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A simple model of payment for order flow, internalization, and total trading cost

Battalio, Robert H.; Holden, Craig W. - In: Journal of financial markets 4 (2001) 1, pp. 33-71

Persistent link: https://www.econbiz.de/10001539061

The potential for clientele pricing when making markets in financial securities

Battalio, Robert H.; Jennings, Robert H.; Selway, Jamie - In: Journal of financial markets 4 (2001) 1, pp. 85-112

Persistent link: https://www.econbiz.de/10001539062

Changes in order characteristics, displayed liquidity, and execution quality on the New York Stock Exchange around the switch to decimal pricing

Bacidore, Jeff (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001595081

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

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

Persistent link: https://www.econbiz.de/10001757876

Reputation effects in trading on the New York Stock Exchange

Battalio, Robert H.; Ellul, Andrew; Jennings, Andrew - 2005

Persistent link: https://www.econbiz.de/10002918164

The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers

Battalio, Robert H. - 2019

We use a novel dataset to examine the impact of exposing institutional orders to electronic liquidity providers (ELPs). We present empirical evidence that marketable pieces of large parent orders are routed to ELPs, seemingly to avoid paying liquidity fees on exchanges. This routing decision...

Persistent link: https://www.econbiz.de/10012897509

Reputation effects in trading on the New York Stock Exchange

Battalio, Robert H.; Ellul, Andrew; Jennings, Robert H. - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1243-1271

Persistent link: https://www.econbiz.de/10003477350

Sources of liquidity for NYSE-listed non-US stocks

Bacidore, Jeffrey M.; Battalio, Robert H.; Galpin, Neal; … - In: Journal of banking & finance 29 (2005) 12, pp. 3075-3098

Persistent link: https://www.econbiz.de/10003203851

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

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