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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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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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Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
Harris, Frederick H.deB; McInish, Thomas H.; Shoesmith, … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-580
Persistent link: https://www.econbiz.de/10006709332
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Cointegration, error correction, and price discovery on informationally linked security markets
Harris, Frederick H. deB.; McInish, Thomas H.; … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-579
Persistent link: https://www.econbiz.de/10001218096
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Information content of earnings announcements : evidence from after-hours trading
Jiang, Christine X.; Likitapiwat, Tanakorn; McInish, … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1303-1330
Persistent link: https://www.econbiz.de/10009728906