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Multiple markets, algorithmic trading, and market liquidity

Upson, James; Van Ness, Robert A. - In: Journal of financial markets 32 (2017), pp. 49-68

Persistent link: https://www.econbiz.de/10011814965

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

Do (should) brokers route limit orders to options exchanges that purchase order flow?

Battalio, Robert H.; Griffith, Todd; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 1, pp. 183-211

Persistent link: https://www.econbiz.de/10012437375

Special issue: the impact of global pandemic on financial markets and institutions

Gordy, Michael B. (ed.); Vega, Clara (ed.); … - 2023

Persistent link: https://www.econbiz.de/10013534291

Where does ex-dividend trading occur : an examination of trading venues around dividends

Cox, Justin; Fuller, Kathleen P.; Van Ness, Robert A. - In: The financial review : the official publication of the … 59 (2024) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10014483131

An Intraday Examination of the Components of the Bid-Ask Spread

Mcinish, Thomas H.; Van Ness, Bonnie F. - In: The financial review : the official publication of the … 37 (2002) 4, pp. 507-524

Persistent link: https://www.econbiz.de/10005940602

Short sales in the NYSE batch open and NASDAQ opening cross

Paul Spurlin, W.; Van Ness, Bonnie F.; Van Ness, Robert - In: International Journal of Managerial Finance 8 (2012) 3, pp. 219-237

Purpose – The purpose of this paper is to study short sales trading as part of the New York Stock Exchange (NYSE) batch open and National Association of Securities Dealers Automated Quotations (NASDAQ) opening cross. The paper examines whether short transactions at the open can predict future...

Persistent link: https://www.econbiz.de/10014785351

After-hours trading of NYSE stocks on regional stock exchanges

McInish, Thomas H.; Ness, Bonnie F. van; Ness, Robert A. van - In: Review of financial economics : RFE 11 (2002) 4, pp. 287-297

Persistent link: https://www.econbiz.de/10001743614

Specialists, limit-order traders, and the components of the bid-ask spread

Chung, Kee H.; Ness, Bonnie F. van; Ness, Robert A. van - In: The financial review : the official publication of the … 39 (2004) 2, pp. 255-270

Persistent link: https://www.econbiz.de/10002041209

The impact of the reduction in tick increments in major US markets on spreads, depth, and volatility

Ness, Bonnie F. van; Ness, Robert A. van; Pruitt, Stephen W. - In: Review of quantitative finance and accounting 15 (2000) 1, pp. 153-167

Persistent link: https://www.econbiz.de/10001522438