Narrow search
Showing 1 - 10 of 49
Cover Image
Order flow fragmentation and flight-to-transparency during stressed market conditions : evidence from COVID-19
Anselmi, Giulio; Nimalendran, Mahendrarajah; Petrella, … - In: Finance research letters 44 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014495040
Cover Image
Do 'thinly-traded' stocks benefit from specialist intervention?
Nimalendran, M.; Petrella, Giovanni - In: Journal of Banking & Finance 27 (2003) 9, pp. 1823-1854
Persistent link: https://www.econbiz.de/10005213452
Cover Image
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.; Jin, Yong; Nimalendran, Mahendrarajah; … - In: Applied economics 51 (2019) 52, pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Cover Image
High-frequency trading in the stock market and the costs of options market making
Nimalendran, Mahendrarajah; Rzayev, Khaladdin; Sagade, … - In: Journal of financial economics 159 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015072597
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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