Similar Search Results

Securities lending around proxies : is the increase in lending due to proxy abuse or result of dividends?

Moser, Shane M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of financial research 36 (2013) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10009765659

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

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

Information and trade sizes : the case of short sales

Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1371-1388

Persistent link: https://www.econbiz.de/10003903797

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