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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

Deviations from time priority on the NYSE

Battalio, Robert H.; Jennings, Robert H.; McDonald, Bill - In: Journal of financial markets 53 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013271961

Decimalization, adverse selection, and market maker rents

Bacidore, Jeffrey M. - In: Journal of banking & finance 25 (2001) 5, pp. 829-855

Persistent link: https://www.econbiz.de/10001570894

Reflections on "Cluster analysis for evaluating trading strategies" : commentary

Bacidore, Jeffrey M. - In: The journal of trading 13 (2018) 4, pp. 130-131

Persistent link: https://www.econbiz.de/10012017524

Balancing execution risk and trading cost in portfolio trading algorithms

Bacidore, Jeffrey M.; Wu, Di; Xu, Wenjie - In: The journal of trading 8 (2013) 4, pp. 37-43

Persistent link: https://www.econbiz.de/10010211738

Cluster analysis for evaluating trading strategies

Bacidore, Jeffrey M.; Berkow, Kathryn; Polidore, Ben; … - In: The journal of trading 7 (2012) 3, pp. 6-11

Persistent link: https://www.econbiz.de/10009670689

Cluster analysis for evaluating trading strategies

Bacidore, Jeffrey M.; Berkow, Kathryn; Polidore, Ben; … - In: The journal of trading 13 (2018) 4, pp. 132-137

Persistent link: https://www.econbiz.de/10012017528

Why Do Brokers Who Do not Charge Payment for Order Flow Route Marketable Orders to Wholesalers?

Battalio, Robert H.; Jennings, Robert H. - 2023

We present evidence that in May 2022 several retail brokers who do not charge wholesalers for their marketable orders routed most of their marketable orders to wholesalers for order handling and execution. Using proprietary marketable order flow data from one or more wholesaler(s) for May 2022,...

Persistent link: https://www.econbiz.de/10014265218

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

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/10003052530