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An empirical investigation of Yankee stock offerings
Yang, Ting; Lau, Sie-ting - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 351-370
Persistent link: https://www.econbiz.de/10003970063
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Is information risk priced for NASDAQ-listed stocks?
Fuller, Kathleen P.; Van Ness, Bonnie F.; Van Ness, … - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 301-312
Persistent link: https://www.econbiz.de/10003970040
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Inter-market competition for NYSE-listed securities under decimals
Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 371-391
Persistent link: https://www.econbiz.de/10009260272
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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
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Activity in futures: does underlying market size relate to futures trading volume?
Yang, Ting; Lau, Sie Ting - In: Review of quantitative finance and accounting 34 (2010) 3, pp. 313-326
Persistent link: https://www.econbiz.de/10008389682
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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
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Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds
Chen, Jeng-Hong; Jiang, Christine X.; Kim, Jang-Chul; … - In: Review of quantitative finance and accounting 21 (2003) 4, pp. 303-322
Persistent link: https://www.econbiz.de/10007157052
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A Regime-Level Empirical Model of the Specialist Quote Revision Process
Harris, Frederick H.deb; Mcinish, Thomas H. - In: Review of quantitative finance and accounting 14 (2000) 4, pp. 399
Persistent link: https://www.econbiz.de/10007180029
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Bid-ask spreads, information asymmetry, and abnormal investor sentiment : evidence from closed-end funds
Chen, Jeng-Hong; Jiang, Christine X.; Kim, Jang-Chul; … - In: Review of quantitative finance and accounting 21 (2003) 4, pp. 303-321
Persistent link: https://www.econbiz.de/10001857666
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The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility
Van Ness, Bonnie F.; Van Ness, Robert A.; Pruitt, Stephen W. - In: Review of quantitative finance and accounting 15 (2000) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10007178506