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Robert Van Ness
Robert Van Ness
Verified email at bus.olemiss.edu
Title
Cited by
Cited by
Year
Limit orders and the bid–ask spread
KH Chung, BF Van Ness, RA Van Ness
Journal of Financial Economics 53 (2), 255-287, 1999
4001999
How well do adverse selection components measure adverse selection?
BF Van Ness, RA Van Ness, RS Warr
Financial Management, 77-98, 2001
3852001
On the marketing of IPOs
DO Cook, R Kieschnick, RA Van Ness
Journal of Financial Economics 82 (1), 35-61, 2006
3692006
Determinants and effects of corporate lobbying
MD Hill, GW Kelly, GB Lockhart, RA Van Ness
Financial Management 42 (4), 931-957, 2013
3332013
The value of winning in motorsports: Sponsorship-linked marketing
TB Cornwell, SW Pruitt, R Van Ness
Journal of Advertising Research 41 (1), 17-31, 2001
2702001
Quote stuffing
JF Egginton, BF Van Ness, RA Van Ness
Financial Management 45 (3), 583-608, 2016
1692016
Decimals and liquidity: A study of the NYSE
S Chakravarty, RA Wood, RA Van Ness
Journal of Financial Research 27 (1), 75-94, 2004
1452004
Trading costs and quote clustering on the NYSE and NASDAQ after decimalization
KH Chung, BF Van Ness, RA Van Ness
Journal of Financial Research 27 (3), 309-328, 2004
1122004
Trade classification algorithms for electronic communications network trades
B Chakrabarty, B Li, V Nguyen, RA Van Ness
Journal of Banking & Finance 31 (12), 3806-3821, 2007
1092007
Order handling rules, tick size, and the intraday pattern of bid–ask spreads for Nasdaq stocks
KH Chung, RA Van Ness
Journal of Financial Markets 4 (2), 143-161, 2001
932001
The impact of the reduction in tick increments in major US markets on spreads, depth, and volatility
BF Van Ness, RA Van Ness, SW Pruitt
Review of Quantitative Finance and Accounting 15, 153-167, 2000
922000
Competition in the market for NASDAQ securities
MA Goldstein, AV Shkilko, BF Van Ness, RA Van Ness
Journal of Financial Markets 11 (2), 113-143, 2008
852008
Short selling and intraday price pressures
A Shkilko, B Van Ness, R Van Ness
Financial Management 41 (2), 345-370, 2012
842012
Can the treatment of limit orders reconcile the differences in trading costs between the differences in trading costs between NYSE and Nasdaq issues?
KH Chung, BF Van Ness, RA Van Ness
Journal of Financial and Quantitative Analysis 36 (2), 267-286, 2001
842001
Intraday stealth trading: which trades move prices during periods of high volume?
BM Blau, BF Van Ness, RA Van Ness
Journal of Financial Research 32 (1), 1-21, 2009
822009
Clustering in the futures market: Evidence from S&P 500 futures contracts
AL Schwartz, BF Van Ness, RA Van Ness
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
782004
Do investors prefer even-eighth prices? Evidence from NYSE limit orders
JW Cooney Jr, B Van Ness, R Van Ness
Journal of banking & finance 27 (4), 719-748, 2003
662003
Short selling around dividend announcements and ex-dividend days
BM Blau, KP Fuller, RA Van Ness
Journal of Corporate Finance 17 (3), 628-639, 2011
612011
The effect of decimalization on trade size and adverse selection costs
S Chakravarty, BF Van Ness, RA Van Ness
Journal of Business Finance & Accounting 32 (5‐6), 1063-1081, 2005
592005
Auditor fees, market microstructure, and firm transparency
BR Danielsen, RA Van Ness, RS Warr
Journal of Business Finance & Accounting 34 (1‐2), 202-221, 2007
562007
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