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~person:"Blau, Benjamin"
~person:"Hamao, Yasushi"
~person:"Van Ness, Bonnie F."
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Handelsvolumen der Börse
16
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16
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9
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5
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4
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Blau, Benjamin
Hamao, Yasushi
Van Ness, Bonnie F.
Subrahmanyam, Avanidhar
19
Chordia, Tarun
11
Ryu, Doojin
11
Frino, Alex
10
Hautsch, Nikolaus
8
Roll, Richard
8
Wu, Chunchi
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Ap Gwilym, Owain
7
Chou, Robin K.
7
Roubaud, David
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Van Ness, Robert A.
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6
McInish, Thomas H.
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6
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6
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Ahn, Hee-joon
5
Biktimirov, Ernest N.
5
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Ciner, Cetin
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Faff, Robert W.
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Lepone, Andrew
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Li, Oliver Zhen
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Lo, Andrew W.
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Journal of banking & finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Financial management : FM
1
International journal of managerial finance : IJMF
1
Japan and the world economy : international journal of theory and policy
1
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1
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Journal of money, credit and banking : JMCB
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Market microstructure and liquidity
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ECONIS (ZBW)
16
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1
The dark side of IPOs : examining where and who trades in the IPO secondary market
Cox, Justin
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
Financial management : FM
51
(
2022
)
4
,
pp. 1091-1126
Persistent link: https://www.econbiz.de/10013468495
Saved in:
2
Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Blau, Benjamin
;
Whitby, Ryan
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
Saved in:
3
Odd-lot trading in U.S. equities
Roseman, Brian S.
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 125-133
Persistent link: https://www.econbiz.de/10012035003
Saved in:
4
The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs' liquidity provisions
Van Ness, Bonnie F.
;
Van Ness, Robert A.
;
Yildiz, Serhat
- In:
Journal of economics and finance
41
(
2017
)
4
,
pp. 739-762
Persistent link: https://www.econbiz.de/10011802216
Saved in:
5
Are all odd-lots the same? : odd-lot transactions by order submission and trader type
Johnson, B. Hardy, IV
;
Van Ness, Bonnie F.
;
Van Ness, …
- In:
Journal of banking & finance
79
(
2017
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011815130
Saved in:
6
Gambling preferences, options markets, and volatility
Blau, Benjamin
;
Bowles, T. Boone
;
Whitby, Ryan J.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 515-540
Persistent link: https://www.econbiz.de/10011577503
Saved in:
7
Little guys, liquidity, and the informational efficiency of price : evidence from the Tokyo Stock Exchange on the effects of small investor participation
Ahn, Hee-joon
;
Cai, Jun
;
Hamao, Yasushi
;
Melvin, Michael
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 163-181
Persistent link: https://www.econbiz.de/10010495719
Saved in:
8
Clustering of trade prices by high-frequency and non-high-frequency trading firms
Davis, Ryan L.
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 421-433
Persistent link: https://www.econbiz.de/10010363570
Saved in:
9
The information content of option ratios
Blau, Benjamin
;
Nguyen Nga
;
Whitby, Ryan J.
- In:
Journal of banking & finance
43
(
2014
),
pp. 179-187
Persistent link: https://www.econbiz.de/10010410010
Saved in:
10
Autocorrelation in daily short-sale volume
Blau, Benjamin
;
Smith, Jason M.
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
1
,
pp. 31-41
Persistent link: https://www.econbiz.de/10010468801
Saved in:
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