| 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 | 1107 | 1993 |
| Equilibrium pricing and optimal hedging in electricity forward markets H Bessembinder, ML Lemmon the Journal of Finance 57 (3), 1347-1382, 2002 | 1003 | 2002 |
| Measuring abnormal bond performance H Bessembinder, KM Kahle, WF Maxwell, D Xu The Review of Financial Studies 22 (10), 4219-4258, 2008 | 776 | 2008 |
| Futures‐trading activity and stock price volatility H Bessembinder, PJ Seguin the Journal of Finance 47 (5), 2015-2034, 1992 | 733 | 1992 |
| Forward contracts and firm value: Investment incentive and contracting effects H Bessembinder Journal of Financial and quantitative Analysis 26 (4), 519-532, 1991 | 699 | 1991 |
| Systematic risk, hedging pressure, and risk premiums in futures markets H Bessembinder The Review of Financial Studies 5 (4), 637-667, 1992 | 680 | 1992 |
| 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 | 671 | 2006 |
| Trade execution costs and market quality after decimalization H Bessembinder Journal of Financial and Quantitative Analysis 38 (4), 747-777, 2003 | 648 | 2003 |
| 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 | 615 | 1995 |
| 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 | 528 | 1995 |
| Market efficiency and the returns to technical analysis H Bessembinder, K Chan Financial management, 5-17, 1998 | 501 | 1998 |
| Issues in assessing trade execution costs H Bessembinder Journal of financial markets 6 (3), 233-257, 2003 | 464 | 2003 |
| 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 | 441 | 1996 |
| 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 | 435 | 1997 |
| 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 | 366 | 1997 |
| 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 | 357 | 1999 |
| Capital commitment and illiquidity in corporate bonds H Bessembinder, S Jacobsen, W Maxwell, K Venkataraman The Journal of Finance 73 (4), 1615-1661, 2018 | 344 | 2018 |
| Markets: Transparency and the corporate bond market H Bessembinder, W Maxwell Journal of economic perspectives 22 (2), 217-234, 2008 | 336 | 2008 |
| Bid-ask spreads in the interbank foreign exchange markets H Bessembinder Journal of Financial economics 35 (3), 317-348, 1994 | 317 | 1994 |
| Time-varying risk premia and forecastable returns in futures markets H Bessembinder, K Chan Journal of Financial Economics 32 (2), 169-193, 1992 | 300 | 1992 |
Kumar VenkataramanProfessor of Finance, Southern Methodist UniversityGeverifieerd e-mailadres voor mail.cox.smu.edu
