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Automation versus intermediation : evidence from treasuries going off the run
Barclay, Michael J.; Hendershott, Terrence; Kotz, Kenneth - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2395-2414
Persistent link: https://www.econbiz.de/10003378713
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Price discovery and trading after hours
Barclay, Michael J.; Hendershott, Terrence - In: The review of financial studies 16 (2003) 4, pp. 1041-1073
Persistent link: https://www.econbiz.de/10001824048
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The effects of transaction costs on stock prices and trading volume
Barclay, Michael J. - In: Journal of financial intermediation 7 (1998) 2, pp. 130-150
Persistent link: https://www.econbiz.de/10001253019
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Effects of market reform on the trading costs and depths of Nasdaq stocks
Barclay, Michael J.; Christie, William G.; Harris, … - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001355195
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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
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Are institutions informed about news?
Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - 2014
This paper combines daily non-public data on buy and sell volume by institutions from 2003 through 2005 for NYSE-listed stocks with all news announcements from Reuters. Natural language processing categorizes the sentiment associated with each news story. We use institutional order flow (buy...
Persistent link: https://www.econbiz.de/10010413275
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Are institutions informed about news?
Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - In: Journal of financial economics 117 (2015) 2, pp. 249-287
Persistent link: https://www.econbiz.de/10011479892
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High frequency trading and the 2008 short-sale ban
Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: Journal of financial economics 124 (2017) 1, pp. 22-42
Persistent link: https://www.econbiz.de/10011751407