Hendrik Bessembinder

Curriculum Vitae

Hendrik Bessembinder
  • A. Blaine Huntsman Chaired Presidential Professor, Department of Finance
  • Presidential Professor, Finance Department, University of Utah

Publications

Publications

Search my publications on PubMed or USpace.

  • Elena Asparouhova, Hendrik Bessembinder & Ivalina Kalcheva (2011). Noisy Prices and Inference Regarding Returns. Journal of Finance. Accepted, 10/2011.
    http://papers.ssrn.com/sol3/papers.cfm?abstract_id...
  • Bessembinder, H., & Elena Asparouhova and Ivalina Kalcheva. (n.d.). Liquidity Biases in Asset Pricing Tests. Journal of Financial Economics. Discipline based - refereed, Published, 2010.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H., & Marios Panayides and Kumar Venkataraman. (2009). Hidden Liquidity: An Analysis of Order Exposure Strategies in Automated Markets. Journal of Financial Economics. Discipline based - refereed, Published, 2009.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H., & William Maxwell, Kathleen Kahle, Danielle Xu. (2009). Measuring Abnormal Bond Performance. Review of Financial Studies. Discipline based - refereed, Published, 2009.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H.(2008). Transparency and the Corporate Bond Market. Journal of Economic Perspectives. Discipline based - other, Published, 04/2008.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H., & William Maxwell, Kumar Venkataraman. (2006). Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds. Journal of Financial Economics. Discipline based - refereed, Published, 11/2006.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H., & Michael Lemmon. (2006). Gains From Trade Under Uncertainty: The Case of Electric Power Markets. Journal of Business. Discipline based - refereed, Published, 06/2006.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H., & Kumar Venkataraman. (2004). Does an Electronic Stock Exchange need an Upstairs Market. Journal of Financial Economics. Discipline based - refereed, Published, 06/2004.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H.(2003). Trade Execution Costs and Market Quality after Decimalization. Journal of Financial and Quantitative Analysis. Discipline based - refereed, Published, 12/2003.
  • Bessembinder, H.(2003). Quote-Based Competition and Trade Execution Costs in NYSE-Listed Stocks. Journal of Financial Economics. Discipline based - refereed, Published, 12/2003.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H.(2003). Issues in Assessing Trade Execution Costs. Journal of Financial Markets. Discipline based - refereed, Published, 06/2003.
    http://home.business.utah.edu/hank.bessembinder/pu...
  • Bessembinder, H., & Mike Lemmon. (2002). Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets. Journal of Finance. Discipline based - refereed, Published, 06/2002.
  • Bessembinder, H.(2000). Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading Near Ten Dollars. Journal of Financial Intermediation. Discipline based - refereed, Published, 2000.
  • Bessembinder, H.(1999). Trade Execution Costs on Nasdaq and the NYSE: A Post-Reform Comparison. Journal of Financial and Quantitative Analysis. Discipline based - refereed, Published, 09/1999.