Robert A. Van Ness

University of Mississippi - Department of Finance

Oxford, MS 38677

United States

SCHOLARLY PAPERS

72

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16,533

SSRN CITATIONS
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Top 3,918

in Total Papers Citations

99

CROSSREF CITATIONS

231

Scholarly Papers (72)

1.

Quote Stuffing

Number of pages: 48 Posted: 12 Nov 2011 Last Revised: 14 Apr 2016
Jared F. Egginton, Bonnie F. Van Ness and Robert A. Van Ness
Boise State University - College of Business & Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 1,724 (11,132)
Citation 10

Abstract:

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Quote Stuffing, High Frequency Trading

2.

Aggressive Short Selling and Price Reversals

AFA 2008 New Orleans Meetings Paper
Number of pages: 46 Posted: 21 Mar 2007 Last Revised: 07 Feb 2011
Andriy Shkilko, Bonnie F. Van Ness and Robert A. Van Ness
Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 1,395 (15,481)
Citation 10

Abstract:

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Short selling, price reversals, speculative and predatory trading, order imbalances

3.

Determinants and Effects of Corporate Lobbying

Financial Management, Forthcoming
Number of pages: 53 Posted: 16 Jun 2009 Last Revised: 30 Jul 2013
Arkansas State University, University of Southern Mississippi, Clemson University - Department of Finance and University of Mississippi - Department of Finance
Downloads 1,357 (16,137)
Citation 21

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Corporate Lobbying, Political Connections, Market Value

4.

On the Marketing of IPOs

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 18 Jan 2006
Douglas O. Cook, Robert L. Kieschnick and Robert A. Van Ness
University of Alabama - Culverhouse College of Commerce & Business Administration, University of Texas at Dallas and University of Mississippi - Department of Finance
Downloads 619 (49,244)
Citation 19

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IPO, underwriting, marketing

5.

Short Selling around Dividend Announcements and Ex-Dividend Days

Number of pages: 34 Posted: 29 May 2008 Last Revised: 17 Nov 2009
Benjamin M. Blau, Kathleen P. Fuller and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - School of Business Administration and University of Mississippi - Department of Finance
Downloads 572 (54,513)

Abstract:

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Dividends, Short Selling

6.
Downloads 544 ( 58,098)

Limit Orders and the Bid-Ask Spread

Number of pages: 38 Posted: 03 Jun 2003
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 544 (57,438)
Citation 46

Abstract:

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Limit order, Bid-ask spread, Specialists

Limit Orders and the Bid-Ask Spread

Journal of Financial Economics, Vol. 53, pp. 255-287, August 1999
Posted: 30 Oct 1998
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

Abstract:

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7.

Are NASDAQ Stocks More Costly to Trade than NYSE Stocks? Evidence after Decimalization

Number of pages: 33 Posted: 27 Jul 2001
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 517 (61,895)
Citation 17

Abstract:

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liquidity, spreads, decimal pricing, quote clustering

How Well Do Adverse Selection Components Measure Adverse Selection?

Number of pages: 33 Posted: 24 Oct 2001
Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and North Carolina State University
Downloads 495 (64,653)
Citation 49

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How Well Do Adverse Selection Components Measure Adverse Selection?

Financial Management, Vol. 30, Iss. 3, Autumn 2001
Posted: 26 Nov 2001
Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and North Carolina State University

Abstract:

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9.

Short Selling and the Weekend Effect for Nyse Securities

Number of pages: 33 Posted: 15 Feb 2007 Last Revised: 29 Aug 2008
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 465 (70,588)
Citation 4

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short selling, short sales, Weekend effect, Monday effect

10.
Downloads 449 ( 73,702)
Citation 13

Competition in the Market for Nasdaq Securities

Journal of Financial Markets, Vol. 11, No. 2, 2008
Number of pages: 39 Posted: 15 Sep 2004 Last Revised: 17 Dec 2009
Babson College - Finance Division, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 449 (73,006)
Citation 13

Abstract:

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NASDAQ, Competition

Competition in the Market for Nasdaq Securities

Journal of Financial Markets, Forthcoming
Posted: 18 Apr 2007
Babson College - Finance Division, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

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NASDAQ, Competition

11.

To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets

Number of pages: 52 Posted: 04 Nov 2011 Last Revised: 29 Nov 2012
Robert H. Battalio, Andriy Shkilko and Robert A. Van Ness
University of Notre Dame - Department of Finance, Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Mississippi - Department of Finance
Downloads 410 (82,033)
Citation 9

Abstract:

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options markets, payment for order flow, maker-taker model

Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and NASDAQ Issues?

Number of pages: 33 Posted: 11 Dec 2000
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 400 (83,681)
Citation 13

Abstract:

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Limit order, bid-ask spread, collusion, NYSE specialists, Nasdaq dealers

Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and NASDAQ Issues?

Posted: 25 Jan 2001
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

Abstract:

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Limit order, bid-ask spread, collusion, NYSE specialists, Nasdaq dealers

13.

Determinants of Adverse Selection on the NYSE and NASDAQ: A Paired Comparison

Number of pages: 37 Posted: 21 Jun 2001
Robert A. Van Ness, Bonnie F. Van Ness and Richard S. Warr
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and North Carolina State University
Downloads 385 (88,209)
Citation 3

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Components of the spread, NYSE, Nasdaq, adverse selection, fragmentation

14.

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

Number of pages: 31 Posted: 30 Jul 2008
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 375 (91,038)
Citation 14

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Stealth Trading, intraday, volume, trade size

15.

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

Number of pages: 34 Posted: 13 Aug 2002
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 374 (91,315)
Citation 7

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liquidity, spreads, depths, quote clustering, collusion

16.

Locked and Crossed Markets on Nasdaq and the Nyse

Journal of Financial Markets, 2008
Number of pages: 41 Posted: 29 Oct 2004 Last Revised: 03 Nov 2011
Andriy Shkilko, Bonnie F. Van Ness and Robert A. Van Ness
Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 332 (104,512)
Citation 2

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Locked, Crossed, Multi-market trading

Trading Costs and Quote Clustering on the NYSE and NASDAQ after Decimalization

Number of pages: 31 Posted: 02 Oct 2003
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 325 (106,319)
Citation 9

Abstract:

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Trading cost, Decimal pricing, Quote clustering, Averaging method

Trading Costs and Quote Clustering on the NYSE and NASDAQ after Decimalization

Posted: 07 Dec 2003
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

Abstract:

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18.

Short Interest vs. Short Selling

Number of pages: 26 Posted: 20 Sep 2011
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 296 (118,326)
Citation 2

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Short Interest, Short Sales, Informed Trading

19.

Short Selling ADRs and Foreign Market Short-Sale Constraints

Number of pages: 37 Posted: 03 Jun 2010
Benjamin M. Blau, Richard S. Warr and Robert A. Van Ness
Utah State University - Huntsman School of Business, North Carolina State University and University of Mississippi - Department of Finance
Downloads 288 (121,738)

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20.

Multiple Markets, Algorithmic Trading, and Market Liquidity

Number of pages: 39 Posted: 10 Feb 2014 Last Revised: 19 Feb 2016
James Upson and Robert A. Van Ness
University of Texas at El Paso and University of Mississippi - Department of Finance
Downloads 282 (124,491)
Citation 6

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Algorithmic Traders, High Frequency Traders, HFT, Market Liquidity, Intraday Liquidity, Latency, Thor

21.

Short Selling in Volatile Markets

Number of pages: 30 Posted: 12 Jan 2009
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 271 (129,874)
Citation 3

Abstract:

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22.

An Analysis of the FMA Annual Meetings: Presentation Activity of Institutions and Individuals, 1996 - 2012

Number of pages: 20 Posted: 15 Jan 2010 Last Revised: 16 Jan 2013
Jared F. Egginton, Bonnie F. Van Ness and Robert A. Van Ness
Boise State University - College of Business & Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 251 (140,456)

Abstract:

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FMA, author productivity, Finance research, institutional productivity

Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita

Number of pages: 40 Posted: 06 Feb 2007 Last Revised: 05 Sep 2008
Benjamin M. Blau, Robert A. Van Ness and Chip Wade
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi
Downloads 214 (163,278)

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short selling, short sales, hurricane, castastrophe

Capitalizing on Catastrophe: Short Selling Insurance Stocks around Hurricanes Katrina and Rita

Journal of Risk & Insurance, Vol. 75, Issue 4, pp. 967-996, December 2008
Number of pages: 30 Posted: 07 Nov 2008
Benjamin M. Blau, Robert A. Van Ness and Chip Wade
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi
Downloads 4 (736,794)
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24.

An Analysis of the Inventory Holding Components of the Bid-Ask Spread

Number of pages: 34 Posted: 14 May 2009
Birsel T. Pirim, Bonnie F. Van Ness and Robert A. Van Ness
affiliation not provided to SSRN, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 212 (165,049)

Abstract:

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Inventory Holding, spread components

25.

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

Number of pages: 40 Posted: 17 Jul 2013 Last Revised: 19 Feb 2016
Hardy Johnson, Bonnie F. Van Ness and Robert A. Van Ness
Kansas State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 206 (169,716)
Citation 9

Abstract:

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odd-lots, high frequency trading, price contribution, price discovery

26.

Information in Short Selling: Comparing NASDAQ and the NYSE

Number of pages: 31 Posted: 03 Dec 2008 Last Revised: 23 Mar 2009
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 203 (172,055)
Citation 1

Abstract:

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27.

Archipelago's Move Towards Exchange Status: An Analysis of Archipelago Trading in NYSE and NASDAQ Stocks

Number of pages: 28 Posted: 13 May 2005
Vanthuan Nguyen, Bonnie F. Van Ness and Robert A. Van Ness
Morgan State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 203 (172,055)

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Electronic Communication Networks, NASDAQ, NYSE, Archipelago, Limit Order Book Fragmentation

28.

Cancelling Liquidity

Number of pages: 46 Posted: 08 Jun 2013 Last Revised: 13 Aug 2014
Bonnie F. Van Ness, Robert A. Van Ness and Ethan Watson
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of North Carolina (UNC) at Wilmington
Downloads 201 (173,664)
Citation 2

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Cancelled Orders, Cancellations, Limit Orders

29.

Trade Classification Algorithms for Electronic Communications Network Trades

Journal of Banking and Finance, Forthcoming
Number of pages: 27 Posted: 22 Jan 2007
Saint Louis University - Richard A. Chaifetz School of Business, Shenandoah University - Harry F. Byrd, Jr. School of Business, Morgan State University and University of Mississippi - Department of Finance
Downloads 195 (178,635)
Citation 4

Abstract:

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Trade classification, Lee and Ready algorithms, tick rule, quote rule

30.

The Role of HFTs in Order Flow Toxicity and Stock Price Variance, and Predicting Changes in HFTs’ Liquidity Provisions

Number of pages: 38 Posted: 25 Feb 2016
Serhat Yildiz, Robert A. Van Ness and Bonnie F. Van Ness
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 190 (182,750)

Abstract:

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High frequency trading, HFT, Volume-synchronized probability of informed trading, VPIN, liquidity, order flow toxicity

31.

The Optimal Trade Size Choice of Informed Short Sellers

Number of pages: 31 Posted: 15 May 2008 Last Revised: 05 Aug 2009
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 189 (183,659)
Citation 1

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Stealth Trading, Short Selling

32.

Do (Should) Brokers Route Standing Limit Orders Seeking to Trade U.S. Equity Options to Wholesalers?

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 57 Posted: 16 Nov 2016 Last Revised: 08 Jun 2017
Robert H. Battalio, Todd Griffith and Robert A. Van Ness
University of Notre Dame - Department of Finance, Utah State University and University of Mississippi - Department of Finance
Downloads 178 (193,701)
Citation 1

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Maker-Taker, Payment-For-Order-Flow, Order Execution Quality

33.

Is Information Risk Priced for Nasdaq-Listed Stocks?

Number of pages: 21 Posted: 11 Feb 2007
Kathleen P. Fuller, Bonnie F. Van Ness and Robert A. Van Ness
University of Mississippi - School of Business Administration, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 173 (198,450)
Citation 2

Abstract:

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PIN, NASDAQ, Trading

34.

Increasing the Tick: Examining the Impact of the Tick Size Change on Market Fee Venues

Number of pages: 54 Posted: 11 Oct 2017 Last Revised: 26 Oct 2017
Justin Cox, Bonnie F. Van Ness and Robert A. Van Ness
Appalachian State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 154 (219,064)
Citation 3

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Tick Size, Maker-Taker, Algorithmic Trading, Hidden Liquidity

35.
Downloads 152 (221,405)
Citation 7

Short- and Long-Term Effects of Multimarket Trading

Number of pages: 35 Posted: 22 Jan 2007
Vanthuan Nguyen, Bonnie F. Van Ness and Robert A. Van Ness
Morgan State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 132 (248,857)

Abstract:

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Exchange Traded Funds, Multimarket Trading, Competition, Fragmentation, Consolidation

Short- and Long-Term Effects of Multimarket Trading

The Financial Review, Vol. 42, No. 3, pp. 349-372, August 2007
Number of pages: 24 Posted: 31 Aug 2007
Vanthuan Nguyen, Bonnie F. Van Ness and Robert A. Van Ness
Morgan State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 20 (612,225)
Citation 1
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36.

Trade-Size and Price Clustering: The Case of Short Sales

Number of pages: 42 Posted: 30 Oct 2008
Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness
Utah State University - Huntsman School of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 151 (222,638)

Abstract:

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Short Selling, Clustering, price clustering, trade size clustering

37.

Inter-Market Competition for NYSE-Listed Securities under Decimals

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 32 Posted: 13 Apr 2007 Last Revised: 07 Feb 2011
Babson College - Finance Division, Wilfrid Laurier University - Lazaridis School of Business and Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 144 (231,277)
Citation 1

Abstract:

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Competition, market microstructure, execution costs

38.

1-Share Orders and Trades

Journal of Banking and Finance, Vol. 75, 2017
Number of pages: 32 Posted: 12 Oct 2014 Last Revised: 26 Apr 2018
Ryan Davis, Brian Roseman, Bonnie F. Van Ness and Robert A. Van Ness
University of Alabama at Birmingham, Oklahoma State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 141 (235,290)
Citation 1

Abstract:

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One Share trades; One Share orders; trades; orders; NASDAQ

39.

Odd-Lot Trading in U.S. Equities

Quarterly Review of Economics and Finance, Vol. 69, 2018
Number of pages: 29 Posted: 28 Aug 2015 Last Revised: 14 Dec 2018
Brian Roseman, Bonnie F. Van Ness and Robert A. Van Ness
Oklahoma State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 138 (239,443)
Citation 2

Abstract:

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odd-lot trading, exchanges

40.

An Examination of the Dissemination of Island Trades Through the Cincinnati Stock Exchange

Number of pages: 23 Posted: 22 Jul 2003
Robert A. Van Ness, Bonnie F. Van Ness and Vanthuan Nguyen
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and Morgan State University
Downloads 132 (247,979)

Abstract:

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Nasdaq, Cincinnati, Island

41.

Do Investors Avoid Odd-Eighth Prices? Evidence from NYSE Limit Orders

Number of pages: 38 Posted: 05 Feb 2001
John Cooney, Bonnie F. Van Ness and Robert A. Van Ness
Texas Tech University - Rawls College of Business, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 122 (263,220)
Citation 2

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42.

Cubes to Quads: The Move of Qqq from Amex to Nasdaq

Number of pages: 32 Posted: 09 Feb 2007
Kevin Broom, Robert A. Van Ness and Richard S. Warr
University of Mississippi - School of Business Administration, University of Mississippi - Department of Finance and North Carolina State University
Downloads 119 (268,115)
Citation 1

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QQQ, ETF, NASDAQ

43.

Securities Lending Around Proxies: Is the Increase in Lending Due to Proxy Abuse, or a Result of Dividends?

Number of pages: 24 Posted: 06 Dec 2011
Shane Moser, Bonnie F. Van Ness and Robert A. Van Ness
University of Mississippi, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 113 (278,073)
Citation 1

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Short Lending, Short Selling, Dividends

44.

The Information Content of the 1999 Announcement of Funds from Operation Changes for Real Estate Investment Trusts

Journal of Real Estate Research, Vol. 28, No. 3, 2006
Number of pages: 16 Posted: 13 Dec 2006
Eric James Higgins, Richard Ott and Robert A. Van Ness
Kansas State University - College of Business Administration, Kansas State University - Department of Accounting and University of Mississippi - Department of Finance
Downloads 113 (278,073)

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Funds from Operations, FFO, REITs, real estate investment trust, bid-ask spread

45.

Does it Matter if Ticker Symbols are 3 or 4 Characters on NASDAQ?

Number of pages: 18 Posted: 13 Aug 2009
Jared F. Egginton, Bonnie F. Van Ness and Robert A. Van Ness
Boise State University - College of Business & Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 100 (302,464)
Citation 1

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NASDAQ, Ticker Symbol lenght

46.

Information and Liquidity in the Modern OTC Marketplace

Number of pages: 32 Posted: 23 Nov 2016
Ryan Davis, Bonnie F. Van Ness and Robert A. Van Ness
University of Alabama at Birmingham, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 90 (323,532)
Citation 1

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OTC Markets, Penny Stocks, Tiers, Liquidity, Market Quality

47.

An Analysis of Market Efficiency in Response to Short Sale Information

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 76 Posted: 14 Sep 2011
Guo Kai, John Conlon and Robert A. Van Ness
University of Pittsburgh - Johnstown Campus, affiliation not provided to SSRN and University of Mississippi - Department of Finance
Downloads 88 (328,215)

Abstract:

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efficient market hypothesis, rational expectations, short sales volume ratio, short sales constraints, short sales surprise, SEC Reg SHO

48.

Exchange Entrances, Mergers and the Evolution of Order Flow on NASDAQ 1993-2010

Number of pages: 34 Posted: 14 Oct 2011 Last Revised: 06 Dec 2011
University of Notre Dame - Department of Finance, Boise State University - College of Business & Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 87 (330,506)

Abstract:

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Nasdaq, trading, trading costs, canceled orders

49.

Dealers and Changing Obligations: The Case of Stub Quoting

Number of pages: 35 Posted: 22 Dec 2012 Last Revised: 01 Aug 2014
Jared F. Egginton, Bonnie F. Van Ness and Robert A. Van Ness
Boise State University - College of Business & Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 80 (347,548)
Citation 1

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Stub quoting, dealers, NASDAQ

50.

Clustering of College Football Spreads

Number of pages: 19 Posted: 11 Oct 2011
Adam Schwartz, Bonnie F. Van Ness and Robert A. Van Ness
Washington and Lee University - Department of Business Administration, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 67 (383,686)

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College Football, Betting Spreads, Clustering

51.

The Dark Side of IPOs: Examining Where and Who Trades in the IPO Secondary Market

Number of pages: 46 Posted: 22 Apr 2018
Justin Cox, Bonnie F. Van Ness and Robert A. Van Ness
Appalachian State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 59 (409,200)

Abstract:

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Dark Trading, Lit Fragmentation, Hidden Trading, Algorithmic Trading, IPOs

Fly the Friendly Skynet: Reaction to a False-News Event for United Airlines

Journal of Applied Finance, Fall/Winter 2012, Volume 22, No. 2
Number of pages: 25 Posted: 16 Jul 2013 Last Revised: 29 Jul 2013
Mary Funck, Bonnie F. Van Ness and Robert A. Van Ness
Sam Houston State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 43 (478,600)

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exchange-mandated trading halt, firm-specific trading halt, post-halt volatility

Fly the Friendly Skynet: Reaction to a False-News Event for United Airlines

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 22, No. 2, 2012
Number of pages: 12 Posted: 12 Nov 2015
Mary Funck, Bonnie F. Van Ness and Robert A. Van Ness
Sam Houston State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 10 (688,704)

Abstract:

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Fly the Friendly Skynet: Reaction to a False-News Event for United Airlines

Journal of Applied Finance, Fall/Winter 2012, Volume 22, No.2
Posted: 11 Sep 2012
Bonnie F. Van Ness, Robert A. Van Ness and Mary Funck
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and Sam Houston State University

Abstract:

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exchange-mandated trading halt, firm-specific trading halt, post-halt volatility

53.

Order Cancellations, Fees, and Execution Quality in U.S. Equity Options

Number of pages: 48 Posted: 18 Dec 2017 Last Revised: 22 May 2019
Todd Griffith and Robert A. Van Ness
Utah State University and University of Mississippi - Department of Finance
Downloads 30 (530,875)
Citation 1

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Limit Orders, Cancellation Rates, Fees, Execution Quality

54.

The Effect of Decimalization on Trade Size and Adverse Selection Costs

Journal of Business Finance & Accounting, Vol. 32, No. 5-6, pp. 1063-1081, June 2005
Number of pages: 14 Posted: 22 Sep 2005
Sugato Chakravarty, Bonnie F. Van Ness and Robert A. Van Ness
Purdue University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 30 (530,875)
Citation 1
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55.

Auditor Fees, Market Microstructure, and Firm Transparency

Journal of Business Finance & Accounting, Vol. 34, No. 1-2, pp. 202-221, January/March 2007
Number of pages: 20 Posted: 01 Mar 2007
Bartley R. Danielsen, Robert A. Van Ness and Richard S. Warr
North Carolina State University - Poole College of Management, University of Mississippi - Department of Finance and North Carolina State University
Downloads 27 (547,945)
Citation 1
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56.

An Analysis of the Fma Meetings: Presentation Activity of Institutions and Individuals, 1996-2012

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 23, No. 2, 2013
Number of pages: 14 Posted: 07 Nov 2015
Jared F. Egginton, Bonnie F. Van Ness and Robert A. Van Ness
Boise State University - College of Business & Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 24 (566,531)

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57.

The Reporting of Island Trades on the Cincinnati Stock Exchange

Number of pages: 10 Posted: 22 Feb 2005
Vanthuan Nguyen, Bonnie F. Van Ness and Robert A. Van Ness
Morgan State University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 19 (599,152)

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58.

Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data

Journal of Business Finance & Accounting, Vol. 36, Issue 9-10, pp. 1273-1293, November/December 2009
Number of pages: 21 Posted: 11 Nov 2009
Bartley R. Danielsen, Robert A. Van Ness and Richard S. Warr
North Carolina State University - Poole College of Management, University of Mississippi - Department of Finance and North Carolina State University
Downloads 2 (723,824)
Citation 4
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59.

Adverse Selection and the Opaqueness of Insurers

Journal of Risk and Insurance, Vol. 76, Issue 2, pp. 295-321, June 2009
Number of pages: 27 Posted: 05 May 2009
Tao Zhang, Larry A. Cox and Robert A. Van Ness
University of Mississippi - School of Business Administration, Southern Illinois University at Edwardsville - Department of Economics & Finance and University of Mississippi - Department of Finance
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60.

Clustering of Trade Prices by High‐Frequency and Non–High‐Frequency Trading Firms

Financial Review, Vol. 49, Issue 2, pp. 421-433, 2014
Number of pages: 13 Posted: 08 Apr 2014
Bonnie F. Van Ness, Robert A. Van Ness and Ryan Davis
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Alabama at Birmingham
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high‐frequency trading, price clustering, NASDAQ

61.

REIT Auditor Fees and Financial Market Transparency

Real Estate Economics, Vol. 37, No. 3, pp. 515-557, Fall 2009
Number of pages: 43 Posted: 13 Oct 2009
North Carolina State University - Poole College of Management, UCF, University of Mississippi - Department of Finance and North Carolina State University
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62.

Increasing the Tick: Examining the Impact of the Tick Size Change on Maker‐Taker and Taker‐Maker Market Models

Financial Review, Vol. 54, Issue 3, pp. 417-449, 2019
Number of pages: 33 Posted: 20 May 2020
Justin Cox, Bonnie Van Ness and Robert A. Van Ness
Appalachian State University, University of Mississippi and University of Mississippi - Department of Finance
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tick size, maker‐taker, algorithmic trading, hidden liquidity

63.

Municipal Bond Trading, Information Relatedness, and Natural Disasters

Posted: 27 Sep 2017
Brittany Cole, Bonnie F. Van Ness and Robert A. Van Ness
Tennessee Technological University, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
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municipal bonds; natural disasters

64.

NASDAQ Trading and Trading Costs: 1993-2002

Posted: 22 May 2005
Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and North Carolina State University

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Bid-ask spread, liquidity, market microstructure, Nasdaq, order handling rules

65.

The Impact of Market Maker Concentration on Adverse-Selection Costs for NASDAQ Stocks

Posted: 11 Oct 2004
Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and North Carolina State University

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Market microstructure, adverse selection costs, bid-ask spreads

66.

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

Posted: 06 Feb 2004
Kee H. Chung, Bonnie F. Van Ness and Robert A. Van Ness
State University of New York at Buffalo - School of Management, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

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Limit-order, bid-ask spread, NYSE specialists, spread components

67.

Decimals and Liquidity: A Study of the NYSE

Posted: 22 Jul 2003
Sugato Chakravarty, Robert Wood and Robert A. Van Ness
Purdue University, University of Memphis - Fogelman College of Business and Economics and University of Mississippi - Department of Finance

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68.

The First of Many? The Microstructure Effects of Aeroflex Corporation's Move from the NYSE to the NASDAQ

Journal of Applied Finance, Vol. 12, No. 2, Fall/Winter 2002
Posted: 14 Feb 2003
Stephen W. Pruitt, Bonnie F. Van Ness and Robert A. Van Ness
affiliation not provided to SSRN, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

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69.

NASDAQ and the Chicago Stock Exchange: An Analysis of Multiple Market Trading

Posted: 25 Oct 1999
Bonnie F. Van Ness, Wen-Liang Hseih and Robert A. Van Ness
University of Mississippi - Department of Finance, Tamkang University and University of Mississippi - Department of Finance

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70.

Clientele Trading in Response to Published Information: Evidence from the 'Dartboard' Column

Posted: 17 Aug 1999
Stephen W. Pruitt, Bonnie F. Van Ness and Robert A. Van Ness
affiliation not provided to SSRN, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance

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71.

The Effect of the Sec's Order Handling Rules on NASDAQ

Posted: 19 Jul 1998
Robert A. Van Ness, Thomas H. McInish and Bonnie F. Van Ness
University of Mississippi - Department of Finance, University of Memphis - Fogelman College of Business and Economics and University of Mississippi - Department of Finance

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72.

Property-Liability Insurance Company Market Pullout Announcements and Shareholder Wealth

Journal of Risk and Insurance, Vol. 64 No. 3, September 1997
Posted: 18 Mar 1998
University of Memphis - Fogelman College of Business and Economics, Nanyang Technological University (NTU), affiliation not provided to SSRN and University of Mississippi - Department of Finance

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