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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

Competition in the market for NASDAQ securities

Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Journal of financial markets 11 (2008) 2, pp. 113-143

Persistent link: https://www.econbiz.de/10003710535

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

The intraday probability of informed trading on the NYSE

Goldstein, Michael A.; Van Ness, Bonnie F.; Van Ness, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 139-158

Persistent link: https://www.econbiz.de/10003424667

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

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

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

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

The Dark Side of IPOs : Examining Where and Who Trades in the IPO Secondary Market

Cox, Justin - 2018

We study the levels of lit and dark fragmentation in IPOs. Using a sample of 451 IPOs, we find that measures of dark and lit fragmentation are higher in underpriced issues. We further test the claim that IPO price uncertainty is not fully resolved at the offering and that this ex-post...

Persistent link: https://www.econbiz.de/10012922685

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