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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

Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread

Desai, Anand S.; Nimalendran, Mahendrarajah; … - 1996

Persistent link: https://www.econbiz.de/10000982777

Informational linkages between dark and lit trading venues

Nimalendran, Mahendrarajah; Ray, Sugata - In: Journal of financial markets 17 (2014), pp. 230-261

Persistent link: https://www.econbiz.de/10010437249

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