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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

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

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

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

All else equal?: a multidimensional analysis of retail, market order execution quality

Battalio, Robert; Hatch, Brian; Jennings, Robert - In: Journal of Financial Markets 6 (2003) 2, pp. 143-162

Persistent link: https://www.econbiz.de/10005322158

Who benefited from the disclosure mandates of the 1964 Securities Acts Amendments?

Battalio, Robert; Hatch, Brian; Loughran, Tim - In: Journal of Corporate Finance 17 (2011) 4, pp. 1047-1063

The 1964 Securities Acts Amendments extended disclosures mandated of NYSE firms to most firms trading in the Over-the-Counter (OTC) market. Although some prior evidence suggests substantial value increases for OTC firms due to the "value enhancing" mandated disclosures, we find no statistical...

Persistent link: https://www.econbiz.de/10009249380

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

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

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

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