Hendrik Bessembinder

Professor & Labriola Chair

  • 3562 Citations
  • 27 h-Index
1991 …2019
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Fingerprint Dive into the research topics where Hendrik Bessembinder is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 4 Similar Profiles
Execution costs Business & Economics
Liquidity Business & Economics
New York Stock Exchange Business & Economics
Trading costs Business & Economics
Equity Business & Economics
Nasdaq Business & Economics
Futures markets Business & Economics
Corporate bonds Business & Economics

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Research Output 1991 2019

  • 3562 Citations
  • 27 h-Index
  • 38 Article
  • 1 Review article

A Survey of the Microstructure of Fixed-Income Markets

Bessembinder, H., Spatt, C. & Venkataraman, K., Jan 1 2019, In : Journal of Financial and Quantitative Analysis.

Research output: Contribution to journalArticle

Microstructure
Fixed income
Intermediation
Credit
Trading costs
3 Citations (Scopus)

Characteristic-based benchmark returns and corporate events

Bessembinder, H., Cooper, M. J. & Zhang, F., Jan 1 2019, In : Review of Financial Studies. 32, 1, p. 75-125 51 p.

Research output: Contribution to journalReview article

Open Access
Benchmark
Abnormal returns
Factors
Stock splits
Mergers and acquisitions
13 Citations (Scopus)

Capital Commitment and Illiquidity in Corporate Bonds

Bessembinder, H., Jacobsen, S., Maxwell, W. & Venkataraman, K., Aug 1 2018, In : Journal of Finance. 73, 4, p. 1615-1661 47 p.

Research output: Contribution to journalArticle

Corporate bonds
Illiquidity
Dealers
Bond market
Financial crisis
9 Citations (Scopus)

Do stocks outperform Treasury bills?

Bessembinder, H., Jan 1 2018, (Accepted/In press) In : Journal of Financial Economics.

Research output: Contribution to journalArticle

Skewness
Wealth creation
Stock returns
Data base
Listed companies

The “roll yield” myth

Bessembinder, H., Jan 1 2018, In : Financial Analysts Journal. 74, 2, p. 41-53 13 p.

Research output: Contribution to journalArticle

Cash flow
Investors
Price changes
Spot price
Assets