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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

Price pressures

Hendershott, Terrence; Menkveld, Albert J. - In: Journal of financial economics 114 (2014) 3, pp. 405-423

Persistent link: https://www.econbiz.de/10010532702

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

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

Price pressures

Hendershott, Terrence; Menkveld, Albert J. - 2010

We study price pressures in stock prices-price deviations from fundamental value due to a risk-averse intermediary supplying liquidity to asynchronously arriving investors. Empirically, twelve years of daily New York Stock Exchange intermediary data reveal economically large price pressures. A...

Persistent link: https://www.econbiz.de/10003980637

Informed trading and portfolio returns

Boulatov, Alex; Hendershott, Terrence; Livdan, Dmitry - In: The review of economic studies 80 (2013) 1, pp. 35-72

Persistent link: https://www.econbiz.de/10009712480

The intended and collateral effects of short-sale bans as a regulatory tool

Hendershott, Terrence; Namvar, Ethan; Phillips, Blake - In: Journal of investment management : JOIM 11 (2013) 3, pp. 5-13

Persistent link: https://www.econbiz.de/10010196024

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

High frequency trading and price discovery

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - 2013

Persistent link: https://www.econbiz.de/10010210602

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