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Liquidity, resiliency and market quality around predictable trades : theory and evidence

Bessembinder, Hendrik; Carrion, Allen; Tuttle, Laura; … - In: Journal of financial economics 121 (2016) 1, pp. 142-166

Persistent link: https://www.econbiz.de/10011590681

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

Chinese and global ADRs : the US investor experience

Bessembinder, Hendrik; Chen, Te-Feng; Choi, Goeun; Wei, … - In: Financial analysts journal : FAJ 77 (2021) 3, pp. 53-68

Persistent link: https://www.econbiz.de/10012608462

Mutual fund performance at long horizons

Bessembinder, Hendrik; Cooper, Michael J.; Zhang, Feng - In: Journal of financial economics 147 (2023) 1, pp. 132-158

Persistent link: https://www.econbiz.de/10013546026

Penny wise, dollar foolish : buy-sell imbalances on and around round numbers

Bhattacharya, Utpal; Holden, Craig W.; Jacobsen, Stacey - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 413-431

Persistent link: https://www.econbiz.de/10009512142

Performance of institutional trading desks : an analysis of persistence in trading costs

Anand, Amber; Irvine, Paul; Puckett, Andy; … - In: The review of financial studies 25 (2012) 2, pp. 557-598

Persistent link: https://www.econbiz.de/10009515804

Mutual Fund Trading Style and Bond Market Fragility

Anand, Amber - 2020

We explore the link between mutual funds and fragility risk in the corporate bond market. We classify a fund's trading style based on its responses to signals of large dealer inventories. Trading style is persistent and the majority of funds demand liquidity. Notably, a subset of funds earn...

Persistent link: https://www.econbiz.de/10012854024

Mutual fund trading style and bond market fragility

Anand, Amber; Jotikasthira, Chotibhak; Venkataraman, Kumar - In: The review of financial studies 34 (2021) 6, pp. 2993-3044

Persistent link: https://www.econbiz.de/10012546368

Informed trading and price discovery before corporate events

Baruch, Shmuel; Panayides, Marios; Venkataraman, Kumar - In: Journal of financial economics 125 (2017) 3, pp. 561-588

Persistent link: https://www.econbiz.de/10011751862

Chinese and Global ADRs : The U.S. Investor Experience

Bessembinder, Hendrik; Chen, Te-Feng; Choi, Goeun; Wei, … - 2021

We study outcomes to ADR investments between August 1954 and September 2020, with attention to ADRs associated with Chinese firms. Overall, ADRs improved investors’ wealth by $1.03 trillion, with more than a third of this amount attributable to ADRs associated with Chinese firms. A...

Persistent link: https://www.econbiz.de/10013234522