Hendrik Bessembinder
A. Blaine Huntsman Chaired Presidential Professor
Department of Finance
Email: finhb@business.utah.edu
Degrees:
1986 PHD University of Washington
1978 MBA Washington State University
Teaching Areas:
Corporate Finance, Financial Markets
Research Statements:
Financial Markets, including market design and trading costs, Stock Markets, Foreign Exchange Markets, Derivative Security Markets, Energy Markets, Risk Pricing, Risk Management, and International Financial Management
Chapters
- "Trading Costs and Return Volatility: Evidence From Exchange Listings" Market Liquidity, Elsevier Publishing. (2008)
Co-Author(s): Subhrendu Rath
Encyclopedia Entries
- "Bid-Ask Spreads: Measuring Trade Execution Costs in Financial Markets" Encyclopedia of Quantitative Finance, John Wiley and Sons. (Forthcoming)
Co-Author(s): Kumar Venkataraman
Journal Articles
- "Liquidity Biases in Asset Pricing Tests" Journal of Financial Economics. (Forthcoming)
Co-Author(s): Elena Asparouhova and Ivalina Kalcheva - "Hidden Liquidity: An Analysis of Order Exposure Strategies in Automated Markets" Journal of Financial Economics. (2009)
Co-Editor(s): Marios Panayides and Kumar Venkataraman - "Measuring Abnormal Bond Performance" Review of Financial Studies. (2009)
Co-Author(s): William Maxwell, Kathleen Kahle, Danielle Xu
