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Systematic risk, hedging pressure, and risk premiums in futures markets
Bessembinder, Hendrik - In: The review of financial studies 5 (1992) 4, pp. 637-667
Persistent link: https://www.econbiz.de/10001137839
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Measuring abnormal bond performance
Bessembinder, Hendrik; Kahle, Kathleen M.; Maxwell, … - In: The review of financial studies 22 (2009) 10, pp. 4219-4258
Persistent link: https://www.econbiz.de/10003887027
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Predictable corporate distributions and stock returns
Bessembinder, Hendrik; Zhang, Feng - In: The review of financial studies 28 (2015) 4, pp. 1199-1241
Persistent link: https://www.econbiz.de/10011338235
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Return autocorrelations around nontrading days
Bessembinder, Hendrik - In: The review of financial studies 6 (1993) 1, pp. 155-189
Persistent link: https://www.econbiz.de/10001149991
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Characteristic-based benchmark returns and corporate events
Bessembinder, Hendrik; Cooper, Michael J.; Zhang, Feng - In: The review of financial studies 32 (2019) 1, pp. 75-125
Persistent link: https://www.econbiz.de/10012033373
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Liquidity provision contracts and market quality : evidence from the New York stock exchange
Bessembinder, Hendrik; Hao, Jia; Zheng, Kuncheng - In: The review of financial studies 33 (2020) 1, pp. 44-74
Persistent link: https://www.econbiz.de/10012135543
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Measuring Abnormal Bond Performance
Bessembinder, Hendrik; Kahle, Kathleen M.; Maxwell, … - In: The review of financial studies 22 (2013) 10, pp. 4219-4218
Persistent link: https://www.econbiz.de/10010114821
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Return Autocorrelations around Nontrading Days
Bessembinder, Hendrik; Hertzel, Michael G. - In: The review of financial studies 6 (1993) 1, pp. 155-190
Persistent link: https://www.econbiz.de/10007093185