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Competition among trading venues : information and trading on electronic communications networks

Barclay, Michael J.; Hendershott, Terrence; McCormick, … - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2637-2666

Persistent link: https://www.econbiz.de/10001845872

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

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 to divide the possession of a football?

Che, Yeon-Koo; Hendershott, Terrence - In: Economics letters 99 (2008) 3, pp. 561-565

Persistent link: https://www.econbiz.de/10003726256

Informed Trading and Portfolio Returns

Boulatov, Alex - 2010

We solve a multi-period model of strategic trading with long-lived information in multiple assets with correlated innovations in fundamental values. Market makers in each asset can only condition their price functions on trading in the that asset (but not on trading in the other asset). Using...

Persistent link: https://www.econbiz.de/10013150952