Hendrik Bessembinder

W.P. Carey School of Business

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

http://isearch.asu.edu/profile/2717225

SCHOLARLY PAPERS

61

DOWNLOADS
Rank 79

SSRN RANKINGS

Top 79

in Total Papers Downloads

169,370

TOTAL CITATIONS

948

Scholarly Papers (61)

1.

Do Stocks Outperform Treasury Bills?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 19 Jan 2017 Last Revised: 03 Jun 2018
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 53,594 (53)
Citation 83

Abstract:

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Long horizon returns, return skewness, stock market wealth creation

Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks

Financial Analysts Journal, Forthcoming
Number of pages: 89 Posted: 14 Oct 2020 Last Revised: 07 Mar 2023
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 14,259 (659)
Citation 6

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Do Global Stocks Outperform US Treasury Bills?

Number of pages: 85 Posted: 09 Jul 2019
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 12,145 (871)
Citation 16

Abstract:

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3.

Which U.S. Stocks Generated the Highest Long-Term Returns?

Number of pages: 18 Posted: 22 Jul 2024 Last Revised: 11 Nov 2024
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 19,443 (386)

Abstract:

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4.

Wealth Creation in the U.S. Public Stock Markets 1926 to 2019

Number of pages: 23 Posted: 25 Feb 2020 Last Revised: 12 Nov 2020
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 13,762 (708)
Citation 21

Abstract:

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shareholder wealth, long horizon returns, stock market performance

5.

Shareholder Wealth Enhancement, 1926 to 2022

Number of pages: 24 Posted: 19 May 2023 Last Revised: 18 Jun 2023
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 6,756 (2,371)
Citation 1

Abstract:

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shareholder wealth, long horizon returns, stock market performance

6.

Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

Number of pages: 39 Posted: 17 Feb 1999
Hendrik Bessembinder and Michael L. Lemmon
W.P. Carey School of Business and University of Utah - Department of Finance
Downloads 3,082 (8,847)
Citation 24

Abstract:

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7.

Mutual Fund Performance at Long Horizons

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 05 May 2022 Last Revised: 29 Oct 2022
Hendrik Bessembinder, Michael J. Cooper and Feng Zhang
W.P. Carey School of Business, University of Utah - David Eccles School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 3,033 (9,079)
Citation 7

Abstract:

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8.

Extreme Stock Market Performers, Part I: Expect Some Drawdowns

Number of pages: 13 Posted: 22 Jul 2020
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 2,485 (12,414)

Abstract:

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9.
Downloads 2,478 (12,481)
Citation 170

Measuring Abnormal Bond Performance

Review of Financial Studies, Forthcoming
Number of pages: 53 Posted: 19 Jan 2005 Last Revised: 17 Jul 2008
Hendrik Bessembinder, Kathleen M. Kahle, William F. Maxwell and Danielle Xu
W.P. Carey School of Business, University of Arizona - Department of Finance, Southern Methodist University (SMU) - Finance Department and Gonzaga University
Downloads 2,478 (12,238)
Citation 170

Abstract:

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event study, bond returns, TRACE

Measuring Abnormal Bond Performance

The Review of Financial Studies, Vol. 22, Issue 10, pp. 4219-4258, 2009
Posted: 28 Sep 2009
Hendrik Bessembinder, Kathleen M. Kahle, William F. Maxwell and Danielle Xu
W.P. Carey School of Business, University of Arizona - Department of Finance, Southern Methodist University (SMU) - Finance Department and Gonzaga University

Abstract:

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G12, G14

10.

Is There a Term Structure of Futures Volatilities? Reevaluating the Samuelson Hypothesis

Number of pages: 28 Posted: 07 Nov 1996
W.P. Carey School of Business, University of Delaware - Department of Finance, University of Minnesota - Twin Cities - Carlson School of Management and Wayne State University
Downloads 1,922 (18,828)
Citation 4

Abstract:

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11.

Long-Run Stock Market Returns: Probabilities of Big Gains and Post-Event Returns

Number of pages: 20 Posted: 30 Jun 2021 Last Revised: 28 Dec 2021
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 1,900 (19,175)

Abstract:

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Long Run Stock Returns, Return Skewness, Return Momentum

12.

Capital Commitment and Illiquidity in Corporate Bonds

Journal of Finance, Forthcoming
Number of pages: 68 Posted: 22 Mar 2016 Last Revised: 29 Aug 2017
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,833 (20,277)
Citation 190

Abstract:

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Capital commitment, corporate bonds, dealer behavior, Dodd-Frank Act, financial crisis, liquidity, microstructure, transparency, TRACE, transaction costs

13.

Extreme Stock Market Performers, Part II: Do Technology Stocks Dominate?

Number of pages: 15 Posted: 22 Jul 2020
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 1,777 (21,279)

Abstract:

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Long Horizon Returns, Shareholder Wealth, Technology Stocks

14.

More factors matter and factors matter more than you might think: The role of time variation in factor premia

Number of pages: 75 Posted: 21 Jan 2022 Last Revised: 27 Mar 2024
Hendrik Bessembinder, Aaron Burt and Christopher M. Hrdlicka
W.P. Carey School of Business, Oklahoma State University - Stillwater - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 1,714 (22,445)
Citation 4

Abstract:

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Asset Pricing, Factors, Complexity, Time series variation, Diversity

15.

Transparency and the Corporate Bond Market

Journal of Economic Perspectives, 2008
Number of pages: 30 Posted: 10 Jan 2008
William F. Maxwell and Hendrik Bessembinder
Southern Methodist University (SMU) - Finance Department and W.P. Carey School of Business
Downloads 1,414 (30,049)
Citation 16

Abstract:

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corporate bonds, transparency, TRACE

Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds

AFA 2006 Boston Meetings, Forthcoming
Number of pages: 54 Posted: 08 Jan 2005
Hendrik Bessembinder, William F. Maxwell and Kumar Venkataraman
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 1,389 (30,312)
Citation 55

Abstract:

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transparency, corporate bonds, trace, microstructure,

Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds

Journal of Financial Economics, Forthcoming
Posted: 02 Nov 2005
Hendrik Bessembinder, William F. Maxwell and Kumar Venkataraman
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department

Abstract:

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Bonds, microstructure, transparency, liquidity externalities

17.

The 'Roll Yield' Myth

Financial Analysts Journal, Forthcoming
Number of pages: 26 Posted: 04 Aug 2017 Last Revised: 13 Feb 2018
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 1,277 (34,849)
Citation 1

Abstract:

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futures, commodities, roll yield

18.

Hidden Liquidity: An Analysis of Order Exposure Strategies in Electronic Stock Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 13 Jan 2007 Last Revised: 11 Feb 2009
W.P. Carey School of Business, University of Cyprus - Department of Accounting and Finance and Southern Methodist University (SMU) - Finance Department
Downloads 1,239 (36,467)
Citation 7

Abstract:

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Hidden Order, Order Exposure, Limit Order Book, Iceberg Order, Electronic Exchange

19.

How Should Investors' Long-Term Returns be Measured? 

Number of pages: 53 Posted: 02 Aug 2023 Last Revised: 06 Nov 2024
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 1,154 (40,458)
Citation 3

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20.

Liquidity Biases in Asset Pricing Tests

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 17 Mar 2006 Last Revised: 17 Aug 2009
Elena N. Asparouhova, Hendrik Bessembinder and Ivalina Kalcheva
University of Utah - David Eccles School of Business, W.P. Carey School of Business and University of Texas at San Antonio - Department of Finance
Downloads 1,150 (40,671)
Citation 4

Abstract:

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Bid-Ask Spreads, Liquidity, Asset Pricing, Beta Estimation

21.

Extreme Stock Market Performers, Part III: What are their Observable Characteristics?

Number of pages: 22 Posted: 22 Jul 2020
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 1,144 (40,995)

Abstract:

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Long Horizon Returns, Shareholder Wealth, Technology Stocks

22.

A Survey of the Microstructure of Fixed-Income Markets

Forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 67 Posted: 08 Jan 2019 Last Revised: 11 Feb 2019
Hendrik Bessembinder, Chester S. Spatt and Kumar Venkataraman
W.P. Carey School of Business, Carnegie Mellon University - David A. Tepper School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 1,063 (45,518)
Citation 11

Abstract:

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bond market; dealer networks; trading costs; market making; transparency

23.

Extreme Stock Market Performers, Part IV: Can Observable Characteristics Forecast Outcomes?

Number of pages: 20 Posted: 22 Jul 2020
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 1,049 (46,352)

Abstract:

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Long Horizon Returns, Return Forecasts, Shareholder Wealth

24.

The Role of Net Income Growth in Explaining Long-Horizon Stock Returns

Number of pages: 18 Posted: 12 Aug 2022
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 1,015 (48,590)

Abstract:

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25.

Noisy Prices and Inference Regarding Returns

The Journal of Finance (JF), Forthcoming
Number of pages: 89 Posted: 29 Aug 2010 Last Revised: 10 Oct 2011
Elena N. Asparouhova, Hendrik Bessembinder and Ivalina Kalcheva
University of Utah - David Eccles School of Business, W.P. Carey School of Business and University of Texas at San Antonio - Department of Finance
Downloads 1,007 (49,138)
Citation 59

Abstract:

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Microstructure Noise, Illiquidity, Asset Pricing, Return Premium

26.

Characteristic-Based Benchmark Returns and Corporate Events

Forthcoming, Review of Financial Studies
Number of pages: 104 Posted: 12 Sep 2015 Last Revised: 07 Mar 2018
Hendrik Bessembinder, Michael J. Cooper and Feng Zhang
W.P. Carey School of Business, University of Utah - David Eccles School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 985 (50,700)
Citation 12

Abstract:

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abnormal returns after corporate events, predicted returns, firm characteristics

27.

Why Designate Market Makers? Affirmative Obligations and Market Quality

Number of pages: 66 Posted: 02 Feb 2012
Hendrik Bessembinder, Jia Hao and Michael L. Lemmon
W.P. Carey School of Business, Babson College and University of Utah - Department of Finance
Downloads 946 (53,576)
Citation 8

Abstract:

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designated market maker, affirmative obligation, information asymmetry

28.

Liquidity, Resiliency and Market Quality Around Predictable Trades: Theory and Evidence

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 67 Posted: 23 Mar 2012 Last Revised: 21 Oct 2015
Hendrik Bessembinder, Allen Carrion, Laura A. Tuttle and Kumar Venkataraman
W.P. Carey School of Business, University of Memphis - Fogelman College of Business and Economics, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Southern Methodist University (SMU) - Finance Department
Downloads 831 (64,024)
Citation 62

Abstract:

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predatory trading, sunshine trading, trading costs, resiliency, ETFs, crude oil, energy, commodities, futures

29.

Issues in Assessing Trade Execution Costs

Number of pages: 42 Posted: 21 Aug 2000
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 809 (66,403)
Citation 29

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Trade execution costs, dealer versus auction markets, trade reporting lags

30.

Firm Characteristics and Long-Run Stock Returns after Corporate Events

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 49 Posted: 03 Jul 2012 Last Revised: 06 Oct 2014
Hendrik Bessembinder and Feng Zhang
W.P. Carey School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 785 (69,189)
Citation 16

Abstract:

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firm characteristics, long-run stock returns, BHARs, wealth relative, calendar time portfolio method, event study

31.

Predictable Corporate Distributions and Stock Returns

Review of Financial Studies, Forthcoming
Number of pages: 67 Posted: 01 Jul 2013 Last Revised: 25 Nov 2014
Hendrik Bessembinder and Feng Zhang
W.P. Carey School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 782 (69,406)
Citation 9

Abstract:

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stock dividends, stock splits, special dividends, dividend increases, predictability, return anomaly

32.

Price-Time Priority, Order Routing, and Trade Execution Costs in Nyse-Listed Stocks

Number of pages: 40 Posted: 10 Jul 2001
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 685 (82,435)
Citation 5

Abstract:

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Trading Costs, Market Fragmentation, Time-Price Priority, Best Execution

33.

Mutual Fund Flows at Long Horizons

SMU Cox School of Business Research Paper No. 23-06
Number of pages: 75 Posted: 28 Apr 2023 Last Revised: 25 Oct 2024
W.P. Carey School of Business, Purdue University - Mitchell E. Daniels, Jr. School of Business, University of Utah - David Eccles School of Business, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 677 (83,725)

Abstract:

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Fund flow, Fund Return, Disappointment

34.

Trading Activity and Transaction Costs in Structured Credit Products

Financial Analysts Journal, Vol. 69, No. 6, 2013
Number of pages: 26 Posted: 26 Nov 2012 Last Revised: 22 Feb 2014
Hendrik Bessembinder, William F. Maxwell and Kumar Venkataraman
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 652 (87,826)
Citation 12

Abstract:

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ABS, MBS, Structured Products, Transparency, mortgage-backed, asset-backed

35.

Extending Portfolio Theory to Compound Returns

Number of pages: 28 Posted: 30 Jun 2021 Last Revised: 13 Jul 2022
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 646 (88,880)

Abstract:

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Compound Returns, Skewness, Rebalancing, Diversification

Chinese and Global ADRs: The U.S. Investor Experience

Financial Analysts Journal, Forthcoming
Number of pages: 26 Posted: 26 Jan 2021 Last Revised: 08 Apr 2021
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 320 (202,057)

Abstract:

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American Depository Receipts: The Long-Term U.S. Investor Experience

Number of pages: 25 Posted: 15 Jan 2021
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi and K.C. John Wei
W.P. Carey School of Business, Hong Kong Polytechnic University, Loyola Marymount University - College of Business Administration and Hong Kong Polytechnic University
Downloads 279 (233,951)

Abstract:

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37.

Pricing and Gains from Trade in Competitive Electric Power Markets

Number of pages: 28 Posted: 03 Mar 1999
Hendrik Bessembinder and Michael L. Lemmon
W.P. Carey School of Business and University of Utah - Department of Finance
Downloads 594 (98,913)

Abstract:

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38.

Market Making Contracts, Firm Value, and the IPO Decision

Journal of Finance, Forthcoming
Number of pages: 44 Posted: 17 Aug 2012 Last Revised: 18 Feb 2017
Hendrik Bessembinder, Jia Hao and Kuncheng (K.C.) Zheng
W.P. Carey School of Business, Babson College and Northeastern University - D’Amore-McKim School of Business
Downloads 589 (100,020)
Citation 16

Abstract:

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designated market maker, affirmative obligation, information asymmetry, firm value

39.

The (Large) Effect of Return Horizon on Fund Alpha

Critical Finance Review, forthcoming.
Number of pages: 54 Posted: 05 May 2022 Last Revised: 01 Nov 2023
Hendrik Bessembinder, Michael J. Cooper and Feng Zhang
W.P. Carey School of Business, University of Utah - David Eccles School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 588 (100,248)
Citation 4

Abstract:

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alpha, beta, investment horizon, fund performance

Does an Electronic Stock Exchange Need an Upstairs Market?

Number of pages: 44 Posted: 14 Jan 2002
Kumar Venkataraman and Hendrik Bessembinder
Southern Methodist University (SMU) - Finance Department and W.P. Carey School of Business
Downloads 524 (114,339)
Citation 19

Abstract:

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Upstairs market, Limit order book, Electronic exchange, Crossing rules

Does an Electronic Stock Exchange Need an Upstairs Market?

Posted: 28 Oct 2003
Kumar Venkataraman and Hendrik Bessembinder
Southern Methodist University (SMU) - Finance Department and W.P. Carey School of Business

Abstract:

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Upstairs market, Limit order book, Electronic exchange, Crossing rules

41.

Frictional Costs of Fossil Fuel Divestment

Number of pages: 48 Posted: 05 Jun 2016
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 519 (117,160)
Citation 7

Abstract:

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42.

Trading Costs and Return Volatility: Evidence from Exchange Listings

Number of pages: 27 Posted: 02 Sep 1998
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 510 (119,742)
Citation 13

Abstract:

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43.

Factor Returns and Out-of-Sample Alphas: Factor Construction Matters

Number of pages: 35 Posted: 22 Nov 2022
Hendrik Bessembinder, Aaron Burt and Christopher M. Hrdlicka
W.P. Carey School of Business, Oklahoma State University - Stillwater - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 505 (121,115)

Abstract:

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Asset Pricing, Factors, Data Mining, Replication, Sharpe Ratios, Anomalies

44.

Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison

Number of pages: 38 Posted: 02 Sep 1998
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 504 (121,414)
Citation 17

Abstract:

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45.

Risk Hedging and Loan Covenants

Number of pages: 69 Posted: 15 Jan 2021 Last Revised: 27 Jan 2023
Ilona Babenko, Hendrik Bessembinder and Yuri Tserlukevich
Arizona State University, W.P. Carey School of Business and Arizona State University (ASU)
Downloads 502 (122,025)

Abstract:

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hedging, risk management, debt, covenants, credit boom, fracking

46.

The Degree of Price Resolution and Equity Trading Costs

Number of pages: 37 Posted: 08 Oct 1996
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 486 (126,890)
Citation 4

Abstract:

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47.

Discounted-Cash-Flow Value Estimates are Optimistic when Assumptions are Not

Number of pages: 35 Posted: 05 Jun 2020
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 471 (131,766)

Abstract:

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Value Estimation, Discounted Cash Flow, Net Present Value, Bias

48.

Discount Rate Uncertainty and Capital Investment

Number of pages: 58 Posted: 07 Dec 2020 Last Revised: 13 Dec 2021
Hendrik Bessembinder and Paul H. Décaire
W.P. Carey School of Business and Arizona State University (ASU) - Finance Department
Downloads 464 (134,223)

Abstract:

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Capital Budgeting, Corporate Investment, Uncertainty, Discount Rate, Overinvestment

49.

Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange

Northeastern U. D’Amore-McKim School of Business Research Paper No. 2899147
Number of pages: 43 Posted: 15 Jan 2017 Last Revised: 07 Jun 2019
Hendrik Bessembinder, Jia Hao and Kuncheng (K.C.) Zheng
W.P. Carey School of Business, Babson College and Northeastern University - D’Amore-McKim School of Business
Downloads 429 (147,113)
Citation 20

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Designated Market Maker, Firm Value, Market Quality, Regression Discontinuity

50.

Overallocation and Secondary Market Outcomes in Corporate Bond Offerings

SMU Cox School of Business Research Paper No. 20-04
Number of pages: 66 Posted: 13 Aug 2020 Last Revised: 02 May 2022
W.P. Carey School of Business, Southern Methodist University (SMU) - Finance Department, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 376 (170,839)

Abstract:

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Underwriting Syndicate; Primary Allocation; Overallocation; Price Stabilization; Corporate Bonds; UnderPricing; Liquidity

51.

Endogenous Changes in the Minimum Tick: An Analysis of NASDAQ Securities Trading Near Ten Dollars

Number of pages: 37 Posted: 12 Nov 1997
Hendrik Bessembinder
W.P. Carey School of Business
Downloads 344 (188,452)
Citation 12

Abstract:

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52.

Long Run Stock Returns after Corporate Events Revisited

Critical Finance Review, Forthcoming.
Number of pages: 20 Posted: 21 Dec 2017
Hendrik Bessembinder and Feng Zhang
W.P. Carey School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 306 (213,815)
Citation 1

Abstract:

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53.

Can we tame the factor zoo? The roles of alternative databases and extraction methods

Number of pages: 47 Posted: 25 Feb 2025
Hendrik Bessembinder, Aaron Burt and Christopher M. Hrdlicka
W.P. Carey School of Business, Oklahoma State University - Stillwater - Department of Finance and University of Washington - Michael G. Foster School of Business
Downloads 178 (363,162)

Abstract:

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Asset Pricing Factors, Dimension Reduction, Spanning Tests, Factor Databases

54.

Predictable ETF Order Flow and Market Quality

Posted: 08 Oct 2014 Last Revised: 21 May 2019
Hendrik Bessembinder
W.P. Carey School of Business

Abstract:

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ETFs, Predictable Order Flow, Frontrunning, Volatility

55.

Tick Size, Spreads, and Liquidity: An Analysis of NASDAQ Securities Trading Near Ten Dollars

Posted: 30 Jun 2000
Hendrik Bessembinder
W.P. Carey School of Business

Abstract:

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56.

Return Volatility, Cross-Sectional Dispersion, and Trading Activity in the Equity and Futures Markets

Posted: 14 Sep 1999
Hendrik Bessembinder, Kalok Chan and Paul J. Seguin
W.P. Carey School of Business, CUHK Business School and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

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57.

Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure

Posted: 06 Sep 1999
W.P. Carey School of Business, University of Delaware - Department of Finance, Wayne State University and University of Minnesota - Twin Cities - Carlson School of Management

Abstract:

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58.

Do the Profits from Technical Trading Rules Reflect Inefficiencies?

Posted: 10 Oct 1998
Hendrik Bessembinder and Kalok Chan
W.P. Carey School of Business and CUHK Business School

Abstract:

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59.

Market Efficiency and the Returns to Technical Analysis

Financial Management, Vol 27, No 2
Posted: 21 Aug 1998
Hendrik Bessembinder and Kalok Chan
W.P. Carey School of Business and CUHK Business School

Abstract:

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60.

A Cross-Exchange Comparison of Execution Costs and Information Flow for Nyse-Listed Stocks

Posted: 21 Feb 1997
Hendrik Bessembinder and Herbert M. Kaufman
W.P. Carey School of Business and Arizona State University

Abstract:

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61.

A Comparison of Trade Execution Costs for NYSE and Nasdaq- Listed Stocks

Posted: 05 Feb 1997
Hendrik Bessembinder and Herbert M. Kaufman
W.P. Carey School of Business and Arizona State University

Abstract:

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