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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

Short selling during extreme market movements

Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of trading 5 (2010) 4, pp. 14-27

Persistent link: https://www.econbiz.de/10008689036

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

To pay or be paid? : the impact of taker fees and order flow inducements on trading costs in U.S. options markets

Battalio, Robert H.; Shkilko, Andriy; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1637-1662

Persistent link: https://www.econbiz.de/10011665159

Multiple markets, algorithmic trading, and market liquidity

Upson, James; Van Ness, Robert A. - In: Journal of financial markets 32 (2017), pp. 49-68

Persistent link: https://www.econbiz.de/10011814965

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

Canceling liquidity

Van Ness, Bonnie F.; Van Ness, Robert A.; Watson, Ethan D. - In: The journal of financial research 38 (2015) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10011346835

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

To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets

Battalio, Robert H. - 2012

Equity options exchanges in the United States use one of two models to execute marketable orders: the maker-taker model or the payment for order flow (PFOF) model. Exchanges utilizing the maker-taker model charge liquidity demanders a taker fee to access their liquidity. Exchanges utilizing the...

Persistent link: https://www.econbiz.de/10013113626

Tests of stability for variances and means of oversight intraday returns during bull and bear markets

Lockwood, Larry - In: Journal of banking & finance 14 (1990) 6, pp. 1243-1253

Persistent link: https://www.econbiz.de/10001098491