Hendrik Bessembinder

36 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5695-2228

W. P. Carey School of Business, Arizona State University , United States

Publications

• Long-run post-event returns in global stock markets — Journal of International Business Studies 2025 (name-matched, not ORCID-linked)
• Risk Hedging and Loan Covenants — Management Science 2024
• Mutual fund performance at long horizons — Journal of Financial Economics 2023
• Overallocation and secondary market outcomes in corporate bond offerings — Journal of Financial Economics 2022
• Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange — The Review of Financial Studies 2020
• A Survey of the Microstructure of Fixed-Income Markets — Journal of Financial and Quantitative Analysis 2020
• Characteristic-Based Benchmark Returns and Corporate Events — The Review of Financial Studies 2019
• Capital Commitment and Illiquidity in Corporate Bonds — The Journal of Finance 2018
• Do stocks outperform Treasury bills? — Journal of Financial Economics 2018
• Liquidity, resiliency and market quality around predictable trades: Theory and evidence, — Journal of Financial Economics 2016
• Market Making Contracts, Firm Value, and the IPO Decision — The Journal of Finance 2015
• Predictable Corporate Distributions and Stock Returns — The Review of Financial Studies 2015
• Firm characteristics and long-run stock returns after corporate events — Journal of Financial Economics 2013
• Noisy Prices and Inference Regarding Returns — The Journal of Finance 2013
• Liquidity biases in asset pricing tests — Journal of Financial Economics 2010
• Measuring Abnormal Bond Performance — The Review of Financial Studies 2009
• Hidden liquidity: An analysis of order exposure strategies in electronic stock markets — Journal of Financial Economics 2009
• Market transparency, liquidity externalities, and institutional trading costs in corporate bonds — Journal of Financial Economics 2006
• Does an electronic stock exchange need an upstairs market? — Journal of Financial Economics 2004
• Quote-based competition and trade execution costs in NYSE-listed stocks — Journal of Financial Economics 2003
• Trade Execution Costs and Market Quality after Decimalization — Journal of Financial and Quantitative Analysis 2003
• Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets — The Journal of Finance 2002
• Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison — Journal of Financial and Quantitative Analysis 1999
• A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks — Journal of Financial and Quantitative Analysis 1997
• The degree of price resolution and equity trading costs — Journal of Financial Economics 1997
• A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks — Journal of Financial Economics 1997
• An empirical examination of information, differences of opinion, and trading activity — Journal of Financial Economics 1996 (name-matched, not ORCID-linked)
• Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure — The Journal of Finance 1995
• Bid-ask spreads in the interbank foreign exchange markets — Journal of Financial Economics 1994
• Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets — Journal of Financial and Quantitative Analysis 1993
• Return Autocorrelations around Nontrading Days — The Review of Financial Studies 1993
• Futures-Trading Activity and Stock Price Volatility — The Journal of Finance 1992
• Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets — The Review of Financial Studies 1992
• Time-varying risk premia and forecastable returns in futures markets — Journal of Financial Economics 1992
• Forward Contracts and Firm Value: Investment Incentive and Contracting Effects — Journal of Financial and Quantitative Analysis 1991
• Mutual Fund Flows at Long Horizons — The Review of Financial Studies