| . |
Hendershott, Terrence's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
24,926 |
Total
Citations
444 |
|
|
|
|
|
1.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Jones, Charles M. Columbia Business School - Finance and Economics Menkveld, Albert J. VU University Amsterdam
|
| Posted: |
|
05 Mar 08
|
|
Last Revised:
|
|
27 Jul 11
|
|
3,888
(866)
|
101
|
|
| |
|
| |
|
|
|
2.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Moulton, Pamela C. Cornell University Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
|
2,192
(2,416)
|
22
|
|
| |
|
| |
inventory, market makers, capital constraints
|
|
|
3.
|
|
|
Brogaard, Jonathan University of Washington - Department of Finance and Business Economics Hendershott, Terrence University of California, Berkeley - Haas School of Business Riordan, Ryan University of Ontario Institute of Technology - Faculty of Business and Information Technology
|
| Posted: |
|
12 Oct 11
|
|
Last Revised:
|
|
26 Apr 13
|
|
1,874
(3,145)
|
23
|
|
| |
|
| |
high frequency trading, price formation, price discovery, pricing errors
|
|
|
4.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
|
1,690
(3,780)
|
30
|
|
| |
|
| |
Market Maker, Inventory, Liquidity Provision
|
|
|
5.
|
|
|
Barclay, Michael J. University of Rochester - Simon School (Deceased) Hendershott, Terrence University of California, Berkeley - Haas School of Business
|
|
1,585
(4,208)
|
53
|
|
| |
|
| |
|
|
|
6.
|
|
|
Barclay, Michael J. University of Rochester - Simon School (Deceased) Hendershott, Terrence University of California, Berkeley - Haas School of Business McCormick, Tim U.S. Securities and Exchange Commission
|
|
1,504
(4,638)
|
7
|
|
| |
|
| |
|
|
|
7.
|
|
|
Comerton-Forde, Carole University of Melbourne - Department of Finance Hendershott, Terrence University of California, Berkeley - Haas School of Business Jones, Charles M. Columbia Business School - Finance and Economics Moulton, Pamela C. Cornell University Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
|
1,437
(5,027)
|
27
|
|
| |
|
| |
Liquidity, Market-Makers
|
|
|
8.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Jones, Charles M. Columbia Business School - Finance and Economics
|
|
1,374
(5,452)
|
18
|
|
| |
|
| |
Transparency, multi-market trading, liquidity, fragmentation, market microstructure
|
|
|
9.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Menkveld, Albert J. VU University Amsterdam
|
| Posted: |
|
31 May 09
|
|
Last Revised:
|
|
06 Sep 12
|
|
1,322
(5,816)
|
18
|
|
| |
|
| |
liquidity, inventory risk, intermediary, volatility
|
|
|
10.
|
|
|
Barclay, Michael J. University of Rochester - Simon School (Deceased) Hendershott, Terrence University of California, Berkeley - Haas School of Business McCormick, Tim U.S. Securities and Exchange Commission
|
|
1,303
(5,957)
|
51
|
|
| |
|
| |
|
|
|
11.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Moulton, Pamela C. Cornell University
|
| Posted: |
|
14 Jul 08
|
|
Last Revised:
|
|
07 Feb 11
|
|
1,213
(6,684)
|
25
|
|
| |
|
| |
Speed, Automation, Transaction Costs, Efficiency, Hybrid, NYSE
|
|
|
12.
|
|
|
Comerton-Forde, Carole University of Melbourne - Department of Finance Hendershott, Terrence University of California, Berkeley - Haas School of Business Jones, Charles M. Columbia Business School - Finance and Economics
|
|
1,202
(6,791)
|
2
|
|
| |
|
| |
financing constraints, time-varying liquidity
|
|
|
13.
|
|
|
Easley, David Cornell University - Department of Economics Hendershott, Terrence University of California, Berkeley - Haas School of Business Ramadorai, Tarun University of Oxford - Said Business School
|
| Posted: |
|
05 Feb 07
|
|
Last Revised:
|
|
28 Mar 13
|
|
1,090
(8,053)
|
3
|
|
| |
|
| |
market structure, stock exchange, trading volume, transparency, information, latency, technology upgrade
|
|
|
14.
|
|
|
Barclay, Michael J. University of Rochester - Simon School (Deceased) Hendershott, Terrence University of California, Berkeley - Haas School of Business Jones, Charles M. Columbia Business School - Finance and Economics
|
|
1,032
(8,819)
|
10
|
|
| |
|
| |
Market structure, price discovery, price efficiency, volatility, liquidity
|
|
|
15.
|
|
Market Predictability and Non-Informational Trading
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
|
Posted:
|
|
21 Nov 08
|
|
Last Revised:
|
|
22 Nov 12
|
|
882
(11,246)
|
3
|
|
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
|
90
|
3
|
|
| |
|
| |
Return Predictability, Liquidity, Comovement
|
|
|
|
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
| Posted: |
|
21 Nov 08
|
|
Last Revised:
|
|
27 Apr 09
|
|
792
|
3
|
|
| |
|
| |
Return Predictability, Liquidity, Comovement
|
|
|
|
|
|
16.
|
|
|
Boulatov, Alex University of Houston - C.T. Bauer College of Business Hendershott, Terrence University of California, Berkeley - Haas School of Business Livdan, Dmitry University of California, Berkeley
|
| Posted: |
|
11 Sep 09
|
|
Last Revised:
|
|
14 Jan 10
|
|
460
(28,413)
|
3
|
|
| |
|
| |
informed trading, portfolio autocorrelations, adverse selection
|
|
|
17.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Riordan, Ryan University of Ontario Institute of Technology - Faculty of Business and Information Technology
|
| Posted: |
|
09 Feb 12
|
|
Last Revised:
|
|
12 Apr 12
|
|
343
(41,100)
|
8
|
|
| |
|
| |
algorithmic trading, liquidity, market monitoring
|
|
|
18.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business LI, Sunny X. VU University Amsterdam Menkveld, Albert J. VU University Amsterdam Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
| Posted: |
|
01 Aug 10
|
|
Last Revised:
|
|
23 Sep 11
|
|
238
(62,369)
|
4
|
|
| |
|
| |
Transitory Volatility, Liquidity, Individual Investors, Market Makers
|
|
|
19.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Madhavan, Ananth BlackRock, Inc.
|
| Posted: |
|
19 Nov 11
|
|
Last Revised:
|
|
05 Sep 12
|
|
201
(74,366)
|
1
|
|
| |
|
| |
|
|
|
20.
|
|
|
Comerton-Forde, Carole University of Melbourne - Department of Finance Hendershott, Terrence University of California, Berkeley - Haas School of Business Jones, Charles M. Columbia Business School - Finance and Economics Moulton, Pamela C. Cornell University Seasholes, Mark S. Hong Kong University of Science & Technology (HKUST)
|
| Posted: |
|
26 Oct 11
|
|
Last Revised:
|
|
03 Dec 12
|
|
42
(215,644)
|
27
|
|
| |
|
| |
|
|
|
21.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Namvar, Ethan University California, Berkeley Phillips, Blake University of Waterloo
|
| Posted: |
|
10 Oct 12
|
|
Last Revised:
|
|
26 Apr 13
|
|
34
(233,028)
|
|
|
| |
|
| |
short-sale ban, SEC, securities and exchange commission, short-sale constraints, financial crisis, price discovery, liquidity
|
|
|
22.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Zhang, Jie University of Rochester - Simon School of Business
|
|
20
(275,036)
|
8
|
|
| |
|
| |
|
|
|
23.
|
|
|
Hendershott, Terrence University of California, Berkeley - Haas School of Business Moulton, Pamela C. Cornell University
|
|
|
|
|
| |
|
| |
Automation, Liquidity, Speed, Transparency, Latency, Adverse selection
|
|
|
24.
|
|
|
Avery, Christopher Harvard University - Harvard Kennedy School (HKS) Hendershott, Terrence University of California, Berkeley - Haas School of Business
|
|
|
|
|
| |
|
| |
|
|
Records 1 -
24
of 24 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo5 in 0.875 seconds
|