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The role of internal and external certification mechanisms in seasoned equity offerings

Koerniadi, Hardjo; Krishnamurti, Chandrasekhar; Lau, … - In: Journal of multinational financial management 30 (2015), pp. 110-127

Persistent link: https://www.econbiz.de/10011539542

Stock market trading, price formation, and optimal management compensation : theory and evidence

Garvey, Gerald; MacCorry, Michael S.; Swan, Peter L. - 1996

Persistent link: https://www.econbiz.de/10001421887

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

Liquidity, accounting transparency, and the cost of capital : evidence from real estate invetment trusts

Danielsen, Bartley R.; Harrison, David M.; Van Ness, … - In: The journal of real estate research 36 (2014) 2, pp. 221-251

Persistent link: https://www.econbiz.de/10010396048

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

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

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

Information-based trading, price impact of trades, and trade autocorrelation

Chung, Kee H.; Li, Mingsheng; McInish, Thomas H. - In: Journal of banking & finance 29 (2005) 7, pp. 1645-1669

Persistent link: https://www.econbiz.de/10002817450

Asymmetric information in the IPO aftermarket

Li, Mingsheng; McInish, Thomas H.; Wongchoti, Udomsak - In: The financial review : the official publication of the … 40 (2005) 2, pp. 131-153

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Strategic Liquidity Supply in a Market with Fast and Slow Traders

McInish, Thomas H. - 2012

Modern equity markets have both fast traders such as dealers, market makers, and high frequency traders and slow traders such as retail clients. We model and show empirically that latency differences allow fast liquidity suppliers to pick off slow liquidity demanders at prices inferior to the...

Persistent link: https://www.econbiz.de/10013114118