Van Ness, Bonnie F : rechercher sur Z-Library

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1

High-Frequency Trading Patterns around Short-Term Volatility Spikes

Griffith, Todd G, Van Ness, Bonnie F, Van Ness, Robert A

Journal:

The Journal of Trading

Année:

2017

Langue:

english

Fichier:

PDF, 3.48 MB

english, 2017

2

The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs’ liquidity provisions

Van Ness, Bonnie F., Van Ness, Robert A., Yildiz, Serhat

Journal:

Journal of Economics and Finance

Année:

2016

Langue:

english

Fichier:

PDF, 593 KB

english, 2016

3

Canceled Orders and Executed Hidden Orders

Lin, Zhilu, Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

The Journal of Trading

Année:

2018

Langue:

english

Fichier:

PDF, 2.33 MB

english, 2018

4

The Market for Small-Cap Stocks (NYSE MKT)

Che, Xin, Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

The Journal of Trading

Année:

2016

Langue:

english

Fichier:

PDF, 1.61 MB

english, 2016

5

INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?

Benjamin M. Blau, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Financial Research

Année:

2009

Langue:

english

Fichier:

PDF, 136 KB

english, 2009

6

An Analysis of Short Selling in NYSE-listed Securities

Blau, Benjamin M, Van Ness, Bonnie F, Van Ness, Robert A

Journal:

The Journal of Trading

Année:

2006

Langue:

english

Fichier:

PDF, 2.38 MB

english, 2006

7

Short Selling during Extreme Market Movements

Blau, Benjamin M, Van Ness, Bonnie F, Van Ness, Robert A, Wood, Robert A

Journal:

The Journal of Trading

Année:

2010

Langue:

english

Fichier:

PDF, 1.96 MB

english, 2010

8

Municipal Bond Trading, Information Relatedness, and Natural Disasters

Cole, Brittany, Ness, Bonnie Van, Ness, Robert Van

Journal:

The Journal of Trading

Année:

2018

Langue:

english

Fichier:

PDF, 1.39 MB

english, 2018

9

Nasdaq Trading and Trading Costs: 1993–2002

Bonnie F. Van Ness, Robert A. Van Ness, Richard S. Warr

Journal:

Financial Review

Année:

2005

Langue:

english

Fichier:

PDF, 190 KB

english, 2005

10

Locked and crossed markets on NASDAQ and the NYSE

Andriy V. Shkilko, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Financial Markets

Année:

2008

Langue:

english

Fichier:

PDF, 269 KB

english, 2008

11

Information in short selling: Comparing Nasdaq and the NYSE

Benjamin M. Blau, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Review of Financial Economics

Année:

2011

Langue:

english

Fichier:

PDF, 191 KB

english, 2011

12

Short Selling and the Weekend Effect for NYSE Securities

Benjamin M. Blau, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Financial Management

Année:

2009

Langue:

english

Fichier:

PDF, 189 KB

english, 2009

13

Quote Stuffing

Egginton, Jared, Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

Financial Management

Année:

2016

Langue:

english

Fichier:

PDF, 568 KB

english, 2016

14

High-Frequency Trading Patterns around Short-Term Volatility Spikes

Griffith, Todd G, Van Ness, Bonnie F, Van Ness, Robert A

Journal:

The Journal of Trading

Année:

2017

Langue:

english

Fichier:

PDF, 3.48 MB

english, 2017

15

Clustering in the futures market: Evidence from S&P 500 futures contracts

Adam L. Schwartz, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Futures Markets

Année:

2004

Langue:

english

Fichier:

PDF, 129 KB

english, 2004

16

Short- and Long-Term Effects of Multimarket Trading

Vanthuan Nguyen, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Financial Review

Année:

2007

Langue:

english

Fichier:

PDF, 542 KB

english, 2007

17

Do investors prefer even-eighth prices? Evidence from NYSE limit orders

John W Cooney Jr., Bonnie Van Ness, Robert Van Ness

Journal:

Journal of Banking & Finance

Année:

2003

Langue:

english

Fichier:

PDF, 298 KB

english, 2003

18

Online and In-Class Student Evaluations

R. Phil Malone, Bonnie F. Van Ness and Robert A. Van Ness

Journal:

Journal of Financial Education

Année:

2005

Langue:

english

Fichier:

PDF, 667 KB

english, 2005

19

1-share orders and trades

Davis, Ryan L., Roseman, Brian S., Van Ness, Bonnie F., Van Ness, Robert

Journal:

Journal of Banking & Finance

Année:

2017

Langue:

english

Fichier:

PDF, 631 KB

english, 2017

20

Are all odd-lots the same? Odd-lot transactions by order submission and trader type

Johnson, Hardy, Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

Journal of Banking & Finance

Année:

2017

Langue:

english

Fichier:

PDF, 460 KB

english, 2017

21

The Predictive Power of College Football Spreads: Regular Season Versus Bowl Games

Cox, Justin, Schwartz, Adam L., Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

Journal of Sports Economics

Année:

2020

Fichier:

PDF, 243 KB

2020

22

Spreads, Depths, and Quote Clustering on the NYSE and Nasdaq: Evidence after the 1997 Securities and Exchange Commission Rule Changes

Kee H. Chung, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Financial Review

Année:

2002

Langue:

english

Fichier:

PDF, 149 KB

english, 2002

23

Specialists, Limit-Order Traders, and the Components of the Bid-Ask Spread

Kee H. Chung, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Financial Review

Année:

2004

Langue:

english

Fichier:

PDF, 99 KB

english, 2004

24

THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE-SELECTION COSTS FOR NASDAQ STOCKS

Bonnie F. Van Ness, Robert A. Van Ness, Richard S. Warr

Journal:

Journal of Financial Research

Année:

2005

Langue:

english

Fichier:

PDF, 176 KB

english, 2005

25

Limit orders and the bid–ask spread

Kee H Chung, Bonnie F Van Ness, Robert A Van Ness

Journal:

Journal of Financial Economics

Année:

1999

Langue:

english

Fichier:

PDF, 289 KB

english, 1999

26

TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS

Benjamin M. Blau, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Financial Research

Année:

2012

Langue:

english

Fichier:

PDF, 539 KB

english, 2012

27

Archipelago's move towards exchange status: An analysis of Archipelago trading in NYSE and NASDAQ stocks

Van T. Nguyen, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Economics and Business

Année:

2005

Langue:

english

Fichier:

PDF, 135 KB

english, 2005

28

What Drives the S&P 500 Inclusion Effect? An Analytical Survey

William B. Elliott, Bonnie F. Van Ness, Mark D. Walker and Richard S. Warr

Journal:

Financial Management

Année:

2006

Langue:

english

Fichier:

PDF, 2.25 MB

english, 2006

29

Clustering of Trade Prices by High-Frequency and Non-High-Frequency Trading Firms

Davis, Ryan L., Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

Financial Review

Année:

2014

Langue:

english

Fichier:

PDF, 164 KB

english, 2014

30

Reassessing the Impact of Option Introductions on Market Quality: A Less Restrictive Test for Event-Date Effects

Danielsen, Bartley R., van Ness, Bonnie F., Warr, Richard S.

Journal:

Journal of Financial and Quantitative Analysis

Année:

2007

Langue:

english

Fichier:

PDF, 278 KB

english, 2007

31

Reassessing the Impact of Option Introductions on Market Quality: A Less Restrictive Test for Event-Date Effects

Bartley R. Danielsen, Bonnie F. Van Ness and Richard S. Warr

Journal:

Journal of Financial and Quantitative Analysis

Année:

2007

Langue:

english

Fichier:

PDF, 1.98 MB

english, 2007

32

Special Issue on International Corporate Governance || Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and Nasdaq Issues?

Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness

Journal:

Journal of Financial and Quantitative Analysis

Année:

2001

Langue:

english

Fichier:

PDF, 569 KB

english, 2001

33

An Investigation of Poison Pill Securities, Long‐Term Debt, and the Wealth of Shareholders

Forjan, James, Van Ness, Bonnie

Journal:

American Journal of Business

Année:

2003

Langue:

english

Fichier:

PDF, 267 KB

english, 2003

34

Odd-Lot Trading in U.S. Equities

Roseman, Brian S., Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

The Quarterly Review of Economics and Finance

Année:

2018

Langue:

english

Fichier:

PDF, 572 KB

english, 2018

35

Information in Short Selling: Comparing NASDAQ and the NYSE

Blau, Benjamin M., Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

SSRN Electronic Journal

Année:

2009

Langue:

english

Fichier:

PDF, 168 KB

english, 2009

36

Intraday Stealth Trading: Which Trades Move Prices During Periods of High Volume?

Blau, Benjamin M., Van Ness, Bonnie F., Van Ness, Robert A.

Journal:

SSRN Electronic Journal

Année:

2008

Langue:

english

Fichier:

PDF, 195 KB

english, 2008

37

Inter-market competition for exchange traded funds

Vanthuan Nguyen, Bonnie F. Van Ness, Robert R. Van Ness

Journal:

Journal of Economics and Finance

Année:

2007

Langue:

english

Fichier:

PDF, 1.22 MB

english, 2007

38

Is the Adverse Selection Component Really Higher on the NYSE/Amex than on the Nasdaq?

Bonnie F. Van Ness, Robert A. Van Ness, Richard S. Warr

Journal:

Journal of Business Finance & Accounting

Année:

2002

Langue:

english

Fichier:

PDF, 109 KB

english, 2002

39

An Intraday Examination of the Components of the Bid–Ask Spread

Thomas H. McInish, Bonnie F. Van Ness

Journal:

Financial Review

Année:

2002

Langue:

english

Fichier:

PDF, 118 KB

english, 2002

40

The Effect of Decimalization on Trade Size and Adverse Selection Costs

Sugato Chakravarty, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Business Finance & Accounting

Année:

2005

Langue:

english

Fichier:

PDF, 90 KB

english, 2005

41

TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION

Kee H. Chung, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Financial Research

Année:

2004

Langue:

english

Fichier:

PDF, 120 KB

english, 2004

42

An Empirical Examination of The Nasdaq/CHX Dual-Trading Experiment

Bonnie F. Van Ness, Robert A. Van Ness, Stephen W. Pruitt

Journal:

Financial Review

Année:

1999

Langue:

english

Fichier:

PDF, 704 KB

english, 1999

43

Nasdaq and The Chicago Stock Exchange: An Analysis of Multiple Market Trading

Bonnie F. Van Ness, Robert A. Van Ness, Wen-Liang Hsieh

Journal:

Financial Review

Année:

1999

Langue:

english

Fichier:

PDF, 716 KB

english, 1999

44

Open volume and time to open on option-expiration days

W. Paul Spurlin, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

International Review of Economics & Finance

Année:

2008

Langue:

english

Fichier:

PDF, 337 KB

english, 2008

45

Information and trade sizes: The case of short sales

Benjamin M. Blau, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

The Quarterly Review of Economics and Finance

Année:

2009

Langue:

english

Fichier:

PDF, 350 KB

english, 2009

46

Short Selling and Intraday Price Pressures

Andriy Shkilko, Bonnie Van Ness, Robert Van Ness

Journal:

Financial Management

Année:

2012

Langue:

english

Fichier:

PDF, 637 KB

english, 2012

47

Competition in the market for NASDAQ securities

Michael A. Goldstein, Andriy V. Shkilko, Bonnie F. Van Ness, Robert A. Van Ness

Journal:

Journal of Financial Markets

Année:

2008

Langue:

english

Fichier:

PDF, 238 KB

english, 2008

48

Competition from the limit order book and NYSE spreads

Lynn Phillips Kugele, Thomas H McInish, Bonnie F Van Ness, Robert A Van Ness

Journal:

Journal of International Financial Markets, Institutions and Money

Année:

2000

Langue:

english

Fichier:

PDF, 114 KB

english, 2000

49

What Drives the S&P 500 Inclusion Effect? An Analytical Survey

William B. Elliott, Bonnie F. Van Ness, Mark D. Walker, Richard S. Wan

Journal:

Financial Management

Année:

2006

Langue:

english

Fichier:

PDF, 619 KB

english, 2006

50

Daily and Intraday Patterns in Spread and Depth for Limit Orders and Specialists

Yang Li, Bonnie F. Van Ness and Robert A. Van Ness

Journal:

Quarterly Journal of Business and Economics

Année:

2005

Langue:

english

Fichier:

PDF, 1.32 MB

english, 2005