6 results on '"Van Ness, Robert A."'
Search Results
2. Non-Standard Errors
- Author
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Leerstoel Stigchel, Helmholtz Institute, Experimental Psychology (onderzoeksprogramma PF), Finance, UU LEG Research UUSE Multidisciplinary Economics, Sub General Pharmaceutics, Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Van Dijk, Matthijs A., Leerstoel Stigchel, Helmholtz Institute, Experimental Psychology (onderzoeksprogramma PF), Finance, UU LEG Research UUSE Multidisciplinary Economics, Sub General Pharmaceutics, Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, and Van Dijk, Matthijs A.
- Published
- 2024
3. Market structure and price clustering: Maker‐taker versus taker‐maker
- Author
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Cox, Justin S., primary, Griffith, Todd G., additional, and Van Ness, Robert A., additional
- Published
- 2024
- Full Text
- View/download PDF
4. Re-Exploring the Bond and Equity ETF Hidden Liquidity Puzzle: An Intraday Analysis
- Author
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Pan, Cindy, primary, Van Ness, Bonnie F., additional, and Van Ness, Robert A., additional
- Published
- 2024
- Full Text
- View/download PDF
5. Hidden Liquidity Puzzle: Bond ETFs versus Equity ETFs
- Author
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Pan, Cindy, primary, Van Ness, Bonnie F., additional, and Van Ness, Robert A., additional
- Published
- 2024
- Full Text
- View/download PDF
6. Where does ex‐dividend trading occur: An examination of trading venues around dividends.
- Author
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Cox, Justin, Fuller, Kathleen P., and Van Ness, Robert
- Subjects
DIVIDENDS ,PRICES ,TRANSACTION costs ,MARKET share ,RETAIL industry - Abstract
We examine the fragmentation of trading around the ex‐dividend date. We argue that the taker‐maker and dark trading venues provide potential dividend capture traders a more favorable platform than the maker‐taker venue(s) given the price improvement, lower queues, and lower net transaction costs. Our evidence indicates that taker‐maker (dark) venue market share decreases (increases) on cum‐dividend days but reverts to normal levels on the ex‐dividend day. Additionally, we find fragmented trading impacts the ex‐dividend price change and improves price efficiency. Finally, we find evidence that retail trades are associated with potential dividend‐capture trading. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
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