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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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An analysis of estimates of the inventory holding component of the bid-ask spread
Pirim, Birsel T.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Banking and finance review 2 (2010) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10008936608
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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
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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
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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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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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Order cancellations, fees, and execution quality in U.S. equity options
Griffith, Todd; Van Ness, Robert A. - In: The review of financial studies 33 (2020) 4, pp. 1534-1564
Persistent link: https://www.econbiz.de/10012198403
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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
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Specialists, limit-order traders, and the components of the bid-ask spread
Chung, Kee H.; Ness, Bonnie F. van; Ness, Robert A. van - In: The financial review : the official publication of the … 39 (2004) 2, pp. 255-270
Persistent link: https://www.econbiz.de/10002041209
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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