Similar Search Results

Liquidity externalities and adverse selection : evidence from trading after hours

Barclay, Michael J.; Hendershott, Terrence - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 681-710

Persistent link: https://www.econbiz.de/10002013821

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

Algorithmic trading and the market for liquidity

Hendershott, Terrence; Riordan, Ryan - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1001-1024

Persistent link: https://www.econbiz.de/10010255218

High-frequency trading and price discovery

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: The review of financial studies 27 (2014) 8, pp. 2267-2306

Persistent link: https://www.econbiz.de/10010463490

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

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

High frequency trading and the 2008 short-sale ban

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: Journal of financial economics 124 (2017) 1, pp. 22-42

Persistent link: https://www.econbiz.de/10011751407

Algorithmic Trading and the Market for Liquidity

Hendershott, Terrence - 2012

We examine the role of algorithmic traders (AT) in liquidity supply and demand in the 30 DAX stocks on the Deutsche Boerse in January 2008. AT represent 52% of market order volume and 64% of nonmarketable limit order volume. AT more actively monitor market liquidity than human traders. AT...

Persistent link: https://www.econbiz.de/10013111012

True cost of immediacy

Schürhoff, Norman; Hendershott, Terrence; Livdan, Dmitry; … - 2020

Persistent link: https://www.econbiz.de/10012299034

True cost of immediacy

Hendershott, Terrence; Li, Dan; Livdan, Dmitry; … - 2020

Traditional liquidity measures can provide a false impression of the liquidity and stability of financial market trading. Using data on auctions (bids wanted in competition; BWICs) from the collateralized loan obligation (CLO) market, we show that a standard measure of liquidity, the effective...

Persistent link: https://www.econbiz.de/10012271211