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Van Ness, Robert A.'s
Scholarly Papers
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Total
Downloads
10,856 |
Total
Citations
319 |
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1.
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Shkilko, Andriy
Wilfrid Laurier University Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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21 Mar 07
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Last Revised:
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07 Feb 11
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1,182
(7,005)
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11
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Short selling, price reversals, speculative and predatory trading, order imbalances
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2.
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Hill, Matthew D.
University of Mississippi - Department of Finance Kelly, G. W.
Mississippi State University - Department of Finance and Economics Lockhart, G. Brandon
University of Nebraska-Lincoln Van Ness, Robert A.
University of Mississippi - Department of Finance
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16 Jun 09
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Last Revised:
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23 Jan 11
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769
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8
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Corporate Lobbying, Political Connections, Market Value
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3.
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Egginton, Jared F.
Louisiana Tech University - Department of Economics and Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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12 Nov 11
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Last Revised:
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17 Mar 12
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602
(19,869)
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6
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Quote Stuffing, High Frequency Trading
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4.
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Cook, Douglas O.
University of Alabama - Culverhouse College of Commerce & Business Administration Kieschnick, Robert L.
University of Texas at Dallas Van Ness, Robert A.
University of Mississippi - Department of Finance
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475
(27,269)
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28
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IPO, underwriting, marketing
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5.
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Limit Orders and the Bid-Ask Spread
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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Posted:
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30 Oct 98
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Last Revised:
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03 Jun 03
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471
(27,614)
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61
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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0
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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471
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61
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Limit order, Bid-ask spread, Specialists
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6.
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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470
(27,614)
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8
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liquidity, spreads, decimal pricing, quote clustering
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7.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Fuller, Kathleen P.
University of Mississippi - School of Business Administration Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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29 May 08
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Last Revised:
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17 Nov 09
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417
(32,334)
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Dividends, Short Selling
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8.
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How Well Do Adverse Selection Components Measure Adverse Selection?
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
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Posted:
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24 Oct 01
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Last Revised:
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09 May 09
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389
(35,284)
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50
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Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
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0
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Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
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389
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50
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9.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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15 Feb 07
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Last Revised:
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29 Aug 08
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386
(35,610)
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10
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short selling, short sales, Weekend effect, Monday effect
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10.
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Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and Nasdaq Issues?
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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Posted:
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11 Dec 00
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Last Revised:
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25 Jan 01
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380
(36,310)
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25
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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0
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Limit order, bid-ask spread, collusion, NYSE specialists, Nasdaq dealers
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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380
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25
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Limit order, bid-ask spread, collusion, NYSE specialists, Nasdaq dealers
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11.
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Competition in the Market for Nasdaq Securities
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Goldstein, Michael A.
Babson College - Finance Division Shkilko, Andriy
Wilfrid Laurier University Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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Posted:
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15 Sep 04
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Last Revised:
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17 Dec 09
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376
(36,772)
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20
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Goldstein, Michael A.
Babson College - Finance Division Shkilko, Andriy
Wilfrid Laurier University Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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0
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NASDAQ, Competition
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Goldstein, Michael A.
Babson College - Finance Division Shkilko, Andriy
Wilfrid Laurier University Van Ness, Robert A.
University of Mississippi - Department of Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance
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| Posted: |
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15 Sep 04
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Last Revised:
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17 Dec 09
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376
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20
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NASDAQ, Competition
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12.
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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353
(39,705)
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7
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liquidity, spreads, depths, quote clustering, collusion
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13.
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Van Ness, Robert A.
University of Mississippi - Department of Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
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347
(40,581)
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3
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Components of the spread, NYSE, Nasdaq, adverse selection, fragmentation
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14.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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313
(45,876)
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8
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Stealth Trading, intraday, volume, trade size
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15.
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Trading Costs and Quote Clustering on the NYSE and NASDAQ After Decimalization
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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Posted:
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02 Oct 03
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Last Revised:
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07 Dec 03
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300
(48,212)
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18
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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0
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Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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300
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18
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Trading cost, Decimal pricing, Quote clustering, Averaging method
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16.
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Shkilko, Andriy
Wilfrid Laurier University Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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29 Oct 04
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Last Revised:
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03 Nov 11
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278
(52,639)
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8
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Locked, Crossed, Multi-market trading
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17.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance Wood, Robert
University of Memphis - Fogelman College of Business and Economics
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228
(65,366)
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1
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18.
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Nguyen, Vanthuan
Fairleigh Dickinson University - Silberman College of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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186
(80,325)
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2
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Electronic Communication Networks, NASDAQ, NYSE, Archipelago, Limit Order Book Fragmentation
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19.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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03 Dec 08
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Last Revised:
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23 Mar 09
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182
(81,982)
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20.
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Egginton, Jared F.
Louisiana Tech University - Department of Economics and Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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15 Jan 10
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Last Revised:
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16 Jan 13
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181
(82,379)
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FMA, author productivity, Finance research, institutional productivity
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21.
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Capitalizing on Catastrophe: Short Selling Insurance Stocks around Hurricanes Katrina and Rita
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Robert A.
University of Mississippi - Department of Finance Wade, Chip
University of Mississippi
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Posted:
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06 Feb 07
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Last Revised:
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15 Feb 09
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177
(84,164)
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4
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Robert A.
University of Mississippi - Department of Finance Wade, Chip
University of Mississippi
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4
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4
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Robert A.
University of Mississippi - Department of Finance Wade, Chip
University of Mississippi
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| Posted: |
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06 Feb 07
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Last Revised:
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05 Sep 08
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173
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4
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short selling, short sales, hurricane, castastrophe
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22.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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15 May 08
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Last Revised:
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05 Aug 09
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172
(86,503)
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Stealth Trading, Short Selling
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23.
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Mai, Liuqing
University of Missouri - St. Louis, Deparment of Finance and Legal Studies Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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168
(88,402)
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Short Sales, Merger and Acquisition (M&A), Trading Costs
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24.
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Fuller, Kathleen P.
University of Mississippi - School of Business Administration Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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160
(92,411)
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PIN, NASDAQ, Trading
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25.
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Chakrabarty, Bidisha
Saint Louis University - John Cook School of Business Li, Bingguang
Shenandoah University - Harry F. Byrd, Jr. School of Business Nguyen, Vanthuan
Fairleigh Dickinson University - Silberman College of Business Van Ness, Robert A.
University of Mississippi - Department of Finance
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158
(93,467)
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4
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Trade classification, Lee and Ready algorithms, tick rule, quote rule
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26.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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145
(101,551)
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Short Interest, Short Sales, Informed Trading
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27.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Warr, Richard S.
North Carolina State University Van Ness, Robert A.
University of Mississippi - Department of Finance
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145
(100,935)
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28.
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Pirim, Birsel T.
affiliation not provided to SSRN Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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137
(105,937)
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Inventory Holding, spread components
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29.
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Short- and Long-Term Effects of Multimarket Trading
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Nguyen, Vanthuan
Fairleigh Dickinson University - Silberman College of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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Posted:
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22 Jan 07
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Last Revised:
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31 Aug 07
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134
(107,928)
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4
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Nguyen, Vanthuan
Fairleigh Dickinson University - Silberman College of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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19
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4
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Nguyen, Vanthuan
Fairleigh Dickinson University - Silberman College of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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115
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4
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Exchange Traded Funds, Multimarket Trading, Competition, Fragmentation, Consolidation
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30.
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Goldstein, Michael A.
Babson College - Finance Division Shkilko, Andriy
Wilfrid Laurier University Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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13 Apr 07
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Last Revised:
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07 Feb 11
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130
(110,670)
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2
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Competition, market microstructure, execution costs
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31.
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Blau, Benjamin M.
Utah State University - Huntsman School of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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129
(111,356)
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Short Selling, Clustering, price clustering, trade size clustering
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32.
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Van Ness, Robert A.
University of Mississippi - Department of Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance Nguyen, Vanthuan
Fairleigh Dickinson University - Silberman College of Business
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121
(117,318)
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1
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Nasdaq, Cincinnati, Island
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33.
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Cooney, John
Texas Tech University - Rawls College of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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118
(119,634)
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1
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34.
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Broom, Kevin
University of Mississippi - School of Business Administration Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
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107
(128,931)
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QQQ, ETF, NASDAQ
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35.
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Battalio, Robert H.
University of Notre Dame - Department of Finance Shkilko, Andriy
Wilfrid Laurier University Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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04 Nov 11
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Last Revised:
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29 Nov 12
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106
(129,770)
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5
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options markets, payment for order flow, maker-taker model
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36.
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Higgins, Eric James
Kansas State University - College of Business Administration Ott, Richard
Kansas State University - Department of Accounting Van Ness, Robert A.
University of Mississippi - Department of Finance
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92
(143,088)
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1
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Funds from Operations, FFO, REITs, real estate investment trust, bid-ask spread
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37.
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Egginton, Jared F.
Louisiana Tech University - Department of Economics and Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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68
(173,545)
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NASDAQ, Ticker Symbol lenght
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38.
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Moser, Shane
University of Mississippi Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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66
(174,931)
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Short Lending, Short Selling, Dividends
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39.
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Battalio, Robert H.
University of Notre Dame - Department of Finance Egginton, Jared F.
Louisiana Tech University - Department of Economics and Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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| Posted: |
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14 Oct 11
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Last Revised:
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06 Dec 11
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63
(179,328)
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Nasdaq, trading, trading costs, canceled orders
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40.
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Kai, Guo
University of Pittsburgh at Johnstown Conlon, John
affiliation not provided to SSRN Van Ness, Robert A.
University of Mississippi - Department of Finance
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53
(195,292)
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efficient market hypothesis, rational expectations, short sales volume ratio, short sales constraints, short sales surprise, SEC Reg SHO
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41.
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Schwartz, Adam
Washington and Lee University - Department of Business Administration Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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34
(233,294)
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College Football, Betting Spreads, Clustering
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42.
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Chakravarty, Sugato
Purdue University Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
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30
(243,365)
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9
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43.
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Danielsen, Bartley R.
North Carolina State University - Poole College of Management Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
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27
(251,969)
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4
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44.
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|
Egginton, Jared F.
Louisiana Tech University - Department of Economics and Finance Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
17
(285,987)
|
|
|
| |
|
| |
Stub quoting, dealers, NASDAQ
|
|
|
45.
|
|
|
Nguyen, Vanthuan
Fairleigh Dickinson University - Silberman College of Business Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
9
(313,707)
|
1
|
|
| |
|
| |
|
|
|
46.
|
|
|
Danielsen, Bartley R.
North Carolina State University - Poole College of Management Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
|
|
2
(335,975)
|
3
|
|
| |
|
| |
|
|
|
47.
|
|
|
Zhang, Tao
University of Mississippi - School of Business Administration Cox, Larry A.
Southern Illinois University at Edwardsville - Department of Economics & Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
2
(335,975)
|
4
|
|
| |
|
| |
|
|
|
48.
|
|
|
Danielsen, Bartley R.
North Carolina State University - Poole College of Management Harrison, David M.
Texas Tech University Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
|
|
1
(343,363)
|
2
|
|
| |
|
| |
|
|
|
49.
|
|
|
Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance Funck, Mary C.
Sam Houston State University
|
|
|
|
|
| |
|
| |
exchange-mandated trading halt, firm-specific trading halt, post-halt volatility
|
|
|
50.
|
|
|
Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
|
|
|
|
|
| |
|
| |
Bid-ask spread, liquidity, market microstructure, Nasdaq, order handling rules
|
|
|
51.
|
|
|
Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance Warr, Richard S.
North Carolina State University
|
|
|
|
|
| |
|
| |
Market microstructure, adverse selection costs, bid-ask spreads
|
|
|
52.
|
|
|
Chung, Kee H.
State University of New York at Buffalo - School of Management Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
|
|
|
| |
|
| |
Limit-order, bid-ask spread, NYSE specialists, spread components
|
|
|
53.
|
|
|
Chakravarty, Sugato
Purdue University Wood, Robert
University of Memphis - Fogelman College of Business and Economics Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
|
|
|
| |
|
| |
|
|
|
54.
|
|
|
Pruitt, Stephen W.
affiliation not provided to SSRN Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
|
|
|
| |
|
| |
|
|
|
55.
|
|
|
Van Ness, Bonnie F.
University of Mississippi - Department of Finance Hseih, Wen-Liang
Tamkang University Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
|
|
|
| |
|
| |
|
|
|
56.
|
|
|
Pruitt, Stephen W.
affiliation not provided to SSRN Van Ness, Bonnie F.
University of Mississippi - Department of Finance Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
|
|
|
| |
|
| |
|
|
|
57.
|
|
|
Van Ness, Robert A.
University of Mississippi - Department of Finance McInish, Thomas H.
University of Memphis - Fogelman College of Business and Economics Van Ness, Bonnie F.
University of Mississippi - Department of Finance
|
|
|
|
|
| |
|
| |
|
|
|
58.
|
|
|
McNamara, Michael J.
University of Memphis - Fogelman College of Business and Economics Charoenwong, Charlie
Nanyang Technological University (NTU) Pruitt, Stephen W.
affiliation not provided to SSRN Van Ness, Robert A.
University of Mississippi - Department of Finance
|
|
|
|
|
| |
|
| |
|
|
