Hendrik Bessembinder
Hendrik Bessembinder
Professor of Finance
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Price volatility, trading volume, and market depth: Evidence from futures markets
H Bessembinder, PJ Seguin
Journal of financial and Quantitative Analysis 28 (1), 21-39, 1993
10281993
Equilibrium pricing and optimal hedging in electricity forward markets
H Bessembinder, ML Lemmon
the Journal of Finance 57 (3), 1347-1382, 2002
8542002
Futures‐trading activity and stock price volatility
H Bessembinder, PJ Seguin
the Journal of Finance 47 (5), 2015-2034, 1992
6741992
Measuring abnormal bond performance
H Bessembinder, KM Kahle, WF Maxwell, D Xu
The Review of Financial Studies 22 (10), 4219-4258, 2008
6392008
Forward contracts and firm value: Investment incentive and contracting effects
H Bessembinder
Journal of Financial and quantitative Analysis 26 (4), 519-532, 1991
6161991
Systematic risk, hedging pressure, and risk premiums in futures markets
H Bessembinder
The Review of Financial Studies 5 (4), 637-667, 1992
6031992
Mean reversion in equilibrium asset prices: Evidence from the futures term structure
H Bessembinder, JF Coughenour, PJ Seguin, MM Smoller
The Journal of Finance 50 (1), 361-375, 1995
5801995
Trade execution costs and market quality after decimalization
H Bessembinder
Journal of Financial and Quantitative Analysis 38 (4), 747-777, 2003
5742003
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds
H Bessembinder, W Maxwell, K Venkataraman
Journal of Financial Economics 82 (2), 251-288, 2006
5672006
The profitability of technical trading rules in the Asian stock markets
H Bessembinder, K Chan
Pacific-basin finance journal 3 (2-3), 257-284, 1995
4571995
Issues in assessing trade execution costs
H Bessembinder
Journal of financial markets 6 (3), 233-257, 2003
4482003
Market efficiency and the returns to technical analysis
H Bessembinder, K Chan
Financial management, 5-17, 1998
4401998
A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
H Bessembinder, HM Kaufman
Journal of Financial and Quantitative Analysis 32 (3), 287-310, 1997
4081997
An empirical examination of information, differences of opinion, and trading activity
H Bessembinder, K Chan, PJ Seguin
Journal of Financial Economics 40 (1), 105-134, 1996
3981996
Trade execution costs on Nasdaq and the NYSE: A post-reform comparison
H Bessembinder
Journal of Financial and Quantitative Analysis 34 (3), 387-407, 1999
3441999
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks
H Bessembinder, HM Kaufman
Journal of Financial Economics 46 (3), 293-319, 1997
3241997
Bid-ask spreads in the interbank foreign exchange markets
H Bessembinder
Journal of Financial economics 35 (3), 317-348, 1994
3001994
Markets: Transparency and the corporate bond market
H Bessembinder, W Maxwell
Journal of economic perspectives 22 (2), 217-234, 2008
2892008
Time-varying risk premia and forecastable returns in futures markets
H Bessembinder, K Chan
Journal of Financial Economics 32 (2), 169-193, 1992
2671992
Liquidity biases in asset pricing tests
E Asparouhova, H Bessembinder, I Kalcheva
Journal of Financial Economics 96 (2), 215-237, 2010
2302010
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Artikelen 1–20