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Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik; Coughenour, Jay F.; Seguin, Paul John - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
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Trading costs and return volatility : evidence from exchange listings
Bessembinder, Hendrik - 1998
Persistent link: https://www.econbiz.de/10000995157
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Transaction costs and price volatility : evidence from commission deregulation
Jones, Charles M.; Seguin, Paul John - 1995 - [Rev.]
Persistent link: https://www.econbiz.de/10000913963
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Transaction costs and price volatility : evidence from commission deregulation
Jones, Charles M. - In: The American economic review 87 (1997) 4, pp. 728-737
Persistent link: https://www.econbiz.de/10001226847
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A comparison of quotations, trading costs, and volatility for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik; Kauffman, Herbert M. - 1996
Persistent link: https://www.econbiz.de/10000952878
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A comparison of trade execution costs and volatility for NYSE and Nasdaq-listed technology stocks
Bessembinder, Hendrik; Kaufman, Herbert M. - 1996
Persistent link: https://www.econbiz.de/10000984161
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Does market structure matter? : trading costs and return volatility around exchange listings
Bessembinder, Hendrik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003794775
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Does market structure matter? : trading costs and return volatility around exchange listings
Bessembinder, Hendrik; Rath, Subhrendu - In: Stock market liquidity : implications for market …, (pp. 149-171). 2008
Persistent link: https://www.econbiz.de/10003650512