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Livdan, Dmitry Schürhoff, Norman Menkveld, Albert J. Brogaard, Jonathan Jones, Charles M. Riordan, Ryan Barclay, Michael J. Seasholes, Mark S. Li, Dan Moulton, Pamela C. Phillips, Blake Namvar, Ethan Comerton-Forde, Carole Rösch, Dominik Avery, Christopher Che, Yeon-Koo Kozhan, Roman Boulatov, Alex Hunt, Stefan Raman, Vikas Madhavan, Ananth Narayan Praz, Rémy Ramadorai, Tarun McCormick, D. Timothy Zhang, Jie Kotz, Kenneth Brugler, James Pedace, Lucas Latza, Torben Easley, David Zhang, Xiaoquan Hanna, John Ding, Shengwei Ysusi, Carla Zheng, Zhiqiang Zhao, J. Leon Praz, Remy Kalev, Petko S. Mendelson, Haim All co-authors price market short returns stock order wertpapierhandel hfts börsenkurs algorithmic prices cost stocks selling liquidity markets nyse model discovery bond predicts asset immediacy frequency products liquidität bonds sale effects news institutional orders days marktliquidität bans efficiency investors flow pressure pricing day financial pressures exchange inventories non electronic optimal multiple daily data past insurers new direction börsenmakler stockbrokers otc quality informed auctions observed average beta use spreads leerverkauf true collateral regulatory return trades related change efficient large traders limit york
Composed electronic trading securities trading elektronisches handelssystem share price algorithmic trading cost immediacy short sale market liquidity geld brief spanne bid ask spread price pressure otc handel otc market frequency trading price pressures order flow short selling market quality sale bans price efficiency otc markets true cost multiple products bond returns corporate bond new york york stock institutional order stock exchange trading automation speed effects short regulatory tool pricing errors bid ask limit order price changes trading volume behavioural finance over the counter markets auction theory financial market regulation asymmetrische information asymmetric information transaction costs handelsvolumen der börse market microstructure night day stock market trading price improve liquidity market maker maker inventories stock prices optimal auctions non hfts financial markets news announcements flow predicts efficient market hypothesis capital income portfolio management portfolio selection institutioneller investor institutional investor asset price price dynamics sale ban speed stock quality nyse nyse hybrid intended collateral collateral effects bans regulatory trading improve portfolio returns half life returns short short sellers bond short hfts non price risk trading asset financial crisis discovery corporate
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Terrence Hendershott Alternative spellings: T. Hendershott Biblio: Tätig an der Haas School of Business, Univ. of California, Berkeley, CA
Publishing years Series Research paper series / Swiss Finance Institute (4) Discussion papers / CEPR (2) CFS working paper series (2) ECB Working Paper (1) Working paper series / European Central Bank (1) Discussion paper / Centre for Economic Policy Research (1) Pacific-Basin finance journal (1) Simon School, University of Rochester, Research Paper (1) Occasional paper series / Financial Services Authority (1) Handbooks in information systems : HIS (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
