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Economics and Finance

D-Index
48
Citations
16063
World Ranking
1489
National Ranking
900

Overview

Hendrik Bessembinder is affiliated with Arizona State University in the United States. Their research primarily spans the fields of Economics, Econometrics and Finance, with a significant focus on subfields such as Finance, Economics and Econometrics, and Accounting, complemented by work in Strategy and Management as well as Management Science and Operations Research.

They have contributed extensively to topics including Financial Markets and Investment Strategies, Market Dynamics and Volatility, and Corporate Finance and Governance. Additional areas of research include Private Equity and Venture Capital, Insurance and Financial Risk Management, Housing Market and Economics, and Banking stability, regulation, and efficiency.

Frequent collaborators in their work include Michael J. Cooper, Te-Feng Chen, Goeun Choi, K.C. John Wei, and Feng Zhang.

The primary venues for their publications are the SSRN Electronic Journal, where they have published 27 papers, followed by the Financial Analysts Journal and The RAND Journal of Economics with three papers each. They also have publications in the Journal of Financial Economics and Critical Finance Review.

Selected recent papers by Hendrik Bessembinder include:

  • Mutual fund performance at long horizons (2022) in Journal of Financial Economics
  • Overallocation and secondary market outcomes in corporate bond offerings (2022) in Journal of Financial Economics
  • Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks (2023) in Financial Analysts Journal
  • Time Series Variation in the Factor Zoo (2021) in SSRN Electronic Journal
  • Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks (2020) in SSRN Electronic Journal

Best Publications

  • Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets

    Hendrik Bessembinder;Paul J. Seguin

  • Measuring Abnormal Bond Performance

    Hendrik Bessembinder;Kathleen M. Kahle;William F. Maxwell;Danielle Xu

  • Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

    Hendrik Bessembinder;Michael L. Lemmon

  • Market transparency, liquidity externalities, and institutional trading costs in corporate bonds

    Hendrik Bessembinder;William F. Maxwell;Kumar Venkataraman

  • Futures-Trading Activity and Stock Price Volatility

    Hendrik Bessembinder;Paul J. Seguin

  • Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets

    Hendrik Bessembinder

  • Forward Contracts and Firm Value: Investment Incentive and Contracting Effects

    Hendrik Bessembinder

  • Trade Execution Costs and Market Quality after Decimalization

    Hendrik Bessembinder

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

    Hendrik Bessembinder;Jay F. Coughenour;Paul J. Seguin;Margaret Monroe Smoller

  • Issues in assessing trade execution costs

    Hendrik Bessembinder

  • The profitability of technical trading rules in the Asian stock markets

    Hendrik Bessembinder;Kalok Chan

  • Market Efficiency and the Returns to Technical Analysis

    Hendrik Bessembinder;Kalok Chan

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

    Hendrik Bessembinder;Herbert M. Kaufman

  • An empirical examination of information, differences of opinion, and trading activity

    Hendrik Bessembinder;Kalok Chan;Paul J. Seguin

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

    Hendrik Bessembinder

  • A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks

    Hendrik Bessembinder;Herbert M. Kaufman

  • Capital Commitment and Illiquidity in Corporate Bonds

    Hendrik Bessembinder;Stacey E. Jacobsen;William F. Maxwell;Kumar Venkataraman

  • Liquidity biases in asset pricing tests.

    Elena Asparouhova;Hendrik Bessembinder;Ivalina Kalcheva

  • Markets : Transparency and the Corporate Bond Market

    Hendrik Bessembinder;William Maxwell

  • Bid-ask spreads in the interbank foreign exchange markets☆

    Hendrik Bessembinder

  • Time-varying risk premia and forecastable returns in futures markets

    Hendrik Bessembinder;Kalok Chan

Frequent Co-Authors

Kalok Chan
Kalok Chan City University of Hong Kong
Michael L. Lemmon
Michael L. Lemmon BlackRock (United States)
K.C. John Wei
K.C. John Wei Hong Kong Polytechnic University
Chester S. Spatt
Chester S. Spatt Carnegie Mellon University

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