1309 E. 10th St.
Bloomington, IN 47405
Indiana University - Kelley School of Business - Department of Finance
in Total Papers Downloads
in Total Papers Citations
make take fees, limit order execution quality, best execution
Order choice, limit order, market order, automatic execution
Disclosure regulation, execution quality, order routing decisions, SEC Rule 11Ac1-5
Effective Spreads, Market Microstructure, TORQ, SOD, midpoint
Equity market micro-structure, trading costs, payment for order flow, execution quality
information content of earnings announcements, options, volatility, institutional ownership, information environment, return-earnings relation
disclosure, earnings guidance, volatility, information environment, material news items, earnings announcements
Gapped quotes, pre-trade transparency, liquidity
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