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Intraday trading of island (as reported to the Cincinnati Stock Exchange) and NASDAQ

Nguyen, Van T.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 89-104

Persistent link: https://www.econbiz.de/10003104078

The intraday probability of informed trading on the NYSE

Goldstein, Michael A.; Van Ness, Bonnie F.; Van Ness, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 139-158

Persistent link: https://www.econbiz.de/10003424667

Short selling during extreme market movements

Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of trading 5 (2010) 4, pp. 14-27

Persistent link: https://www.econbiz.de/10008689036

Inter-market competition for NYSE-listed securities under decimals

Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 371-391

Persistent link: https://www.econbiz.de/10009260272

Daily and intraday patterns in spread and depth for limit orders and specialists

Li, Yang; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 3-14

Persistent link: https://www.econbiz.de/10003059181

VPIN, liquidity, and return volatility in the US equity markets

Yildiz, Serhat; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Global finance journal 45 (2020)

Persistent link: https://www.econbiz.de/10012503390

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

Exchange Entrances, Mergers and the Evolution of Order Flow on NASDAQ 1993-2010

Battalio, Robert H. - 2011

We examine the changes in order flow on NASDAQ from 1993 through 2010. We find that while volume and the number of trades are increasing for NASDAQ-listed securities, the percentage of volume that executes on NASDAQ declines from almost 100% in the 1990's to less than 40% in 2010. We examine the...

Persistent link: https://www.econbiz.de/10013119702

The effects of listing changes between NASDAQ market segments

Tang, Wenbin; Nguyen, Hoang Huy; Nguyen, Van Thuan - In: Journal of economics and finance 37 (2013) 4, pp. 584-605

Persistent link: https://www.econbiz.de/10010345804

Reassessing the impact of option introductions on market quality : a less restrictive test for event-date effects

Danielsen, Bartley R.; Van Ness, Bonnie F.; Warr, Richard S. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 1041-1062

Persistent link: https://www.econbiz.de/10003587105