Bonnie F. Van Ness

University of Mississippi - Department of Finance

Oxford, MS 38677

United States

SCHOLARLY PAPERS

52

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CITATIONS
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199

Scholarly Papers (52)

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 1,596 (10,411)
Citation 4

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 1,363 (13,441)
Citation 6

Abstract:

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

3.
Downloads 530 ( 51,156)

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 530 (50,543)
Citation 45

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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4.

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 515 (53,025)
Citation 14

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 476 (57,962)
Citation 36

Abstract:

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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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6.

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 458 (61,471)
Citation 4

Abstract:

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short selling, short sales, Weekend effect, Monday effect

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 445 (63,004)
Citation 5

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

Abstract:

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NASDAQ, Competition

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 (71,671)
Citation 11

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?

As published in Journal of Financial and Quantitative Analysis
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

9.

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 379 (76,985)
Citation 3

Abstract:

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

10.

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 372 (78,673)
Citation 4

Abstract:

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liquidity, spreads, depths, quote clustering, collusion

11.

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 368 (79,738)
Citation 1

Abstract:

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Stealth Trading, intraday, volume, trade size

12.

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 323 (92,441)
Citation 1

Abstract:

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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 320 (92,810)
Citation 3

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

Journal of Financial Research, Forthcoming
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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14.

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 282 (107,138)

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Short Interest, Short Sales, Informed Trading

15.

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 268 (113,088)
Citation 1

Abstract:

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16.

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 246 (123,548)

Abstract:

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FMA, author productivity, Finance research, institutional productivity

17.

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 202 (149,565)

Abstract:

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Inventory Holding, spread components

18.

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 202 (149,565)

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

19.

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 200 (150,937)

Abstract:

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20.

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 195 (154,627)

Abstract:

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

21.

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 193 (156,111)
Citation 2

Abstract:

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Cancelled Orders, Cancellations, Limit Orders

22.

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 185 (162,214)
Citation 1

Abstract:

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Stealth Trading, Short Selling

23.

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 172 (173,080)
Citation 1

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PIN, NASDAQ, Trading

24.

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 163 (181,258)

Abstract:

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

25.

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 150 (194,445)

Abstract:

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Short Selling, Clustering, price clustering, trade size clustering

26.
Downloads 150 (194,445)
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 130 (218,954)

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 (537,190)
Citation 1
  • Add to Cart

Abstract:

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27.

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 141 (204,429)
Citation 1

Abstract:

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Competition, market microstructure, execution costs

28.

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 130 (218,207)

Abstract:

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Nasdaq, Cincinnati, Island

29.

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 (229,032)
Citation 2

Abstract:

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30.

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 120 (231,832)
Citation 2

Abstract:

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odd-lot trading, exchanges

31.

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
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 119 (233,291)
Citation 3

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

32.

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 116 (237,732)

Abstract:

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

33.

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 111 (245,264)

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Short Lending, Short Selling, Dividends

34.

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 92 (278,387)
Citation 1

Abstract:

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NASDAQ, Ticker Symbol lenght

35.

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 85 (292,650)

Abstract:

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Nasdaq, trading, trading costs, canceled orders

36.

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 79 (305,836)
Citation 1

Abstract:

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Stub quoting, dealers, NASDAQ

37.

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 63 (346,331)

Abstract:

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College Football, Betting Spreads, Clustering

38.

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 55 (370,164)
Citation 1

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

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 37 (444,183)

Abstract:

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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 (603,678)

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

40.

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
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 41 (418,414)

Abstract:

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

41.

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 (465,037)
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42.

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 18 (530,948)

Abstract:

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43.

The Reporting of Island Trades on the Cincinnati Stock Exchange

Journal of Applied Finance, Vol. 14, No. 2, Fall/Winter 2004
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 17 (536,806)

Abstract:

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44.

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
Downloads 1 (649,034)
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high‐frequency trading, price clustering, NASDAQ

45.

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
Downloads 0 (666,984)

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municipal bonds; natural disasters

46.

NASDAQ Trading and Trading Costs: 1993-2002

Financial Review, Vol. 40, No. 3, August 2005
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

Abstract:

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

47.

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

Journal of Financial Research, Forthcoming
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

Abstract:

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Market microstructure, adverse selection costs, bid-ask spreads

48.

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

Financial Review, Vol. 39, No. 2, May 2004
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

Abstract:

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

49.

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

Abstract:

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50.

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

The Financial Review, Vol. 34, Iss. 4, November 1999
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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51.

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

Journal of Financial Research
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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52.

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

Journal of Financial Research
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

Abstract:

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