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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

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

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

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

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

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

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

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) C, pp. 65-93

We examine the impact on stock prices of a major upgrade to the New York Stock Exchange's trading environment. The upgrade improved information dissemination on the trading floor and reduced the latency in reporting trades and quotes. The portion of the upgrade that reduced latency for...

Persistent link: https://www.econbiz.de/10010737890