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The intended and collateral effects of short-sale bans as a regulatory tool
Hendershott, Terrence; Namvar, Ethan; Phillips, Blake - In: Journal of investment management : JOIM 11 (2013) 3, pp. 5-13
Persistent link: https://www.econbiz.de/10010196024
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High frequency trading and price discovery
Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - 2013
Persistent link: https://www.econbiz.de/10010210602
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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
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Are institutions informed about news?
Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - 2014
This paper combines daily non-public data on buy and sell volume by institutions from 2003 through 2005 for NYSE-listed stocks with all news announcements from Reuters. Natural language processing categorizes the sentiment associated with each news story. We use institutional order flow (buy...
Persistent link: https://www.econbiz.de/10010413275
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High-frequency trading and the execution costs of institutional investors
Brogaard, Jonathan; Hendershott, Terrence; Hunt, Stefan; … - In: The financial review : the official publication of the … 49 (2014) 2, pp. 345-369
Persistent link: https://www.econbiz.de/10010363577
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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
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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
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Click or call? : auction versus search in the over-the-counter market
Hendershott, Terrence; Madhavan, Ananth Narayan - In: The journal of finance : the journal of the American … 70 (2015) 1, pp. 419-447
Persistent link: https://www.econbiz.de/10010501906
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Leveling the trading field
Easley, David; Hendershott, Terrence; Ramadorai, Tarun - In: Journal of financial markets 17 (2014), pp. 65-93
Persistent link: https://www.econbiz.de/10010437297
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High-frequency trading and the execution costs of institutional investors
Brogaard, Jonathan; Hendershott, Terrence; Hunt, Stefan; … - 2013
Persistent link: https://www.econbiz.de/10009733285