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Can brokers have it all? : on the relation between make-take fees and limit order execution quality
Battalio, Robert H.; Corwin, Shane Anthony; Jennings, … - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2193-2238
Persistent link: https://www.econbiz.de/10011561958
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On the potential cost of mandating qualified auctions for marketable retail orders
Battalio, Robert H.; Jennings, Robert H. - In: The journal of investing : JOI 33 (2024) 1, pp. 69-99
Persistent link: https://www.econbiz.de/10014534794
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Deviations from time priority on the NYSE
Battalio, Robert H.; Jennings, Robert H.; McDonald, Bill - In: Journal of financial markets 53 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013271961
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Order Flow Distribution, Bid-Ask Spreads, and Liquidity Costs: Merrill Lynch's Decision to Cease Routinely Routing Orders to Regional Stock Exchanges
Battalio, Robert; Greene, Jason; Jennings, Robert - In: Journal of Financial Intermediation 7 (1998) 4, pp. 338-358
Persistent link: https://www.econbiz.de/10005117925
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Depth improvement and adjusted price improvement on the New York stock exchange
Bacidore, Jeffrey M.; Battalio, Robert H.; Jennings, … - In: Journal of Financial Markets 5 (2002) 2, pp. 169-195
Persistent link: https://www.econbiz.de/10005320074
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Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
Bacidore, Jeffrey; Battalio, Robert H.; Jennings, Robert H. - In: Journal of Financial Markets 6 (2003) 3, pp. 337-362
Persistent link: https://www.econbiz.de/10005322091
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To pay or be paid? : the impact of taker fees and order flow inducements on trading costs in U.S. options markets
Battalio, Robert H.; Shkilko, Andriy; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1637-1662
Persistent link: https://www.econbiz.de/10011665159
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Option investor rationality revisited : the role of exercise boundary violations
Battalio, Robert H.; Figlewski, Stephen; Neal, Robert S. - In: Financial analysts journal : FAJ 76 (2020) 1, pp. 82-99
Persistent link: https://www.econbiz.de/10012195963
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Do (should) brokers route limit orders to options exchanges that purchase order flow?
Battalio, Robert H.; Griffith, Todd; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 1, pp. 183-211
Persistent link: https://www.econbiz.de/10012437375
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The cost of exposing large institutional orders to electronic liquidity providers
Battalio, Robert H.; Hatch, Brian; Sağlam, Mehmet - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3597-3618
Persistent link: https://www.econbiz.de/10014551922