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New low-frequency spread measures
Holden, Craig W. - In: Journal of financial markets 12 (2009) 4, pp. 778-813
Persistent link: https://www.econbiz.de/10003902763
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Does high-frequency trading increase systemic risk?
Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011722257
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Permanent price impact asymmetry of trades with institutional constraints
Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of financial markets 36 (2017), pp. 1-16
Persistent link: https://www.econbiz.de/10011820196
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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
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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
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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
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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
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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