Anup. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000193.

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2022Real asset liquidity, cash holdings, and the cost of corporate debt. (2022). Usman, Adam ; Nejadmalayeri, Ali. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000229.

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2022The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange. (2022). Cox, Justin S. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000424.

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2022Cross-market informed trading in the CDS and option markets. (2022). Chen, Jane ; Park, Jason ; Hu, May ; Verhoevenc, Peter. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000442.

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2022Exchange introduction and market competition: The entrance of MEMX and MIAX. (2022). Woods, Donovan ; Watson, Ethan D. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000588.

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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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2022The effect of abnormal institutional attention on bank loans. (2022). , Robin ; Lin, Chih-Yung ; Bui, Dien Giau ; Huang, Yin-Siang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001669.

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2022Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876.

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2022Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73.

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

Works by Hendrik Bessembinder:

YearTitleTypeCited
2008Markets: Transparency and the Corporate Bond Market In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article80
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]		article134
1995 Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure. In: Journal of Finance.
[Full Text][Citation analysis]		article151
2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets In: Journal of Finance.
[Full Text][Citation analysis]		article309
2013Noisy Prices and Inference Regarding Returns In: Journal of Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article76
1991Forward Contracts and Firm Value: Investment Incentive and Contracting Effects In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article139
1989FORWARD CONTRACTS AND FIRM VALUE: INVESTMENT INCENTIVE AND CONTRACTING EFFECTS.(1989) In: Rochester, Business - Managerial Economics Research Center.
[Citation analysis]
This paper has another version. Agregated cites: 139		paper
1993Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article271
1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article125
1999Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article98
2003Trade Execution Costs and Market Quality after Decimalization In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article185
2020A Survey of the Microstructure of Fixed-Income Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article18
2003Issues in assessing trade execution costs In: Journal of Financial Markets.
[Full Text][Citation analysis]		article113
2013Firm characteristics and long-run stock returns after corporate events In: Journal of Financial Economics.
[Full Text][Citation analysis]		article40
2016Liquidity, resiliency and market quality around predictable trades: Theory and evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article30
2018Do stocks outperform Treasury bills? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article31
2022Overallocation and secondary market outcomes in corporate bond offerings In: Journal of Financial Economics.
[Full Text][Citation analysis]		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]		article127
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]		article44
2004Does an electronic stock exchange need an upstairs market? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article59
2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds In: Journal of Financial Economics.
[Full Text][Citation analysis]		article190
2009Hidden liquidity: An analysis of order exposure strategies in electronic stock markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article67
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]		article34
1995The profitability of technical trading rules in the Asian stock markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article94
1998Market Efficiency and the Returns to Technical Analysis In: Financial Management.
[Citation analysis]		article99
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.
[Full Text][Citation analysis]		article161
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]		article11
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]		article249
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

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