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Hendrik Bessembinder

Personal Details

First Name:Hendrik
Middle Name:
Last Name:Bessembinder
Suffix:
RePEc Short-ID:pbe151
[This author has chosen not to make the email address public]
https://search.asu.edu/profile/10341
4809651201
Terminal Degree:1986 Department of Finance and Business Economics; Michael G. Foster School of Business; University of Washington (from RePEc Genealogy)

Affiliation

Department of Finance
W.P. Carey School of Business
Arizona State University

Tempe, Arizona (United States)
http://wpcarey.asu.edu/finance/
RePEc:edi:dfasuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bessembinder, H., 1989. "Forward Contracts And Firm Value: Investment Incentive And Contracting Effects," Papers 89-06, Rochester, Business - Managerial Economics Research Center.
  2. Bessembinder, H., 1989. "Risk Premia In Futures And Asset Markets," Papers 185, Columbia - Center for Futures Markets.

Articles

  1. Ilona Babenko & Hendrik Bessembinder & Yuri Tserlukevich, 2024. "Risk Hedging and Loan Covenants," Management Science, INFORMS, vol. 70(11), pages 8067-8095, November.
  2. Hendrik Bessembinder & Te-Feng Chen & Goeun Choi & K. C. John Wei, 2023. "Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks," Financial Analysts Journal, Taylor & Francis Journals, vol. 79(3), pages 33-63, July.
  3. Bessembinder, Hendrik & Cooper, Michael J. & Zhang, Feng, 2023. "Mutual fund performance at long horizons," Journal of Financial Economics, Elsevier, vol. 147(1), pages 132-158.
  4. Bessembinder, Hendrik & Jacobsen, Stacey & Maxwell, William & Venkataraman, Kumar, 2022. "Overallocation and secondary market outcomes in corporate bond offerings," Journal of Financial Economics, Elsevier, vol. 146(2), pages 444-474.
  5. Hendrik Bessembinder & Feng Zhang, 2022. "Long Run Stock Returns after Corporate Events Revisited," Critical Finance Review, now publishers, vol. 11(1), pages 169-183, February.
  6. Hendrik Bessembinder & Te-Feng Chen & Goeun Choi & K. C. John Wei, 2021. "Chinese and Global ADRs: The US Investor Experience," Financial Analysts Journal, Taylor & Francis Journals, vol. 77(3), pages 53-68, July.
  7. Bessembinder, Hendrik & Spatt, Chester & Venkataraman, Kumar, 2020. "A Survey of the Microstructure of Fixed-Income Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(1), pages 1-45, February.
  8. Hendrik Bessembinder & Jia Hao & Kuncheng Zheng, 2020. "Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange," The Review of Financial Studies, Society for Financial Studies, vol. 33(1), pages 44-74.
  9. Hendrik Bessembinder & Michael J Cooper & Feng Zhang, 2019. "Characteristic-Based Benchmark Returns and Corporate Events," The Review of Financial Studies, Society for Financial Studies, vol. 32(1), pages 75-125.
  10. Bessembinder, Hendrik, 2018. "Do stocks outperform Treasury bills?," Journal of Financial Economics, Elsevier, vol. 129(3), pages 440-457.
  11. Hendrik Bessembinder & Stacey Jacobsen & William Maxwell & Kumar Venkataraman, 2018. "Capital Commitment and Illiquidity in Corporate Bonds," Journal of Finance, American Finance Association, vol. 73(4), pages 1615-1661, August.
  12. Hendrik Bessembinder, 2018. "The “Roll Yield” Myth," Financial Analysts Journal, Taylor & Francis Journals, vol. 74(2), pages 41-53, April.
  13. Bessembinder, Hendrik & Carrion, Allen & Tuttle, Laura & Venkataraman, Kumar, 2016. "Liquidity, resiliency and market quality around predictable trades: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 121(1), pages 142-166.
  14. Hendrik Bessembinder & Feng Zhang, 2015. "Predictable Corporate Distributions and Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 28(4), pages 1199-1241.
  15. Hendrik Bessembinder & Jia Hao & Kuncheng Zheng, 2015. "Market Making Contracts, Firm Value, and the IPO Decision," Journal of Finance, American Finance Association, vol. 70(5), pages 1997-2028, October.
  16. Hendrik Bessembinder & William F. Maxwell & Kumar Venkataraman, 2013. "Trading Activity and Transaction Costs in Structured Credit Products," Financial Analysts Journal, Taylor & Francis Journals, vol. 69(6), pages 55-67, November.
  17. Elena Asparouhova & Hendrik Bessembinder & Ivalina Kalcheva, 2013. "Noisy Prices and Inference Regarding Returns," Journal of Finance, American Finance Association, vol. 68(2), pages 665-714, April.
  18. Bessembinder, Hendrik & Zhang, Feng, 2013. "Firm characteristics and long-run stock returns after corporate events," Journal of Financial Economics, Elsevier, vol. 109(1), pages 83-102.
  19. Asparouhova, Elena & Bessembinder, Hendrik & Kalcheva, Ivalina, 2010. "Liquidity biases in asset pricing tests," Journal of Financial Economics, Elsevier, vol. 96(2), pages 215-237, May.
  20. Hendrik Bessembinder & Kathleen M. Kahle & William F. Maxwell & Danielle Xu, 2009. "Measuring Abnormal Bond Performance," The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4219-4258, October.
  21. Bessembinder, Hendrik & Panayides, Marios & Venkataraman, Kumar, 2009. "Hidden liquidity: An analysis of order exposure strategies in electronic stock markets," Journal of Financial Economics, Elsevier, vol. 94(3), pages 361-383, December.
  22. Jerry H. Tempelman & Hendrik Bessembinder & William Maxwell, 2008. "Comments," Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 225-226, Fall.
  23. Hendrik Bessembinder & William Maxwell, 2008. "Markets: Transparency and the Corporate Bond Market," Journal of Economic Perspectives, American Economic Association, vol. 22(2), pages 217-234, Spring.
  24. Bessembinder, Hendrik & Maxwell, William & Venkataraman, Kumar, 2006. "Market transparency, liquidity externalities, and institutional trading costs in corporate bonds," Journal of Financial Economics, Elsevier, vol. 82(2), pages 251-288, November.
  25. Hendrik Bessembinder & Michael L. Lemmon, 2006. "Gains from Trade under Uncertainty: The Case of Electric Power Markets," The Journal of Business, University of Chicago Press, vol. 79(4), pages 1755-1782, July.
  26. Bessembinder, Hendrik & Venkataraman, Kumar, 2004. "Does an electronic stock exchange need an upstairs market?," Journal of Financial Economics, Elsevier, vol. 73(1), pages 3-36, July.
  27. Bessembinder, Hendrik, 2003. "Quote-based competition and trade execution costs in NYSE-listed stocks," Journal of Financial Economics, Elsevier, vol. 70(3), pages 385-422, December.
  28. Bessembinder, Hendrik, 2003. "Trade Execution Costs and Market Quality after Decimalization," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(4), pages 747-777, December.
  29. Bessembinder, Hendrik, 2003. "Issues in assessing trade execution costs," Journal of Financial Markets, Elsevier, vol. 6(3), pages 233-257, May.
  30. Hendrik Bessembinder & Michael L. Lemmon, 2002. "Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets," Journal of Finance, American Finance Association, vol. 57(3), pages 1347-1382, June.
  31. Bessembinder, Hendrik, 2000. "Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars," Journal of Financial Intermediation, Elsevier, vol. 9(3), pages 213-239, July.
  32. Bessembinder, Hendrik, 1999. "Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(3), pages 387-407, September.
  33. Hendrik Bessembinder & Herbert M. Kaufman, 1998. "Trading Costs and Volatility for Technology Stocks," Financial Analysts Journal, Taylor & Francis Journals, vol. 54(5), pages 64-71, September.
  34. Hendrik Bessembinder & Kalok Chan, 1998. "Market Efficiency and the Returns to Technical Analysis," Financial Management, Financial Management Association, vol. 27(2), Summer.
  35. Bessembinder, Hendrik & Kaufman, Herbert M., 1997. "A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(3), pages 287-310, September.
  36. Bessembinder, Hendrik, 1997. "The degree of price resolution and equity trading costs," Journal of Financial Economics, Elsevier, vol. 45(1), pages 9-34, July.
  37. Bessembinder, Hendrik & Kaufman, Herbert M., 1997. "A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks," Journal of Financial Economics, Elsevier, vol. 46(3), pages 293-319, December.
  38. Bessembinder, Hendrik & Chan, Kalok & Seguin, Paul J., 1996. "An empirical examination of information, differences of opinion, and trading activity," Journal of Financial Economics, Elsevier, vol. 40(1), pages 105-134, January.
  39. Bessembinder, Hendrik, et al, 1995. "Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure," Journal of Finance, American Finance Association, vol. 50(1), pages 361-375, March.
  40. Bessembinder, Hendrik & Chan, Kalok, 1995. "The profitability of technical trading rules in the Asian stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 257-284, July.
  41. Bessembinder, Hendrik, 1994. "Bid-ask spreads in the interbank foreign exchange markets," Journal of Financial Economics, Elsevier, vol. 35(3), pages 317-348, June.
  42. Hendrik Bessembinder, 1993. "An empirical analysis of risk premia in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(6), pages 611-630, September.
  43. Bessembinder, Hendrik & Seguin, Paul J., 1993. "Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(1), pages 21-39, March.
  44. Bessembinder, Hendrik & Hertzel, Michael G, 1993. "Return Autocorrelations around Nontrading Days," The Review of Financial Studies, Society for Financial Studies, vol. 6(1), pages 155-189.
  45. Bessembinder, Hendrik, 1992. "Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets," The Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 637-667.
  46. Bessembinder, Hendrik & Chan, Kalok, 1992. "Time-varying risk premia and forecastable returns in futures markets," Journal of Financial Economics, Elsevier, vol. 32(2), pages 169-193, October.
  47. Bessembinder, Hendrik & Seguin, Paul J, 1992. "Futures-Trading Activity and Stock Price Volatility," Journal of Finance, American Finance Association, vol. 47(5), pages 2015-2034, December.
  48. Bessembinder, Hendrik, 1991. "Forward Contracts and Firm Value: Investment Incentive and Contracting Effects," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(4), pages 519-532, December.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Number of Downloads through RePEc Services over the past 12 months
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  29. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  30. Euclidian citation score
  31. Wu-Index

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