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Terrence J. Hendershott · Study
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Author
Terrence J. Hendershott
32 works
· latest 2021
· 7 institutions
cluster: provisional
ORCID 0000-0003-2270-7800
Works
32 shown
Asset Price Dynamics with Limited Attention
Review of Financial Studies
·
2021
·
4 authors
·
Open access
92
citations
FinTech as a Game Changer: Overview of Research Frontiers
Information Systems Research
·
2021
·
4 authors
·
editorial
205
citations
Relationship Trading in Over‐the‐Counter Markets
The Journal of Finance
·
2019
·
3 authors
135
citations
Price Discovery without Trading: Evidence from Limit Orders
The Journal of Finance
·
2019
·
3 authors
·
Open access
274
citations
Short Selling and Price Discovery in Corporate Bonds
Journal of Financial and Quantitative Analysis
·
2018
·
3 authors
·
Open access
57
citations
Asset Pricing: A Tale of Night and Day
Journal of Financial Economics
·
2018
·
3 authors
·
Open access
147
citations
High frequency trading and the 2008 short-sale ban
Journal of Financial Economics
·
2017
·
3 authors
96
citations
Relationship Trading in OTC Markets
SSRN Electronic Journal
·
2017
·
2 authors
·
preprint
·
Open access
63
citations
Price pressures
Journal of Financial Economics
·
2014
·
2 authors
291
citations
High-Frequency Trading and Price Discovery
Review of Financial Studies
·
2014
·
3 authors
·
Open access
1,168
citations
High‐Frequency Trading and the Execution Costs of Institutional Investors
Financial Review
·
2014
·
4 authors
100
citations
How Slow Is the NBBO? A Comparison with Direct Exchange Feeds
Financial Review
·
2014
·
2 authors
75
citations
Click or Call? Auction versus Search in the Over‐the‐Counter Market
The Journal of Finance
·
2014
·
2 authors
·
Open access
195
citations
Are Institutions Informed About News?
Journal of Financial Economics
·
2014
·
3 authors
·
Open access
285
citations
Algorithmic Trading and the Market for Liquidity
Journal of Financial and Quantitative Analysis
·
2013
·
2 authors
·
Open access
418
citations
High Frequency Trading and Price Discovery
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
165
citations
Automation, speed, and stock market quality: The NYSE's Hybrid
Journal of Financial Markets
·
2011
·
2 authors
·
Open access
281
citations
Does Algorithmic Trading Improve Liquidity?
The Journal of Finance
·
2011
·
3 authors
·
Open access
1,680
citations
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues
The Journal of Finance
·
2010
·
5 authors
373
citations
Algorithmic Trading and Information
SSRN Electronic Journal
·
2009
·
2 authors
·
preprint
·
Open access
184
citations
A comparison of trading and non-trading mechanisms for price discovery
Journal of Empirical Finance
·
2008
·
2 authors
109
citations
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks
Journal of Financial and Quantitative Analysis
·
2008
·
3 authors
·
Open access
106
citations
Market Maker Inventories and Stock Prices
American Economic Review
·
2007
·
2 authors
150
citations
Economics and Information Systems
·
2006
·
1 author
65
citations
Automation versus Intermediation: Evidence from Treasuries Going Off the Run
The Journal of Finance
·
2006
·
2 authors
·
Open access
130
citations
A Model of Direct and Intermediated Sales
Journal of Economics & Management Strategy
·
2006
·
2 authors
·
Open access
99
citations
Island Goes Dark: Transparency, Fragmentation, and Regulation
Review of Financial Studies
·
2005
·
2 authors
·
Open access
253
citations
Trade-through prohibitions and market quality
Journal of Financial Markets
·
2004
·
2 authors
56
citations
Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours
The Journal of Finance
·
2004
·
2 authors
167
citations
Competition among Trading Venues: Information and Trading on Electronic Communications Networks
The Journal of Finance
·
2003
·
3 authors
·
Open access
280
citations
Price Discovery and Trading After Hours
Review of Financial Studies
·
2003
·
2 authors
407
citations
Crossing Networks and Dealer Markets: Competition and Performance
The Journal of Finance
·
2000
·
2 authors
·
Open access
257
citations