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Do competing specialists and preferencing dealers affect market quality?

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

Persistent link: https://www.econbiz.de/10001229609

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

Depth improvement and adjusted price improvement on the NYSE

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

Persistent link: https://www.econbiz.de/10001572455

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

Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange

Bacidore, Jeffrey M.; Battalio, Robert H.; Jennings, … - In: Journal of financial markets 6 (2003) 3, pp. 337-362

Persistent link: https://www.econbiz.de/10001757911

SOES trading and market volatility

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

Persistent link: https://www.econbiz.de/10001224463

Toward a national market system for US exchange-listed equity options

Battalio, Robert H.; Hatch, Brian; Jennings, Robert H. - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 933-962

Persistent link: https://www.econbiz.de/10002017413

On the Potential Cost of Mandating Qualified Auctions for Marketable Retail Orders

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

While the United States Securities and Exchange Commission utilized their proprietary Consolidated Audit Trail data in its analysis of the potential benefits of the proposed Order Competition Rule (OCR), they instead chose to utilize an algorithm to infer potential retail trades in the publicly...

Persistent link: https://www.econbiz.de/10014362397

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