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Market transparency, liquidity externalities, and institutional trading costs in corporate bonds

Bessembinder, Hendrik; Maxwell, William; Venkataraman, Kumar - In: Journal of financial economics 82 (2006) 2, pp. 251-288

Persistent link: https://www.econbiz.de/10003387856

Trading activity and transaction costs in structured credit products

Bessembinder, Hendrik; Maxwell, William F.; … - In: Financial analysts' journal : FAJ 69 (2013) 6, pp. 55-67

Persistent link: https://www.econbiz.de/10010253545

Markets : transparency and the corporate bond market

Bessembinder, Hendrik; Maxwell, William F. - In: The journal of economic perspectives : EP ; a journal … 22 (2008) 2, pp. 217-234

Persistent link: https://www.econbiz.de/10003729461

Trading Activity and Transaction Costs in Structured Credit Products

Bessembinder, Hendrik - 2014

After conducting the first study of secondary trading in structured credit products, the authors report that the majority of products did not trade even once during the 21-month sample. Execution costs averaged 24 bps when trades occurred and were considerably higher for products with a greater...

Persistent link: https://www.econbiz.de/10013065001

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

Automated versus floor trading : an analysis of execution costs on the Paris and New York exchanges

Venkataraman, Kumar - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1445-1485

Persistent link: https://www.econbiz.de/10001662241

Measuring trade execution costs from public data

Bessembinder, Hendrik - In: Journal / The Capco Institute : journal of financial … (2005) 13, pp. 35-42

Persistent link: https://www.econbiz.de/10002829191

Issues in assessing trade execution costs

Bessembinder, Hendrik - In: Journal of financial markets 6 (2003) 3, pp. 233-257

Persistent link: https://www.econbiz.de/10001757893

Trade execution costs and market quality after decimalization

Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 747-777

Persistent link: https://www.econbiz.de/10001859242

Bid-ask spreads in the interbank foreign exchange markets

Bessembinder, Hendrik - In: Journal of financial economics 35 (1994) 3, pp. 317-348

Persistent link: https://www.econbiz.de/10001160844