Robert Van Ness
University of Mississippi
H-index: 30
North America-United States
Top articles of Robert Van Ness
Re-Exploring the Bond and Equity ETF Hidden Liquidity Puzzle: An Intraday Analysis
Available at SSRN
2024/4/9
Hidden Liquidity Puzzle: Bond ETFs versus Equity ETFs
Available at SSRN
2024/3/19
Intraday variation in trading costs: Evidence from the TSPP
Journal of Financial Research
2024/3/18
Where does ex‐dividend trading occur: An examination of trading venues around dividends
Financial Review
2024/2
Justin Cox
H-Index: 3
Robert Van Ness
H-Index: 20
Market structure and price clustering: Maker‐taker versus taker‐maker
Journal of Financial Research
2024/1/22
Modern OTC market structure and liquidity: The tale of three tiers
Journal of Financial Markets
2023/6/1
Special issue on recent changes in financial markets and trading
2023/2/1
The dark side of IPOs: Examining where and who trades in the IPO secondary market
Financial Management
2022/12
Stock splits and retail trading
Financial Review
2022/11
Trade price clustering in the corporate bond market
China Finance Review International
2022/5/13
The predictive power of college football spreads: Regular season versus bowl games
Journal of Sports Economics
2021/4
Do (should) brokers route limit orders to options exchanges that purchase order flow?
Journal of Financial and Quantitative Analysis
2021/2
Non-standard errors
2021/11/11
Felix Holzmeister
H-Index: 10
Juergen Huber
H-Index: 21
Michael Kirchler
H-Index: 28
Utz Weitzel
H-Index: 22
Yacine Ait-Sahalia
H-Index: 41
Vitali Alexeev
H-Index: 7
Diego Amaya
H-Index: 5
James Angel
H-Index: 14
Gaetan Bakalli
H-Index: 4
Andrea Barbon
H-Index: 3
Oleg Bondarenko
H-Index: 14
Elie Bouri
H-Index: 38
Gunther Capelle-Blancard
H-Index: 17
Massimiliano Caporin
H-Index: 21
Tolga Caskurlu
H-Index: 2
Bidisha Chakrabarty
H-Index: 12
Mikhail Chernov
H-Index: 20
Tarun Chordia
H-Index: 33
Benjamin Clapham
H-Index: 5
Hans Degryse
H-Index: 27
Christophe Desagre
H-Index: 0
Thomas Dimpfl
H-Index: 18
Teodor Dyakov
H-Index: 3
Michał Dzieliński
H-Index: 7
Izidin El Kalak
H-Index: 5
Michael Farrell
H-Index: 1
Andrea Flori
H-Index: 8
Sean Foley
H-Index: 11
Michael Frömmel
H-Index: 11
Sascha Füllbrunn
H-Index: 9
Baoqing Gan
H-Index: 1
Dirk Gerritsen
H-Index: 7
Javier Gil-Bazo
H-Index: 7
Ufuk Güçbilmez
H-Index: 4
Joachim Grammig
H-Index: 11
Björn Hagströmer
H-Index: 10
Lawrence Harris
H-Index: 8
Nikolaus Hautsch
H-Index: 20
Terrence Hendershott
H-Index: 25
Ann Marie Hibbert
H-Index: 8
Erik Hjalmarsson
H-Index: 14
Alex R Horenstein
H-Index: 4
Da Huang
H-Index: 2
Christophe Hurlin
H-Index: 24
Alexey Ivashchenko
H-Index: 1
Hossein Jahanshahloo
H-Index: 1
Andreas Kaeck
H-Index: 9
Arzé Karam
H-Index: 3
Egle Karmaziene
H-Index: 3
Ekaterina Kazak
H-Index: 2
Vincent Van Kervel
H-Index: 4
Saad Khan
H-Index: 5
Marta Khomyn
H-Index: 1
Tony Klein
H-Index: 10
Aleksey Kolokolov
H-Index: 5
Private information in trades, R2, and large stock price movements
Journal of Banking & Finance
2021/10/1
Bonnie Van Ness
H-Index: 16
Robert Van Ness
H-Index: 20
Does what happen in Vegas stay in Vegas? Football gambling and stock market activity
Journal of Economics and Finance
2020/10
VPIN, liquidity, and return volatility in the US equity markets
Global Finance Journal
2020/8/1
Bonnie Van Ness
H-Index: 16
Robert Van Ness
H-Index: 20
Municipal Bond Trading and Political Scandals
The Journal of Investing
2020/6/13
Bonnie Van Ness
H-Index: 16
Robert Van Ness
H-Index: 20
Order cancellations, fees, and execution quality in US equity options
The Review of Financial Studies
2020/4/1
