| Limit orders and the bid–ask spread KH Chung, BF Van Ness, RA Van Ness Journal of Financial Economics 53 (2), 255-287, 1999 | 409 | 1999 |
| How well do adverse selection components measure adverse selection? BF Van Ness, RA Van Ness, RS Warr Financial Management, 77-98, 2001 | 385 | 2001 |
| The structure of ownership and corporate acquisition strategies P Wright, M Kroll, A Lado, B Van Ness Strategic Management Journal 23 (1), 41-53, 2002 | 351 | 2002 |
| Quote stuffing JF Egginton, BF Van Ness, RA Van Ness Financial Management 45 (3), 583-608, 2016 | 171 | 2016 |
| What drives the S&P 500 inclusion effect? An analytical survey WB Elliott, BF Van Ness, MD Walker, RS Warr Financial Management 35 (4), 31-48, 2006 | 162 | 2006 |
| Trading costs and quote clustering on the NYSE and NASDAQ after decimalization KH Chung, BF Van Ness, RA Van Ness Journal of Financial Research 27 (3), 309-328, 2004 | 114 | 2004 |
| The impact of the reduction in tick increments in major US markets on spreads, depth, and volatility BF Van Ness, RA Van Ness, SW Pruitt Review of Quantitative Finance and Accounting 15, 153-167, 2000 | 93 | 2000 |
| Short selling and intraday price pressures A Shkilko, B Van Ness, R Van Ness Financial Management 41 (2), 345-370, 2012 | 87 | 2012 |
| Competition in the market for NASDAQ securities MA Goldstein, AV Shkilko, BF Van Ness, RA Van Ness Journal of Financial Markets 11 (2), 113-143, 2008 | 86 | 2008 |
| Can the treatment of limit orders reconcile the differences in trading costs between the differences in trading costs between NYSE and Nasdaq issues? KH Chung, BF Van Ness, RA Van Ness Journal of Financial and Quantitative Analysis 36 (2), 267-286, 2001 | 84 | 2001 |
| Intraday stealth trading: which trades move prices during periods of high volume? BM Blau, BF Van Ness, RA Van Ness Journal of Financial Research 32 (1), 1-21, 2009 | 83 | 2009 |
| Clustering in the futures market: Evidence from S&P 500 futures contracts AL Schwartz, BF Van Ness, RA Van Ness Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 81 | 2004 |
| Reassessing the impact of option introductions on market quality: A less restrictive test for event-date effects BR Danielsen, BF Van Ness, RS Warr Journal of Financial and Quantitative Analysis 42 (4), 1041-1062, 2007 | 66 | 2007 |
| Do investors prefer even-eighth prices? Evidence from NYSE limit orders JW Cooney Jr, B Van Ness, R Van Ness Journal of banking & finance 27 (4), 719-748, 2003 | 66 | 2003 |
| The effect of decimalization on trade size and adverse selection costs S Chakravarty, BF Van Ness, RA Van Ness Journal of Business Finance & Accounting 32 (5‐6), 1063-1081, 2005 | 62 | 2005 |
| Short selling and the weekend effect for NYSE securities BM Blau, BF Van Ness, RA Van Ness Financial Management 38 (3), 603-630, 2009 | 56 | 2009 |
| Locked and crossed markets on NASDAQ and the NYSE AV Shkilko, BF Van Ness, RA Van Ness Journal of Financial Markets 11 (3), 308-337, 2008 | 49 | 2008 |
| Canceling liquidity BF Van Ness, RA Van Ness, ED Watson Journal of Financial Research 38 (1), 3-33, 2015 | 47 | 2015 |
| An intraday examination of the components of the bid–ask spread TH McInish, BF Van Ness Financial Review 37 (4), 507-524, 2002 | 41 | 2002 |
| Student performance in principles of finance: Differences between traditional and internet settings BF Van Ness, RA Van Ness, RL Adkins Financial Practice and Education 10, 160-166, 2000 | 37 | 2000 |
