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SECURITIES LENDING AROUND PROX...
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6
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2
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1
Trade price clustering in the corporate bond market
Cole, Brittany
;
Goldstein, Michael A.
;
Moser, Shane M.
; …
- In:
China finance review international
12
(
2022
)
3
,
pp. 353-377
Persistent link: https://www.econbiz.de/10013286329
Saved in:
2
Intraday variation in trading costs : evidence from the TSPP
Cox, Justin
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
The journal of financial research : the journal of the …
47
(
2024
)
4
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10015166486
Saved in:
3
1-share orders and trades
Davis, Ryan L.
;
Roseman, Brian S.
;
Van Ness, Bonnie F.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 109-117
Persistent link: https://www.econbiz.de/10011742155
Saved in:
4
Dealers and changing obligations : the case of stub quoting
Egginton, Jared F.
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 919-941
Persistent link: https://www.econbiz.de/10011595757
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
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:
7
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:
8
VPIN, liquidity, and return volatility in the US equity markets
Yildiz, Serhat
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
Global finance journal
45
(
2020
)
Persistent link: https://www.econbiz.de/10012503390
Saved in:
9
The predictive power of college football spreads : regular season versus bowl games
Cox, Justin
;
Schwartz, Adam L.
;
Van Ness, Bonnie F.
; …
- In:
Journal of sports economics
22
(
2021
)
3
,
pp. 251-273
Persistent link: https://www.econbiz.de/10012485591
Saved in:
10
Private information in trades, R2, and large stock price movements
Van Ness, Bonnie F.
;
Van Ness, Robert A.
;
Yildiz, Serhat
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365947
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