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Bonnie Van Ness
Bonnie Van Ness
Verified email at bus.olemiss.edu
Title
Cited by
Cited by
Year
Limit orders and the bid–ask spread
KH Chung, BF Van Ness, RA Van Ness
Journal of Financial Economics 53 (2), 255-287, 1999
4021999
How well do adverse selection components measure adverse selection?
BF Van Ness, RA Van Ness, RS Warr
Financial Management, 77-98, 2001
3852001
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
3462002
Quote stuffing
JF Egginton, BF Van Ness, RA Van Ness
Financial Management 45 (3), 583-608, 2016
1692016
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
1582006
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
1132004
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
922000
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
862008
Short selling and intraday price pressures
A Shkilko, B Van Ness, R Van Ness
Financial Management 41 (2), 345-370, 2012
842012
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
842001
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
822009
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
782004
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
662003
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
652007
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
602005
Short selling and the weekend effect for NYSE securities
BM Blau, BF Van Ness, RA Van Ness
Financial Management 38 (3), 603-630, 2009
562009
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
512008
Canceling liquidity
BF Van Ness, RA Van Ness, ED Watson
Journal of Financial Research 38 (1), 3-33, 2015
472015
An intraday examination of the components of the bid–ask spread
TH McInish, BF Van Ness
Financial Review 37 (4), 507-524, 2002
412002
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
382000
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