Narrow search
Showing 21 - 30 of 220
Cover Image
An analysis of estimates of the inventory holding component of the bid-ask spread
Pirim, Birsel T.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Banking and finance review 2 (2010) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10008936608
Cover Image
Open volume and time to open on option-expiration days
Spurlin, W. Paul; Van Ness, Bonnie F.; Van Ness, Robert A. - In: International review of economics & finance : IREF 17 (2008) 2, pp. 245-257
Persistent link: https://www.econbiz.de/10003749740
Cover Image
Intraday stealth trading : which trades move prices during periods of high volume?
Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of financial research 32 (2009) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003815957
Cover Image
Locked and crossed markets on NASDAQ and the NYSE
Shkilko, Andriy V.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Journal of financial markets 11 (2008) 3, pp. 308-337
Persistent link: https://www.econbiz.de/10003751592
Cover Image
Archipelago's move towards exchange status: an analysis of Archipelago trading in NYSE and NASDAQ stocks
Nguyen, Van T.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Journal of economics & business 57 (2005) 6, pp. 541-554
Persistent link: https://www.econbiz.de/10003228106
Cover Image
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
Cover Image
The impact of the introduction of index securities on the underlying stocks : the case of the Diamonds and the Dow 30
Van Ness, Bonnie F.; Van Ness, Robert A.; Warr, Richard S. - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 105-128
Persistent link: https://www.econbiz.de/10003104080
Cover Image
Nasdaq trading and trading costs : 1993 - 2002
Van Ness, Bonnie F.; Van Ness, Robert A.; Warr, Richard S. - In: The financial review : the official publication of the … 40 (2005) 3, pp. 281-304
Persistent link: https://www.econbiz.de/10003105026
Cover Image
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
Cover Image
Municipal bond trading and political scandals
Cole, Brittany; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of investing : JOI 29 (2020) 5, pp. 59-76
Persistent link: https://www.econbiz.de/10013179312