| Limit orders and the bid–ask spread KH Chung, BF Van Ness, RA Van Ness Journal of Financial Economics 53 (2), 255-287, 1999 | 417 | 1999 |
| How well do adverse selection components measure adverse selection? BF Van Ness, RA Van Ness, RS Warr Financial Management, 77-98, 2001 | 388 | 2001 |
| On the marketing of IPOs DO Cook, R Kieschnick, RA Van Ness Journal of Financial Economics 82 (1), 35-61, 2006 | 385 | 2006 |
| Determinants and effects of corporate lobbying MD Hill, GW Kelly, GB Lockhart, RA Van Ness Financial Management 42 (4), 931-957, 2013 | 364 | 2013 |
| 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 | 281 | 2001 |
| Quote stuffing JF Egginton, BF Van Ness, RA Van Ness Financial Management 45 (3), 583-608, 2016 | 171 | 2016 |
| Decimals and liquidity: A study of the NYSE S Chakravarty, RA Wood, RA Van Ness Journal of Financial Research 27 (1), 75-94, 2004 | 148 | 2004 |
| 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 | 120 | 2007 |
| 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 | 114 | 2004 |
| 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 | 98 | 2001 |
| 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 | 95 | 2000 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 93 | 2024 |
| 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 | 89 | 2008 |
| Short selling and intraday price pressures A Shkilko, B Van Ness, R Van Ness Financial Management 41 (2), 345-370, 2012 | 86 | 2012 |
| 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 | 86 | 2009 |
| 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 | 84 | 2001 |
| 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 | 82 | 2004 |
| 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 | 65 | 2003 |
| 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 | 64 | 2007 |
| 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 | 63 | 2005 |