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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

Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality

Battalio, Robert H. - 2015

We identify retail brokers that seemingly route orders to maximize order flow payments: selling market orders and sending limit orders to venues paying large liquidity rebates. Angel, Harris, and Spatt (2011) argue that this type of routing may not always be in customers' best interests. For...

Persistent link: https://www.econbiz.de/10013034564

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

Order flow distribution, bid-ask spreads, and liquidity costs : Merrill Lynch's decision to cease routinely routing orders to regional stock exchanges

Battalio, Robert H.; Greene, Jason T.; Jennings, Robert H. - In: Journal of financial intermediation 7 (1998) 4, pp. 338-358

Persistent link: https://www.econbiz.de/10001390925

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