Robert Van Ness
University of Mississippi
H-index: 30
North America-United States
Top articles of Robert Van Ness
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Where does ex‐dividend trading occur: An examination of trading venues around dividends | Financial Review | Justin Cox Kathleen P Fuller Robert Van Ness | 2024/2 |
Market structure and price clustering: Maker‐taker versus taker‐maker | Journal of Financial Research | Justin S Cox Todd G Griffith Robert A Van Ness | 2024/1/22 |
Re-Exploring the Bond and Equity ETF Hidden Liquidity Puzzle: An Intraday Analysis | Available at SSRN | Cindy Pan Bonnie F Van Ness Robert A Van Ness | 2024/4/9 |
Hidden Liquidity Puzzle: Bond ETFs versus Equity ETFs | Available at SSRN | Cindy Pan Bonnie F Van Ness Robert A Van Ness | 2024/3/19 |
Intraday variation in trading costs: Evidence from the TSPP | Journal of Financial Research | Justin Cox Bonnie Van Ness Robert Van Ness | 2024/3/18 |
Modern OTC market structure and liquidity: The tale of three tiers | Journal of Financial Markets | Ryan Davis Todd Griffith Bonnie Van Ness Robert Van Ness | 2023/6/1 |
Special issue on recent changes in financial markets and trading | Robert A Van Ness | 2023/2/1 | |
Stock splits and retail trading | Financial Review | Justin Cox Bonnie Van Ness Robert Van Ness | 2022/11 |
Trade price clustering in the corporate bond market | China Finance Review International | Brittany Cole Michael A Goldstein Shane M Moser Robert A Van Ness | 2022/5/13 |
The dark side of IPOs: Examining where and who trades in the IPO secondary market | Financial Management | Justin Cox Bonnie Van Ness Robert Van Ness | 2022/12 |
Non-standard errors | Anna Dreber Albert J Menkveld Felix Holzmeister Magnus Johannesson Juergen Huber | 2021/11/11 | |
Private information in trades, R2, and large stock price movements | Journal of Banking & Finance | Bonnie Van Ness Robert Van Ness Serhat Yildiz | 2021/10/1 |
The predictive power of college football spreads: Regular season versus bowl games | Journal of Sports Economics | Justin Cox Adam L Schwartz Bonnie F Van Ness Robert A Van Ness | 2021/4 |
Do (should) brokers route limit orders to options exchanges that purchase order flow? | Journal of Financial and Quantitative Analysis | Robert Battalio Todd Griffith Robert Van Ness | 2021/2 |
Does what happen in Vegas stay in Vegas? Football gambling and stock market activity | Journal of Economics and Finance | Justin Cox Adam Schwartz Robert Van Ness | 2020/10 |
VPIN, liquidity, and return volatility in the US equity markets | Global Finance Journal | Serhat Yildiz Bonnie Van Ness Robert Van Ness | 2020/8/1 |
Municipal Bond Trading and Political Scandals | The Journal of Investing | Brittany Cole Bonnie Van Ness Robert Van Ness | 2020/6/13 |
Order cancellations, fees, and execution quality in US equity options | The Review of Financial Studies | Todd G Griffith Robert A Van Ness | 2020/4/1 |
