Hendrik Bessembinder

12.1k total citations · 3 hit papers
105 papers, 8.4k citations indexed

About

Hendrik Bessembinder is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Hendrik Bessembinder has authored 105 papers receiving a total of 8.4k indexed citations (citations by other indexed papers that have themselves been cited), including 94 papers in Finance, 54 papers in Accounting and 46 papers in Economics and Econometrics. Recurrent topics in Hendrik Bessembinder's work include Financial Markets and Investment Strategies (87 papers), Corporate Finance and Governance (47 papers) and Market Dynamics and Volatility (25 papers). Hendrik Bessembinder is often cited by papers focused on Financial Markets and Investment Strategies (87 papers), Corporate Finance and Governance (47 papers) and Market Dynamics and Volatility (25 papers). Hendrik Bessembinder collaborates with scholars based in United States, Hong Kong and Ireland. Hendrik Bessembinder's co-authors include Paul J. Seguin, William F. Maxwell, Kalok Chan, Kumar Venkataraman, Michael L. Lemmon, Herbert M. Kaufman, Kathleen M. Kahle, Danielle Xu, Margaret Monroe Smoller and Jay F. Coughenour and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Hendrik Bessembinder

96 papers receiving 7.8k citations

Hit Papers

Price Volatility, Trading Volume, and Market Depth: Evide... 1993 2026 2004 2015 1993 2002 2018 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
    1993 500 citations Hendrik Bessembinder, Paul J. Seguin Journal of Financial and Quantitative Analysis profile →
  2. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
    2002 469 citations Hendrik Bessembinder, Michael L. Lemmon The Journal of Finance profile →
  3. Capital Commitment and Illiquidity in Corporate Bonds
    2018 191 citations Hendrik Bessembinder, William F. Maxwell et al. The Journal of Finance profile →

Peers

Hendrik Bessembinder
Thomas E. Copeland United States
Louis H. Ederington United States
Chongfeng Wu China
Gregory W. Brown United States
Jack Strauss United States
Richard C. Stapleton United Kingdom
Nalin Kulatilaka United States
Marshall E. Blume United States
Richard Meese United States
Jonathan A. Batten Australia
Thomas E. Copeland United States
Hendrik Bessembinder
Citations per year, relative to Hendrik Bessembinder Hendrik Bessembinder (= 1×) peers Thomas E. Copeland

Countries citing papers authored by Hendrik Bessembinder

Since Specialization
Citations

This map shows the geographic impact of Hendrik Bessembinder's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Hendrik Bessembinder with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hendrik Bessembinder more than expected).

Fields of papers citing papers by Hendrik Bessembinder

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hendrik Bessembinder. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Hendrik Bessembinder. The network helps show where Hendrik Bessembinder may publish in the future.

Co-authorship network of co-authors of Hendrik Bessembinder

This figure shows the co-authorship network connecting the top 25 collaborators of Hendrik Bessembinder. A scholar is included among the top collaborators of Hendrik Bessembinder based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Hendrik Bessembinder. Hendrik Bessembinder is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Bessembinder, Hendrik, et al.. (2023). Mutual Fund Flows and Investor Disappointment. SSRN Electronic Journal.
2.
Bessembinder, Hendrik. (2023). Shareholder Wealth Enhancement, 1926 to 2022. SSRN Electronic Journal.
3.
Bessembinder, Hendrik, Michael J. Cooper, & Feng Zhang. (2022). What you see may not be what you get: Return horizon and investment alpha. SSRN Electronic Journal. 5 indexed citations
4.
Bessembinder, Hendrik, et al.. (2021). Time Series Variation in the Factor Zoo. SSRN Electronic Journal. 10 indexed citations
5.
Babenko, Ilona, Hendrik Bessembinder, & Yuri Tserlukevich. (2020). Debt Financing and Risk Management. SSRN Electronic Journal.
6.
Bessembinder, Hendrik, et al.. (2019). Do Global Stocks Outperform US Treasury Bills?. SSRN Electronic Journal. 18 indexed citations
7.
Bessembinder, Hendrik. (2018). The “Roll Yield” Myth. Financial Analysts Journal. 74(2). 41–53. 12 indexed citations
8.
Bessembinder, Hendrik, Allen Carrion, Laura A. Tuttle, & Kumar Venkataraman. (2016). Liquidity, resiliency and market quality around predictable trades: Theory and evidence. Journal of Financial Economics. 121(1). 142–166. 74 indexed citations
9.
Bessembinder, Hendrik & Feng Zhang. (2015). Overreaction to Merger and Acquisition Announcements. SSRN Electronic Journal. 1 indexed citations
10.
Bessembinder, Hendrik. (2014). Predictable ETF Order Flow and Market Quality. SSRN Electronic Journal. 5 indexed citations
11.
Bessembinder, Hendrik & Feng Zhang. (2013). Firm characteristics and long-run stock returns after corporate events. Journal of Financial Economics. 109(1). 83–102. 89 indexed citations
12.
Bessembinder, Hendrik, Allen Carrion, Kumar Venkataraman, & Laura A. Tuttle. (2012). Predatory or Sunshine Trading? Evidence from Crude Oil ETF Rolls. SSRN Electronic Journal. 21 indexed citations
13.
Bessembinder, Hendrik, et al.. (2011). Why Designate Market Makers? Affirmative Obligations and Market Quality. SSRN Electronic Journal. 8 indexed citations
14.
Bessembinder, Hendrik & William F. Maxwell. (2008). Markets: Transparency and the Corporate Bond Market. The Journal of Economic Perspectives. 22(2). 217–234. 166 indexed citations
15.
Bessembinder, Hendrik & Kumar Venkataraman. (2004). Does an electronic stock exchange need an upstairs market?. Journal of Financial Economics. 73(1). 3–36. 120 indexed citations
16.
Bessembinder, Hendrik. (2000). Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading Near Ten Dollars. SSRN Electronic Journal. 11 indexed citations
17.
Bessembinder, Hendrik & Kalok Chan. (1998). Market Efficiency and the Returns to Technical Analysis. RePEc: Research Papers in Economics. 13 indexed citations
18.
Bessembinder, Hendrik. (1997). The degree of price resolution and equity trading costs. Journal of Financial Economics. 45(1). 9–34. 64 indexed citations
19.
Bessembinder, Hendrik, Jay F. Coughenour, Paul J. Seguin, & Margaret Monroe Smoller. (1995). Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure. The Journal of Finance. 50(1). 361–375. 271 indexed citations
20.
Bessembinder, Hendrik. (1991). Forward Contracts and Firm Value: Investment Incentive and Contracting Effects. Journal of Financial and Quantitative Analysis. 26(4). 519–519. 340 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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