Similar Search Results

Short selling around dividend announcements and ex-dividend days

Blau, Benjamin M.; Fuller, Kathleen P.; Van Ness, Robert A. - In: The journal of corporate finance : contracting, … 17 (2011) 3, pp. 628-639

Persistent link: https://www.econbiz.de/10009127862

Does what happen in Vegas stay in Vegas? : football gambling and stock market activity

Cox, Justin; Schwartz, Adam; Van Ness, Robert A. - In: Journal of economics and finance : JEF 44 (2020) 4, pp. 724-748

Persistent link: https://www.econbiz.de/10012297024

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

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

Short sales in the NYSE batch open and NASDAQ opening cross

Spurlin, W. Paul; Ness, Bonnie F. Van; Ness, Robert Van - In: International Journal of Managerial Finance 8 (2012), 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/10010610534

Short sales in the NYSE batch open and NASDAQ opening cross

Spurlin, W. Paul; Ness, Bonnie F. Van; Ness, Robert Van - In: International journal of managerial finance : IJMF 8 (2012) 3, pp. 219-237

Persistent link: https://www.econbiz.de/10010005849