1

Predictable ETF Order Flows and Market Quality

Bessembinder, Hendrik
Journal:
The Journal of Trading
Year:
2015
Language:
english
File:
PDF, 112 KB
english, 2015
2

Do Stocks Outperform Treasury bills?

Bessembinder, Hendrik
Journal:
Journal of Financial Economics
Year:
2018
Language:
english
File:
PDF, 3.84 MB
english, 2018
4

The profitability of technical trading rules in the Asian stock markets

Hendrik Bessembinder, Kalok Chan
Journal:
Pacific-Basin Finance Journal
Year:
1995
Language:
english
File:
PDF, 1.27 MB
english, 1995
9

Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

Bessembinder, H.
Journal:
Review of Financial Studies
Year:
1992
Language:
english
File:
PDF, 1.33 MB
english, 1992
10

Trading Costs and Volatility for Technology Stocks

Hendrik Bessembinder and Herbert M. Kaufman
Journal:
Financial Analysts Journal
Year:
1998
Language:
english
File:
PDF, 1.55 MB
english, 1998
11

Liquidity biases in asset pricing tests

Elena Asparouhova, Hendrik Bessembinder, Ivalina Kalcheva
Journal:
Journal of Financial Economics
Year:
2010
Language:
english
File:
PDF, 485 KB
english, 2010
12

Futures-Trading Activity and Stock Price Volatility

Hendrik Bessembinder and Paul J. Seguin
Journal:
The Journal of Finance
Year:
1992
Language:
english
File:
PDF, 2.17 MB
english, 1992
15

Characteristic-Based Benchmark Returns and Corporate Events

Bessembinder, Hendrik, Cooper, Michael J, Zhang, Feng
Journal:
Review of Financial Studies
Year:
2018
Language:
english
File:
PDF, 2.19 MB
english, 2018
16

Bid-ask spreads in the interbank foreign exchange markets

Hendrik Bessembinder
Journal:
Journal of Financial Economics
Year:
1994
Language:
english
File:
PDF, 1.94 MB
english, 1994
17

Issues in assessing trade execution costs

Hendrik Bessembinder
Journal:
Journal of Financial Markets
Year:
2003
Language:
english
File:
PDF, 195 KB
english, 2003
18

Quote-based competition and trade execution costs in NYSE-listed stocks

Hendrik Bessembinder
Journal:
Journal of Financial Economics
Year:
2003
Language:
english
File:
PDF, 261 KB
english, 2003
19

Market Efficiency and the Returns to Technical Analysis

Hendrik Bessembinder and Kalok Chan
Journal:
Financial Management
Year:
1998
Language:
english
File:
PDF, 2.19 MB
english, 1998
20

Do Stocks Outperform Treasury Bills?

Bessembinder, Hendrik
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 759 KB
english, 2017
21

Firm characteristics and long-run stock returns after corporate events

Bessembinder, Hendrik, Zhang, Feng
Journal:
Journal of Financial Economics
Year:
2013
Language:
english
File:
PDF, 638 KB
english, 2013
22

Gains from Trade under Uncertainty: The Case of Electric Power Markets*

Bessembinder, Hendrik, Lemmon, Michael L.
Journal:
The Journal of Business
Year:
2006
Language:
english
File:
PDF, 1.28 MB
english, 2006
23

Noisy Prices and Inference Regarding Returns

ASPAROUHOVA, ELENA, BESSEMBINDER, HENDRIK, KALCHEVA, IVALINA
Journal:
The Journal of Finance
Year:
2013
Language:
english
File:
PDF, 695 KB
english, 2013
24

Market Making Contracts, Firm Value, and the IPO Decision

BESSEMBINDER, HENDRIK, HAO, JIA, ZHENG, KUNCHENG
Journal:
The Journal of Finance
Year:
2015
Language:
english
File:
PDF, 393 KB
english, 2015
25

Does an electronic stock exchange need an upstairs market?

Hendrik Bessembinder, Kumar Venkataraman
Journal:
Journal of Financial Economics
Year:
2004
Language:
english
File:
PDF, 396 KB
english, 2004
26

Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

Hendrik Bessembinder, Michael L. Lemmon
Journal:
The Journal of Finance
Year:
2002
Language:
english
File:
PDF, 898 KB
english, 2002
28

Measuring Abnormal Bond Performance

Bessembinder, H., Kahle, K. M., Maxwell, W. F., Xu, D.
Journal:
Review of Financial Studies
Year:
2009
Language:
english
File:
PDF, 816 KB
english, 2009
30

Trade Execution Costs and Market Quality after Decimalization

Hendrik Bessembinder
Journal:
Journal of Financial and Quantitative Analysis
Year:
2003
Language:
english
File:
PDF, 1.17 MB
english, 2003
32

JFQA 2006 Symposium on Stock Analysts: An Introduction

Hendrik Bessembinder
Journal:
Journal of Financial and Quantitative Analysis
Year:
2006
Language:
english
File:
PDF, 268 KB
english, 2006
34

Trading Costs and Volatility for Technology Stocks

Bessembinder, Hendrik, Kaufman, Herbert M.
Journal:
Financial Analysts Journal
Year:
1998
Language:
english
File:
PDF, 261 KB
english, 1998
37

The degree of price resolution and equity trading costs

Hendrik Bessembinder
Journal:
Journal of Financial Economics
Year:
1997
Language:
english
File:
PDF, 1.59 MB
english, 1997
39

Time-varying risk premia and forecastable returns in futures markets

Hendrik Bessembinder, Kalok Chan
Journal:
Journal of Financial Economics
Year:
1992
Language:
english
File:
PDF, 1.58 MB
english, 1992
42

Firm Characteristics and Long-Run Stock Returns after Corporate Events

Bessembinder, Hendrik (Hank), Zhang, Feng
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 1.05 MB
english, 2012
44

Characteristic-Based Expected Returns and Corporate Events

Bessembinder, Hendrik, Cooper, Michael J., Zhang, Feng
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 2.58 MB
english, 2015
48

Comments

Tempelman, Jerry H, Bessembinder, Hendrik, Maxwell, William
Journal:
Journal of Economic Perspectives
Year:
2008
Language:
english
File:
PDF, 37 KB
english, 2008
49

Return Autocorrelations around Nontrading Days

Hendrik Bessembinder and Michael G. Hertzel
Journal:
Review of Financial Studies
Year:
1993
Language:
english
File:
PDF, 600 KB
english, 1993
50

Markets: Transparency and the Corporate Bond Market

Bessembinder, Hendrik, Maxwell, William
Journal:
Journal of Economic Perspectives
Year:
2008
Language:
english
File:
PDF, 95 KB
english, 2008