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Third market broker-dealers : cost competitors or cream skimmers?

Battalio, Robert H. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 341-352

Persistent link: https://www.econbiz.de/10001217790

Do competing specialists and preferencing dealers affect market quality?

Battalio, Robert H. - In: The review of financial studies 10 (1997) 4, pp. 969-993

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Depth improvement and adjusted price improvement on the NYSE

Bacidore, Jeffrey M. (contributor); … - 2000 - [Elektronische Ressource]

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SOES trading and market volatility

Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238

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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

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Post-earnings announcement drift : bounds on profitability for the marginal investor

Battalio, Robert H.; Mendenhall, Richard R. - In: The financial review : the official publication of the … 46 (2011) 4, pp. 513-539

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Options and the bubble

Battalio, Robert H.; Schultz, Paul H. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2071-2102

Persistent link: https://www.econbiz.de/10003378691

Unrecognized odd lot liquidity supply : a hidden trading cost for high priced stocks

Battalio, Robert H.; Corwin, Shane Anthony; Jennings, … - In: The journal of trading 12 (2017) 1, pp. 35-41

Persistent link: https://www.econbiz.de/10011699138

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

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. - 2012

Equity options exchanges in the United States use one of two models to execute marketable orders: the maker-taker model or the payment for order flow (PFOF) model. Exchanges utilizing the maker-taker model charge liquidity demanders a taker fee to access their liquidity. Exchanges utilizing the...

Persistent link: https://www.econbiz.de/10013113626