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

Persistent link: https://www.econbiz.de/10006702918

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. 289-320

Persistent link: https://www.econbiz.de/10006501005

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/10005122059

SOES Trading and Market Volatility

Battalio, Robert H.; Hatch, Brian; Jennings, Robert - In: Journal of Financial and Quantitative Analysis 32 (1997) 02, pp. 225-238

The National Association of Security Dealers alleges that professional-trader use of the Small Order Execution System (SOES) causes greater security price volatility. We document bidirectional Granger causality between a proxy for professional SOES trading (the frequency of maximum-sized SOES...

Persistent link: https://www.econbiz.de/10005139042

Who, if anyone, reacts to accrual information?

Battalio, Robert H.; Lerman, Alina; Livnat, Joshua; … - In: Journal of Accounting and Economics 53 (2012) 1, pp. 205-224

We show that the vast majority of investors ignore value-relevant accruals information when it is first released, but that investors who initiate trades of at least 5,000 shares tend to transact in the proper direction. These investors trade on accruals information only when the...

Persistent link: https://www.econbiz.de/10010572433

Depth improvement and adjusted price improvement on the New York stock exchange

Bacidore, Jeffrey M.; Battalio, Robert H.; Jennings, … - In: Journal of Financial Markets 5 (2002) 2, pp. 169-195

Persistent link: https://www.econbiz.de/10005320074

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

Bacidore, Jeffrey; Battalio, Robert H.; Jennings, Robert H. - In: Journal of Financial Markets 6 (2003) 3, pp. 337-362

Persistent link: https://www.econbiz.de/10005322091

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

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