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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

Time variation in liquidity : the role of market-maker inventories and revenues

Comerton-Forde, Carole; Hendershott, Terrence; Jones, … - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 259-331

Persistent link: https://www.econbiz.de/10003923943

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10008991191

The NFL should auction possession in overtime games

Che, Yeon-Koo; Hendershott, Terrence - In: The Economists' voice 6 (2009) 9, pp. 1-4

Persistent link: https://www.econbiz.de/10009504281

Automation, speed, and stock market quality : the NYSE's Hybrid

Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604

Persistent link: https://www.econbiz.de/10009260950

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

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

How slow is the NBBO? : a comparison with direct exchange feeds

Ding, Shengwei; Hanna, John; Hendershott, Terrence - In: The financial review : the official publication of the … 49 (2014) 2, pp. 313-332

Persistent link: https://www.econbiz.de/10010363582

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

Liquidity provision and stock return predictability

Hendershott, Terrence; Seasholes, Mark S. - In: Journal of banking & finance 45 (2014), pp. 140-151

Persistent link: https://www.econbiz.de/10010466615

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