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Order consolidation, price efficiency, and extreme liquidity shocks

Barclay, Michael J.; Hendershott, Terrence; Jones, … - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 93-122

Persistent link: https://www.econbiz.de/10003692393

Market maker inventories and stock prices

Hendershott, Terrence; Seasholes, Mark S. - In: The American economic review 97 (2007) 2, pp. 210-214

Persistent link: https://www.econbiz.de/10003501740

Automation, speed, and stock market quality : the NYSE's Hybrid

Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604

Persistent link: https://www.econbiz.de/10009260950

High-frequency trading and the execution costs of institutional investors

Brogaard, Jonathan; Hendershott, Terrence; Hunt, Stefan; … - In: The financial review : the official publication of the … 49 (2014) 2, pp. 345-369

Persistent link: https://www.econbiz.de/10010363577

Leveling the trading field

Easley, David; Hendershott, Terrence; Ramadorai, Tarun - In: Journal of financial markets 17 (2014), pp. 65-93

Persistent link: https://www.econbiz.de/10010437297

Crossing networks and dealer markets : competition and performance

Hendershott, Terrence; Mendelson, Haim - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2071-2115

Persistent link: https://www.econbiz.de/10001523897

Automation, Speed, and Stock Market Quality : The NYSE's Hybrid

Hendershott, Terrence - 2015

Automation and trading speed are increasingly important aspects of competition among financial markets. Yet we know little about how changing a market's automation and speed affects the cost of immediacy and price discovery, two key dimensions of market quality. At the end of 2006 the New York...

Persistent link: https://www.econbiz.de/10013038154