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Trade execution costs and market quality after decimalization
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 747-777
Persistent link: https://www.econbiz.de/10001859242
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Trade execution costs on NASDAQ and the NYSE : a post-reform comparison
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 387-407
Persistent link: https://www.econbiz.de/10001453447
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Forward contracts and firm value : investment incentive and contracting effects
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 4, pp. 519-532
Persistent link: https://www.econbiz.de/10001119160
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Price volatility, trading volume, and market depth : evidence from futures markets
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10001149612
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A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 287-310
Persistent link: https://www.econbiz.de/10001230906
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A survey of the microstructure of fixed-income markets
Bessembinder, Hendrik; Spatt, Chester S.; Venkataraman, … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10012195424
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Trade Execution Costs and Market Quality after Decimalization
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 747-778
Persistent link: https://www.econbiz.de/10006693972
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Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 387-408
Persistent link: https://www.econbiz.de/10006699136
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A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks
Bessembinder, Hendrik; Kaufman, Herbert M. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 287-310
Persistent link: https://www.econbiz.de/10006702358
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Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
Bessembinder, Hendrik; Seguin, Paul J. - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10006711820