| Does algorithmic trading improve liquidity? T Hendershott, CM Jones, AJ Menkveld The Journal of finance 66 (1), 1-33, 2011 | 2106 | 2011 |
| High-frequency trading and price discovery J Brogaard, T Hendershott, R Riordan The Review of Financial Studies 27 (8), 2267-2306, 2014 | 1605 | 2014 |
| Algorithmic trading and the market for liquidity T Hendershott, R Riordan Journal of Financial and Quantitative Analysis 48 (4), 1001-1024, 2013 | 777* | 2013 |
| Price discovery and trading after hours MJ Barclay, T Hendershott The Review of Financial Studies 16 (4), 1041-1073, 2003 | 575 | 2003 |
| Time variation in liquidity: The role of market‐maker inventories and revenues C Comerton‐Forde, T Hendershott, CM Jones, PC Moulton, ... The journal of finance 65 (1), 295-331, 2010 | 455 | 2010 |
| Competition among trading venues: Information and trading on electronic communications networks MJ Barclay, T Hendershott, DT McCormick The Journal of Finance 58 (6), 2637-2665, 2003 | 449* | 2003 |
| Automation, speed, and stock market quality: The NYSE's hybrid T Hendershott, PC Moulton Journal of Financial Markets 14 (4), 568-604, 2011 | 432* | 2011 |
| Price pressures T Hendershott, AJ Menkveld Journal of Financial economics 114 (3), 405-423, 2014 | 361* | 2014 |
| Island goes dark: Transparency, fragmentation, and regulation T Hendershott, CM Jones The Review of Financial Studies 18 (3), 743-793, 2005 | 334 | 2005 |
| Are institutions informed about news? T Hendershott, D Livdan, N Schürhoff Journal of financial economics 117 (2), 249-287, 2015 | 324 | 2015 |
| Crossing networks and dealer markets: Competition and performance T Hendershott, H Mendelson The Journal of Finance 55 (5), 2071-2115, 2000 | 312 | 2000 |
| Price discovery without trading: Evidence from limit orders J Brogaard, T Hendershott, R Riordan The Journal of Finance 74 (4), 1621-1658, 2019 | 258 | 2019 |
| Click or call? Auction versus search in the over‐the‐counter market T Hendershott, A Madhavan The Journal of Finance 70 (1), 419-447, 2015 | 228 | 2015 |
| Liquidity externalities and adverse selection: Evidence from trading after hours MJ Barclay, T Hendershott The Journal of Finance 59 (2), 681-710, 2004 | 221 | 2004 |
| Relationship trading in over‐the‐counter markets T Hendershott, D Li, D Livdan, N Schürhoff The Journal of Finance 75 (2), 683-734, 2020 | 210 | 2020 |
| Market maker inventories and stock prices T Hendershott, MS Seasholes American Economic Review 97 (2), 210-214, 2007 | 188 | 2007 |
| FinTech as a game changer: Overview of research frontiers T Hendershott, X Zhang, JL Zhao, Z Zheng Information Systems Research 32 (1), 1-17, 2021 | 177 | 2021 |
| Automation versus intermediation: Evidence from Treasuries going off the run MJ Barclay, T Hendershott, K Kotz The Journal of Finance 61 (5), 2395-2414, 2006 | 165 | 2006 |
| A comparison of trading and non-trading mechanisms for price discovery MJ Barclay, T Hendershott Journal of Empirical Finance 15 (5), 839-849, 2008 | 162 | 2008 |
| A model of direct and intermediated sales T Hendershott, J Zhang Journal of Economics & Management Strategy 15 (2), 279-316, 2006 | 155 | 2006 |
Charles M. JonesRobert W. Lear Professor of Finance and Economics, Columbia Business SchoolVerified email at columbia.edu
