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Intraday trading of island (as reported to the Cincinnati Stock Exchange) and NASDAQ

Nguyen, Van T.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Advances in quantitative analysis of finance and … 2 (2005), pp. 89-104

Persistent link: https://www.econbiz.de/10003104078

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

Daily and intraday patterns in spread and depth for limit orders and specialists

Li, Yang; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Quarterly journal of business and economics : QJBE 44 (2005) 3/4, pp. 3-14

Persistent link: https://www.econbiz.de/10003059181

Intraday variation in trading costs : evidence from the TSPP

Cox, Justin; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of financial research : the journal of the … 47 (2024) 4, pp. 1277-1292

Persistent link: https://www.econbiz.de/10015166486

Information and trade sizes : the case of short sales

Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The quarterly review of economics and finance : journal … 49 (2009) 4, pp. 1371-1388

Persistent link: https://www.econbiz.de/10003903797

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

Short sales around M&A announcements

Mai, Liuqing; Van Ness, Robert A.; Van Ness, Bonnie F. - In: Journal of financial economic policy 1 (2009) 2, pp. 177-197

Persistent link: https://www.econbiz.de/10003920158

Inter-market competition for NYSE-listed securities under decimals

Goldstein, Michael A.; Shkilko, Andriy V.; Van Ness, … - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 371-391

Persistent link: https://www.econbiz.de/10009260272

Do short sellers trade in the anticipation of short interest announcements?

Blau, Benjamin; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of trading 7 (2012) 4, pp. 35-46

Persistent link: https://www.econbiz.de/10009670657

Trade size and price clustering : the case of short sales and the suspension of price tests

Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of financial research 35 (2012) 2, pp. 159-182

Persistent link: https://www.econbiz.de/10009575938