Selected Working Papers

(here are some of my working papers)

● Short Selling and the Weekend Effect for NYSE Securities

    Blau, Van Ness, and Van Ness

          forthcoming:  Financial Management

● REIT Auditor Fees and Financial Market Transparency

    Danielsen, Harrison, Van Ness, and Warr

        forthcoming:  Real Estate Economics

● Aggressive Short Selling and Price Reversals

    Shkilko, Van Ness, and Van Ness

● Trade Size and Price Clustering:  The Case of Short Sales

    Blau, Van Ness, and Van Ness

● Short Selling around Dividend Announcements and Ex-Dividend Dates

    Blau, Fuller, and Van Ness

● Information in Short Selling:  Comparing NASDAQ and the NYSE

    Blau, Van Ness, and Van Ness

● Short Selling During Extreme Market Movements

    Blau, Van Ness, Van Ness, and Wood

● Determinants and Effects of Corporate Lobbying

    Kelly, Hill, and Van Ness