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Terrence Hendershott

Terrence Hendershott

University of California Berkeley - Berkeley / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1740404
person_outline Terrence Hendershott's MOST POPULAR ARTICLES
1-) Does algorithmic trading improve liquidity? The Journal of finance 66 (1), 1-33, 2011
2-) High-frequency trading and price discovery The Review of Financial Studies 27 (8), 2267-2306, 2014
3-) Algorithmic trading and the market for liquidity Journal of financial and quantitative analysis 48 (4), 1001-1024, 2013
4-) Price discovery and trading after hours The Review of Financial Studies 16 (4), 1041-1073, 2003
5-) Time variation in liquidity: The role of market‐maker inventories and revenues The journal of finance 65 (1), 295-331, 2010