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Clustering of trade prices by high-frequency and non-high-frequency trading firms

Davis, Ryan L.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 421-433

Persistent link: https://www.econbiz.de/10010363570

Archipelago's move towards exchange status: an analysis of Archipelago trading in NYSE and NASDAQ stocks

Nguyen, Van T.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Journal of economics & business 57 (2005) 6, pp. 541-554

Persistent link: https://www.econbiz.de/10003228106

High-frequency trading patterns around short-term volatility spikes

Griffith, Todd G.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of trading 12 (2017) 3, pp. 48-68

Persistent link: https://www.econbiz.de/10011699679

Quote stuffing

Egginton, Jared F.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Financial management 45 (2016) 3, pp. 583-608

Persistent link: https://www.econbiz.de/10011718679

1-share orders and trades

Davis, Ryan L.; Roseman, Brian S.; Van Ness, Bonnie F.; … - In: Journal of banking & finance 75 (2017), pp. 109-117

Persistent link: https://www.econbiz.de/10011742155

Are all odd-lots the same? : odd-lot transactions by order submission and trader type

Johnson, B. Hardy, IV; Van Ness, Bonnie F.; Van Ness, … - In: Journal of banking & finance 79 (2017), pp. 1-11

Persistent link: https://www.econbiz.de/10011815130

Quote Stuffing

Egginton, Jared F. - 2016

In this study we examine intense episodic spikes in quoting activity (frequently referred to as quote stuffing) on market conditions. We find that quote stuffing is pervasive and that over 74% of U.S. exchange-listed securities experienced at least one episode during 2010. We also find that...

Persistent link: https://www.econbiz.de/10013008418

The dark side of IPOs : examining where and who trades in the IPO secondary market

Cox, Justin; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Financial management : FM 51 (2022) 4, pp. 1091-1126

Persistent link: https://www.econbiz.de/10013468495

Trade classification algorithms for electronic communications network trades

Chakrabarty, Bidisha; Li, Bingguang; Nguyen, Vanthuan; … - In: Journal of banking & finance 31 (2007) 12, pp. 3806-3821

Persistent link: https://www.econbiz.de/10003604672

Cubes to quads : the move of QQQ from AMEX to NASDAQ

Broom, Kevin D.; Van Ness, Robert A.; Warr, Richard S. - In: Journal of economics & business 59 (2007) 6, pp. 520-535

Persistent link: https://www.econbiz.de/10003615697