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Opening prices on the ASX and the SES
Frino, Alex; Lau, Sie-ting; McInish, Thomas G. - In: Advances in Pacific Basin financial markets 6 (2000), pp. 71-80
Persistent link: https://www.econbiz.de/10001487707
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Multidimensional competition on NASDAQ : did traders gain when dealers stopped avoiding odd-eighth quotes?
Garvey, Gerald; MacCorry, Michael S. - 1996 - Rev
Persistent link: https://www.econbiz.de/10001421868
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Short sales are almost instantaneously bad news : evidence from the Australian Stock Exchange
Aitken, Michael J.; Frino, Alex; MacCorry, Michael S.; … - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2205-2223
Persistent link: https://www.econbiz.de/10001251908
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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
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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
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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
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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
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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
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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
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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