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Individual share futures contracts : the economic impact of their introduction on the underlying equity market
Peat, Maurice; MacCorry, Michael S. - 1997
Persistent link: https://www.econbiz.de/10000985462
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Market structure and price clustering : maker-taker versus taker-maker
Cox, Justin S.; Griffith, Todd; Van Ness, Robert A. - In: The journal of financial research : the journal of the … 47 (2024) 3, pp. 767-787
Persistent link: https://www.econbiz.de/10015166448
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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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Single stock futures as a substitute for short sales : evidence from microstructure data
Danielsen, Bartley R.; Van Ness, Robert A.; Warr, Richard S. - In: Journal of business finance & accounting : JBFA 36 (2009) 9/10, pp. 1273-1293
Persistent link: https://www.econbiz.de/10003909857
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Short sales in the NYSE batch open and NASDAQ opening cross
Spurlin, W. Paul; Van Ness, Bonnie F.; Van Ness, Robert A. - In: International journal of managerial finance : IJMF 8 (2012) 3, pp. 219-237
Persistent link: https://www.econbiz.de/10009574399
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Auditor fees, market microstructure, and firm transparency
Danielsen, Bartley R.; Van Ness, Robert A.; Warr, Richard S. - In: Journal of business finance & accounting : JBFA 34 (2007) 1/2, pp. 202-221
Persistent link: https://www.econbiz.de/10003432199
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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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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
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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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Odd-lot trading in U.S. equities
Roseman, Brian S.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 125-133
Persistent link: https://www.econbiz.de/10012035003