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TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION
Chung, Kee H.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of financial research : a publ. of the … 27 (2004) 3, pp. 309-328
Persistent link: https://www.econbiz.de/10006816592
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Short- and long-term effects of multimarket trading
Nguyen, Vanthuan; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The financial review : the official publication of the … 42 (2007) 3, pp. 349-372
Persistent link: https://www.econbiz.de/10003639164
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Information and trade sizes : the case of short sales
Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1371-1388
Persistent link: https://www.econbiz.de/10003903797
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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
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Short sales around M&A announcements
Mai, Liuqing; Van Ness, Robert A.; Van Ness, Bonnie F. - In: Journal of financial economic policy 1 (2009) 2, pp. 177-197
Persistent link: https://www.econbiz.de/10003920158
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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
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Short selling and the weekend effect for NYSE securities
Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Financial management 38 (2009) 3, pp. 603-630
Persistent link: https://www.econbiz.de/10003929321
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Is information risk priced for NASDAQ-listed stocks?
Fuller, Kathleen P.; Van Ness, Bonnie F.; Van Ness, … - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 301-312
Persistent link: https://www.econbiz.de/10003970040
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Competition in the market for NASDAQ securities
Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Journal of financial markets 11 (2008) 2, pp. 113-143
Persistent link: https://www.econbiz.de/10003710535
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Inter-market competition for exchange traded funds
Nguyen, Vanthuan; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Journal of economics and finance 31 (2007) 2, pp. 251-267
Persistent link: https://www.econbiz.de/10003565522