Terrence Hendershott
31 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-2270-7800
Publications
- Quote Competition in Corporate Bonds — The Journal of Finance 2026
- Order Exposure in High-Frequency Markets — Journal of Financial and Quantitative Analysis 2026
- Option Auctions — The Review of Financial Studies 2026
- Nonstandard Errors — The Journal of Finance 2024
- When failure is an option: Fragile liquidity in over-the-counter markets — Journal of Financial Economics 2024
- Asset Price Dynamics with Limited Attention — The Review of Financial Studies 2022
- FinTech as a Game Changer: Overview of Research Frontiers — Information Systems Research 2021
- Does Financial Market Structure Affect the Cost of Raising Capital? — Journal of Financial and Quantitative Analysis 2021
- Asset pricing: A tale of night and day — Journal of Financial Economics 2020
- Relationship Trading in Over-the-Counter Markets — The Journal of Finance 2020
- Short Selling and Price Discovery in Corporate Bonds — Journal of Financial and Quantitative Analysis 2020
- Price Discovery without Trading: Evidence from Limit Orders — The Journal of Finance 2019
- High frequency trading and the 2008 short-sale ban — Journal of Financial Economics 2017
- Call for Papers—Special Issue ofInformation Systems ResearchFintech – Innovating the Financial Industry Through Emerging Information Technologies — Information Systems Research 2017 (name-matched, not ORCID-linked)
- Click or Call? Auction versus Search in the Over-the-Counter Market — The Journal of Finance 2015
- Are institutions informed about news? — Journal of Financial Economics 2015
- Price pressures — Journal of Financial Economics 2014
- High-Frequency Trading and Price Discovery — The Review of Financial Studies 2014
- Informed Trading and Portfolio Returns — The Review of Economic Studies 2013 (name-matched, not ORCID-linked)
- Algorithmic Trading and the Market for Liquidity — Journal of Financial and Quantitative Analysis 2013
- Does Algorithmic Trading Improve Liquidity? — The Journal of Finance 2011
- Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues — The Journal of Finance 2010
- Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks — Journal of Financial and Quantitative Analysis 2008
- Market Maker Inventories and Stock Prices — American Economic Review 2007
- Automation versus Intermediation: Evidence from Treasuries Going Off the Run — The Journal of Finance 2006
- Island Goes Dark: Transparency, Fragmentation, and Regulation — The Review of Financial Studies 2005
- Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours — The Journal of Finance 2004
- Competition among Trading Venues: Information and Trading on Electronic Communications Networks — The Journal of Finance 2003
- Price Discovery and Trading After Hours — The Review of Financial Studies 2003
- Bundling and Optimal Auctions of Multiple Products — The Review of Economic Studies 2000 (name-matched, not ORCID-linked)
- Crossing Networks and Dealer Markets: Competition and Performance — The Journal of Finance 2000