Terrence Hendershott
Terrence Hendershott
Haas School of Business, UC Berkeley
Email verificata su berkeley.edu - Home page
Titolo
Citata da
Citata da
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Does algorithmic trading improve liquidity?
T Hendershott, CM Jones, AJ Menkveld
The Journal of finance 66 (1), 1-33, 2011
15232011
High-frequency trading and price discovery
J Brogaard, T Hendershott, R Riordan
The Review of Financial Studies 27 (8), 2267-2306, 2014
10462014
Algorithmic trading and the market for liquidity
T Hendershott, R Riordan
Journal of Financial and Quantitative Analysis, 1001-1024, 2013
560*2013
Competition among trading venues: Information and trading on electronic communications networks
MJ Barclay, T Hendershott, DT McCormick
The Journal of Finance 58 (6), 2637-2665, 2003
425*2003
Price discovery and trading after hours
MJ Barclay, T Hendershott
The Review of Financial Studies 16 (4), 1041-1073, 2003
4232003
Automation, speed, and stock market quality: The NYSE's hybrid
T Hendershott, PC Moulton
Journal of Financial Markets 14 (4), 568-604, 2011
338*2011
Time variation in liquidity: The role of market‐maker inventories and revenues
C Comerton‐Forde, T Hendershott, CM Jones, PC Moulton, ...
The journal of finance 65 (1), 295-331, 2010
3232010
Island goes dark: Transparency, fragmentation, and regulation
T Hendershott, CM Jones
The Review of Financial Studies 18 (3), 743-793, 2005
2802005
Crossing networks and dealer markets: Competition and performance
T Hendershott, H Mendelson
The Journal of Finance 55 (5), 2071-2115, 2000
2372000
Price pressures
T Hendershott, AJ Menkveld
Journal of Financial Economics 114 (3), 405-423, 2014
226*2014
Are institutions informed about news?
T Hendershott, D Livdan, N Schürhoff
Journal of Financial Economics 117 (2), 249-287, 2015
1862015
Liquidity externalities and adverse selection: Evidence from trading after hours
MJ Barclay, T Hendershott
The Journal of Finance 59 (2), 681-710, 2004
1782004
Market maker inventories and stock prices
T Hendershott, MS Seasholes
American Economic Review 97 (2), 210-214, 2007
1402007
Bundling and optimal auctions of multiple products
C Avery, T Hendershott
The Review of Economic Studies 67 (3), 483-497, 2000
1352000
Automation versus intermediation: Evidence from Treasuries going off the run
MJ Barclay, T Hendershott, K Kotz
The Journal of Finance 61 (5), 2395-2414, 2006
1302006
Click or call? Auction versus search in the over‐the‐counter market
T Hendershott, A Madhavan
The Journal of Finance 70 (1), 419-447, 2015
1262015
A comparison of trading and non-trading mechanisms for price discovery
MJ Barclay, T Hendershott
Journal of Empirical Finance 15 (5), 839-849, 2008
1252008
A model of direct and intermediated sales
T Hendershott, J Zhang
Journal of Economics & Management Strategy 15 (2), 279-316, 2006
117*2006
Price discovery without trading: Evidence from limit orders
J Brogaard, T Hendershott, R Riordan
The Journal of Finance 74 (4), 1621-1658, 2019
1052019
Relationship Trading in Over‐the‐Counter Markets
T Hendershott, D Li, D Livdan, N Schürhoff
The Journal of Finance 75 (2), 683-734, 2020
942020
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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