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After-hours trading of NYSE stocks on the regional stock exchanges
Mcinish, Thomas H.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Review of financial economics : RFE 11 (2002) 4, pp. 287-298
Persistent link: https://www.econbiz.de/10006438365
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The Effect of the Sec's Order Handling Rules on NASDAQ
Van Ness, Robert A. - 2001
We study the effect of the implementation of new Securities Exchange Commission Order Handling Rules--the Limit Order Display Rule, the Quote Rule, and the Actual Size Rule--on NASDAQ's (National Association of Security Dealers Automated Quotation) quoting and trading behavior. We find that the...
Persistent link: https://www.econbiz.de/10012788374
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Market changes and spread components, implications for international markets
Mcinish, Thomas H.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Journal of international financial markets, … 11 (2001) 1, pp. 65-74
Persistent link: https://www.econbiz.de/10007115387
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Competition from the limit order book and NYSE spreads
Phillips Kugele, Lynn; Mcinish, Thomas H.; Van Ness, … - In: Journal of international financial markets, … 10 (2000) 1, pp. 31-42
Persistent link: https://www.econbiz.de/10007119903
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Canceling liquidity
Van Ness, Bonnie F.; Van Ness, Robert A.; Watson, Ethan D. - In: The journal of financial research 38 (2015) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10011346835
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Odd-lot trading in U.S. equities
Roseman, Brian S.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 125-133
Persistent link: https://www.econbiz.de/10012035003
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To pay or be paid? : the impact of taker fees and order flow inducements on trading costs in U.S. options markets
Battalio, Robert H.; Shkilko, Andriy; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1637-1662
Persistent link: https://www.econbiz.de/10011665159
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Order cancellations, fees, and execution quality in U.S. equity options
Griffith, Todd; Van Ness, Robert A. - In: The review of financial studies 33 (2020) 4, pp. 1534-1564
Persistent link: https://www.econbiz.de/10012198403
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The market for small-cap stocks (NYSE MKT)
Che, Xin; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of trading 11 (2016) 1, pp. 81-95
Persistent link: https://www.econbiz.de/10011697426
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1-share orders and trades
Davis, Ryan L.; Roseman, Brian S.; Van Ness, Bonnie F.; … - In: Journal of banking & finance 75 (2017), pp. 109-117
Persistent link: https://www.econbiz.de/10011742155