Similar Search Results

Information in short selling : comparing Nasdaq and the NYSE

Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: Review of financial economics : RFE 20 (2011) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10009009704

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

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

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

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

Are All Odd-Lots the Same? Odd-Lot Transactions by Order Submission and Trader Type

Johnson, Hardy - 2016

We study odd-lot trading and determine if an odd-lot trade results from odd-lot orders or if odd-lots are a result of orders broken into multiple trades. We confirm that odd-lot transactions contribute to price discovery. Our finding that odd-lot transactions contain substantial information is...

Persistent link: https://www.econbiz.de/10013007372

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

The impact of the reduction in tick increments in major US markets on spreads, depth, and volatility

Ness, Bonnie F. van; Ness, Robert A. van; Pruitt, Stephen W. - In: Review of quantitative finance and accounting 15 (2000) 1, pp. 153-167

Persistent link: https://www.econbiz.de/10001522438