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Linguistic tone and the small trader : measurement issues, regulatory implications, and directions for future research

Loughran, Tim - In: Accounting, organizations and society : an … 68/69 (2018), pp. 38-41

Persistent link: https://www.econbiz.de/10011911492

Post‐Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor

Battalio, Robert H.; Mendenhall, Richard R. - In: The Financial Review 46 (2011) 4, pp. 513-539

Persistent link: https://www.econbiz.de/10011031922

Earnings expectations, investor trade size, and anomalous returns around earnings announcements

Battalio, Robert H.; Mendenhall, Richard R. - In: Journal of Financial Economics 77 (2005) 2, pp. 289-319

Persistent link: https://www.econbiz.de/10005122059

Who, if anyone, reacts to accrual information?

Battalio, Robert H.; Lerman, Alina; Livnat, Joshua; … - In: Journal of Accounting and Economics 53 (2012) 1, pp. 205-224

We show that the vast majority of investors ignore value-relevant accruals information when it is first released, but that investors who initiate trades of at least 5,000 shares tend to transact in the proper direction. These investors trade on accruals information only when the...

Persistent link: https://www.econbiz.de/10010572433

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

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

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

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