Terrence Hendershott

Finance · 2000–2019

A researcher in the Science corpus: 16 papers; trusts 63 researchers and is trusted by 63 researchers here, as inferred from the citation graph.

Subfields

Whom Terrence Hendershott trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. S. B. Thompson
  2. Mitchell A. Petersen
  3. H. Bessembinder
  4. R. Huang
  5. Ekkehart Boehmer
  6. Michael J. Barclay
  7. Joel Hasbrouck
  8. Thierry Foucault
  9. F. Jong
  10. Bruce N. Lehmann

Who trusts Terrence Hendershott overall

  1. Peter Hoffmann
  2. Albert J. Menkveld
  3. Tālis J. Putniņš
  4. Thierry Foucault
  5. Ryan Riordan
  6. Charles M. Jones
  7. Markus Baldauf
  8. Jonathan Brogaard
  9. Adrienne G. Gonzalo
  10. Carole Comerton-Forde

Papers from Terrence Hendershott's perspective

Ordered by how strongly the researchers Terrence Hendershott trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Very Fast Money: High-Frequency Trading on the NASDAQ
  2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  3. Market Microstructure: A Survey
  4. Imperfect Competition among Informed Traders
  5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  6. The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
  7. Sample selection bias as a specification error
  8. Liquidity-Based Competition for Order Flow
  9. Inferring investor behavior: Evidence from TORQ data
  10. The Bond/Old-Bond Spread

Their papers