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Hendrik Bessembinder
Hendrik Bessembinder
Professor of Finance
Verified email at asu.edu - Homepage
Title
Cited by
Cited by
Year
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
11051993
Equilibrium pricing and optimal hedging in electricity forward markets
H Bessembinder, ML Lemmon
the Journal of Finance 57 (3), 1347-1382, 2002
10002002
Measuring abnormal bond performance
H Bessembinder, KM Kahle, WF Maxwell, D Xu
The Review of Financial Studies 22 (10), 4219-4258, 2008
7752008
Futures‐trading activity and stock price volatility
H Bessembinder, PJ Seguin
the Journal of Finance 47 (5), 2015-2034, 1992
7321992
Forward contracts and firm value: Investment incentive and contracting effects
H Bessembinder
Journal of Financial and quantitative Analysis 26 (4), 519-532, 1991
6961991
Systematic risk, hedging pressure, and risk premiums in futures markets
H Bessembinder
The Review of Financial Studies 5 (4), 637-667, 1992
6781992
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
6682006
Trade execution costs and market quality after decimalization
H Bessembinder
Journal of Financial and Quantitative Analysis 38 (4), 747-777, 2003
6452003
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
6141995
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
5251995
Market efficiency and the returns to technical analysis
H Bessembinder, K Chan
Financial management, 5-17, 1998
5011998
Issues in assessing trade execution costs
H Bessembinder
Journal of financial markets 6 (3), 233-257, 2003
4632003
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
4381996
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
4341997
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
3651997
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
3561999
Capital commitment and illiquidity in corporate bonds
H Bessembinder, S Jacobsen, W Maxwell, K Venkataraman
The Journal of Finance 73 (4), 1615-1661, 2018
3402018
Markets: Transparency and the corporate bond market
H Bessembinder, W Maxwell
Journal of economic perspectives 22 (2), 217-234, 2008
3362008
Bid-ask spreads in the interbank foreign exchange markets
H Bessembinder
Journal of Financial economics 35 (3), 317-348, 1994
3161994
Time-varying risk premia and forecastable returns in futures markets
H Bessembinder, K Chan
Journal of Financial Economics 32 (2), 169-193, 1992
2991992
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