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Hendershott, Terrence


 SSRN Author Rank: 392 by Downloads
 

University of California, Berkeley - Haas School of Business


 545 Student Services Building
 Berkeley, CA 94720
 United States
 email address

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. Hendershott, Terrence's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
27,711
Total
Citations
520
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Does Algorithmic Trading Improve Liquidity? | Show Abstract | Download |
Journal of Finance, Vol. 66, pp. 1-33, WFA 2008 Paper
Accepted Paper Series
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
4,251
(910)
113

2.   Incl. Electronic Paper
Brogaard, Jonathan
University of Washington - Department of Finance and Business Economics
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Riordan, Ryan
Queen's School of Business
Posted:
12 Oct 11
Last Revised:
08 Nov 13
3,217
(1,466)
35

3.  
Market Maker Inventories and Liquidity | Show Abstract | Download |
AFA 2008 New Orleans Meetings Paper
Working Paper Series
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)
Posted:
09 Nov 06
2,291
(2,726)
24

4.  
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Seasholes, Mark S.
Hong Kong University of Science & Technology (HKUST)
Posted:
15 Mar 06
1,764
(4,282)
33

5.  
Price Discovery and Trading Costs After Hours | Show Abstract | Download |
AFA 2001 New Orleans; Simon School of Business Working Paper No. FR 00-03
Working Paper Series
Barclay, Michael J.
University of Rochester - Simon School (Deceased)
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Posted:
02 Mar 00
1,615
(4,987)
53

6.  
Electronic Communications Networks and Market Quality | Show Abstract | Download |
Simon School of Business Working Paper No. FR 00-19
Working Paper Series
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
Posted:
18 May 01
1,520
(5,564)
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)
Posted:
31 Dec 08
1,484
(5,805)
38

8.  
Price Pressures | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming
Accepted Paper Series
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Menkveld, Albert J.
VU University Amsterdam
Posted:
31 May 09
Last Revised:
01 Jul 14
1,482
(5,811)
18

9.  
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Jones, Charles M.
Columbia Business School - Finance and Economics
Posted:
06 Jun 03
1,397
(6,410)
20

10.  
Information and Trading on Electronic Communications Networks | Show Abstract | Download |
AFA 2003 Washington, DC Meetings
Working Paper Series
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
Posted:
11 Nov 02
1,318
(7,043)
54

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
1,239
(7,800)
30

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
Posted:
10 Sep 07
1,232
(7,872)
2

13.  
Levelling the Trading Field | Show Abstract | Download |
Journal of Financial Markets, Forthcoming
Accepted Paper Series
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:
30 Jun 13
1,151
(8,846)
3

14.  
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks | Show Abstract | Download |
Simon School, University of Rochester, Research Paper
Working Paper Series
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
Posted:
12 Nov 03
1,038
(10,443)
12

15.   Incl. Electronic Paper
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
895
(13,105)
4

16.  
Algorithmic Trading and the Market for Liquidity | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Accepted Paper Series
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Riordan, Ryan
Queen's School of Business
Posted:
09 Feb 12
Last Revised:
12 Apr 12
569
(25,215)
13

17.  
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
474
(32,224)
5

18.  
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Madhavan, Ananth
BlackRock, Inc.
Posted:
19 Nov 11
Last Revised:
13 Aug 13
325
(51,207)
1

19.  
Asset Price Dynamics with Limited Attention | Show Abstract | Download |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
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:
10 Jan 14
289
(59,035)
6

20.  
The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool | Show Abstract | Download |
The Journal of Investment Management, Third Quarter, 2013
Accepted Paper Series
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Namvar, Ethan
University of California, Berkeley - Haas School of Business
Phillips, Blake
University of Waterloo
Posted:
10 Oct 12
Last Revised:
19 Sep 13
81
(178,482)
 

21.  
Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues | Show Abstract | Download |
Journal of Finance, Vol. 65, No. 1, pp. 295-331, 2010
Accepted Paper Series
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
55
(220,153)
37

22.  
A Model of Direct and Intermediated Sales | Show Abstract | Download |
Journal of Economics & Management Strategy, Vol. 15, No. 2, pp. 279-316, Summer 2006
Accepted Paper Series
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Zhang, Jie (Jennifer)
University of Texas at Arlington
Posted:
08 May 06
20
(315,166)
9

23.  
Are Institutions Informed About News? | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 14-49
Working Paper Series
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Livdan, Dmitry
University of California, Berkeley
Schürhoff, Norman
University of Lausanne
Posted:
27 Jul 14
4
(380,051)
 

24.  
High‐Frequency Trading and the Execution Costs of Institutional Investors | Show Abstract | Download |
Financial Review, Vol. 49, Issue 2, pp. 345-369, 2014
Accepted Paper Series
Brogaard, Jonathan
University of Washington - Department of Finance and Business Economics
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Hunt, Stefan
Financial Conduct Authority
Ysusi, Carla
Financial Conduct Authority
Posted:
08 Apr 14
0
(408,885)
2

25.  
How Slow is the NBBO? A Comparison with Direct Exchange Feeds | Show Abstract | Download |
Financial Review, Vol. 49, Issue 2, pp. 313-332, 2014
Accepted Paper Series
Ding, Shengwei
Wells Fargo Bank - Wells Fargo Securities
Hanna, John
affiliation not provided to SSRN
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Posted:
08 Apr 14
0
(408,885)
1

26.  
Automation, Speed, and Stock Market Quality: The NYSE's Hybrid | Show Abstract |
Journal of Financial Markets, Forthcoming
Accepted Paper Series
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Moulton, Pamela C.
Cornell University
Posted:
25 Mar 11
 

27.  
Bundling and Optimal Auctions of Multiple Products | Show Abstract |
Review of Economic Studies, Vol. 67, No. 3, July 2000
Accepted Paper Series
Avery, Christopher
Harvard University - Harvard Kennedy School (HKS)
Hendershott, Terrence
University of California, Berkeley - Haas School of Business
Posted:
04 Nov 00
 


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