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Jennings, Robert H.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,332 |
Total
Citations
60 |
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1.
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Ellul, Andrew
Indiana University Bloomington - Department of Finance Jain, Pankaj K.
University of Memphis - Fogelman College of Business and Economics Holden, Craig W.
Indiana University Bloomington - Department of Finance Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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625
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25
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Order choice, limit order, market order, automatic execution
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Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing
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Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business Boehmer, Ekkehart
EDHEC Business School Wei, Li
New York Stock Exchange NYSE - Strategy and Research
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Posted:
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17 Sep 03
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Last Revised:
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29 Jul 10
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440
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Boehmer, Ekkehart
EDHEC Business School Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business Wei, Li
New York Stock Exchange NYSE - Strategy and Research
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Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business Boehmer, Ekkehart
EDHEC Business School Wei, Li
New York Stock Exchange NYSE - Strategy and Research
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Disclosure regulation, execution quality, order routing decisions, SEC Rule 11Ac1-5
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Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business Boehmer, Ekkehart
EDHEC Business School Wei, Li
New York Stock Exchange NYSE - Strategy and Research
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440
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18
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Disclosure regulation, execution quality, order routing decisions, SEC Rule 11Ac1-5
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3.
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Ellul, Andrew
Indiana University Bloomington - Department of Finance Battalio, Robert H.
University of Notre Dame - Department of Finance Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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394
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15
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reputation, relationships
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Jain, Pankaj K.
University of Memphis - Fogelman College of Business and Economics Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business Upson, James E
University of Memphis - Fogelman College of Business and Economics
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267
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Effective Spreads, Market Microstructure, TORQ, SOD, midpoint
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The Relationship Among Market-Making Revenue, Payment for Order Flow, and Trading Costs for Market Orders
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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250
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Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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Equity market micro-structure, trading costs, payment for order flow, execution quality
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Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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250
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Equity market micro-structure, trading costs, payment for order flow, execution quality
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6.
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Billings, Mary Brooke
New York University Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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137
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1
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information content of earnings announcements, options, volatility, institutional ownership, information environment, return-earnings relation
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7.
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Affleck-Graves, John
University of Notre Dame - Department of Finance Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business Mendenhall, Richard R.
University of Notre Dame - Department of Finance
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121
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1
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8.
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Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business Thirumalai, Ramabhadran S.
Indian School of Business
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98
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Gapped quotes, pre-trade transparency, liquidity
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9.
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Battalio, Robert H.
University of Notre Dame - Department of Finance Greene, Jason T.
Southern Illinois University Hatch, Brian C.
University of Cincinnati - Department of Finance - Real Estate Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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10.
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Battalio, Robert H.
University of Notre Dame - Department of Finance Hatch, Brian C.
University of Cincinnati - Department of Finance - Real Estate Jennings, Robert H.
Indiana University Bloomington - Kelley School of Business
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