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Barclay, Michael J. [Author] ; Hendershott, Terrence [Other]

Price Discovery and Trading Costs after Hours

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[S.l.]: SSRN, [2001]
Hendershott, Terrence [Author] ; Livdan, Dmitry [Other]; Rösch, Dominik [Other]

Asset Pricing : A Tale of Night and Day

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[S.l.]: SSRN, [2019]
Hendershott, Terrence [Author] ; Wee, Marvin [Other]; Wen, Yuanji [Other]

Transparency in Fragmented Markets : Experimental Evidence

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[S.l.]: SSRN, [2020]
Hendershott, Terrence [Author] ; Jones, Charles M. [Other]; Menkveld, Albert J. [Other]

Implementation Shortfall with Transitory Price Effects

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[S.l.]: SSRN, [2018]

Published in: Appeared in David Easley, Marcos López de Prado, and Maureen O'Hara, 2013, editors, "High-Frequency Trading: New Realities for Traders, Markets and Regulators
Hendershott, Terrence [Author] ; Jones, Charles M. [Other]

Island Goes Dark : Transparency, Fragmentation, Liquidity Externalities, and Multimarket Regulation

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[S.l.]: SSRN, [2018]
Hendershott, Terrence [Author] ; Kozhan, Roman [Other]; Raman, Vikas [Other]

Short Selling and Price Discovery in Corporate Bonds

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[S.l.]: SSRN, [2017]
Hendershott, Terrence [Author] ; Moulton, Pamela C. [Other]

Automation, Speed, and Stock Market Quality : The NYSE’s Hybrid

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[S.l.]: SSRN, [2015]
Hendershott, Terrence [Author] ; Madhavan, Ananth [Other]

Click or Call? Auction Versus Search in the Over-the-Counter Market

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[S.l.]: SSRN, [2014]
Hendershott, Terrence [Author] ; Menkveld, Albert J. [Other]

Price Pressures

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[S.l.]: SSRN, [2015]
Hendershott, Terrence [Author] ; Riordan, Ryan [Other]

Algorithmic Trading and the Market for Liquidity

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[S.l.]: SSRN, [2012]
Hendershott, Terrence [Author] ; Jones, Charles M. [Other]; Menkveld, Albert J. [Other]

Does Algorithmic Trading Improve Liquidity?

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[S.l.]: SSRN, [2011]
Hendershott, Terrence [Author] ; Namvar, Ethan [Other]; Phillips, Blake [Other]

The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool

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[S.l.]: SSRN, [2013]
Hendershott, Terrence [Author] ; Seasholes, Mark S. [Other]

Market Predictability and Non-Informational Trading

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[S.l.]: SSRN, [2012]
Hendershott, Terrence [Author] ; Moulton, Pamela C. [Other]; Seasholes, Mark S. [Other]

Market Maker Inventories and Liquidity

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[S.l.]: SSRN, [2010]
Hendershott, Terrence [Author] ; Seasholes, Mark S. [Other]

Market Predictability and Non-Informational Trading

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[S.l.]: SSRN, [2009]
Hendershott, Terrence [Author] ; Seasholes, Mark S. [Other]

Market Maker Inventories and Stock Prices

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[S.l.]: SSRN, [2006]
Brogaard, Jonathan [Author] ; Hendershott, Terrence [Other]; Riordan, Ryan [Other]

Price Discovery Without Trading : Evidence from Limit Orders

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[S.l.]: SSRN, [2020]
Brogaard, Jonathan [Author] ; Hendershott, Terrence [Other]; Riordan, Ryan [Other]

High Frequency Trading and the 2008 Short Sale Ban

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[S.l.]: SSRN, [2016]
Brogaard, Jonathan [Author] ; Hendershott, Terrence [Other]; Riordan, Ryan [Other]

High Frequency Trading and Price Discovery

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[S.l.]: SSRN, [2013]

Published in: ECB Working Paper ; No. 1602
Brogaard, Jonathan [Author] ; Hendershott, Terrence [Other]; Riordan, Ryan [Other]

High Frequency Trading and Price Discovery

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[S.l.]: SSRN, [2013]

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