Robert H. Jennings

Indiana University - Kelley School of Business - Department of Finance

Chairperson, Finance Department and Professor of Finance

1309 E. 10th St.

Bloomington, IN 47405

United States

SCHOLARLY PAPERS

12

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CITATIONS
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63

Scholarly Papers (12)

1.

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

Number of pages: 52 Posted: 15 Dec 2013 Last Revised: 29 Oct 2015
Robert H. Battalio, Shane A. Corwin and Robert H. Jennings
University of Notre Dame - Department of Finance, University of Notre Dame - Mendoza College of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 1,534 (5,376)

Abstract:

make take fees, limit order execution quality, best execution

2.

Order Dynamics: Recent Evidence from the NYSE

EFA 2003 Annual Conference Paper No. 836
Number of pages: 40 Posted: 07 Aug 2003
Andrew Ellul, Pankaj K. Jain, Craig W. Holden and Robert H. Jennings
Indiana University - Kelley School of Business - Department of Finance, University of Memphis - Fogelman College of Business and Economics, Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 658 (29,936)
Citation 27

Abstract:

Order choice, limit order, market order, automatic execution

Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing

Number of pages: 52 Posted: 17 Sep 2003
Robert H. Jennings, Ekkehart Boehmer and Li Wei
Indiana University - Kelley School of Business - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York Stock Exchange NYSE - Strategy and Research
Downloads 464 (48,343)
Citation 18

Abstract:

Disclosure regulation, execution quality, order routing decisions, SEC Rule 11Ac1-5

Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing

Review of Financial Studies, Vol. 20, pp. 315-358, 2007
Posted: 21 Mar 2006
Robert H. Jennings, Ekkehart Boehmer and Li Wei
Indiana University - Kelley School of Business - Department of Finance, Singapore Management University - Lee Kong Chian School of Business and New York Stock Exchange NYSE - Strategy and Research

Abstract:

Disclosure regulation, execution quality, order routing decisions, SEC Rule 11Ac1-5

Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing

The Review of Financial Studies, Vol. 20, Issue 2, pp. 315-358, 2007
Posted: 17 Jul 2008
Ekkehart Boehmer, Robert H. Jennings and Li Wei
Singapore Management University - Lee Kong Chian School of Business, Indiana University - Kelley School of Business - Department of Finance and New York Stock Exchange NYSE - Strategy and Research

Abstract:

4.

Reputation Effects in Trading on the New York Stock Exchange

AFA 2006 Boston Meetings Paper
Number of pages: 45 Posted: 17 Mar 2005
Andrew Ellul, Robert H. Battalio and Robert H. Jennings
Indiana University - Kelley School of Business - Department of Finance, University of Notre Dame - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 414 (54,168)
Citation 15

Abstract:

reputation, relationships

5.

Is the Quote Midpoint the Right Point? Empirical Evidence of the Asymmetry of the Effective Spread

Number of pages: 25 Posted: 16 Mar 2006
Pankaj K. Jain, Robert H. Jennings and James E Upson
University of Memphis - Fogelman College of Business and Economics, Indiana University - Kelley School of Business - Department of Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 298 (76,148)

Abstract:

Effective Spreads, Market Microstructure, TORQ, SOD, midpoint

The Relationship Among Market-Making Revenue, Payment for Order Flow, and Trading Costs for Market Orders

Number of pages: 33 Posted: 22 Aug 2001
Robert H. Jennings
Indiana University - Kelley School of Business - Department of Finance
Downloads 263 (94,152)

Abstract:

Equity market micro-structure, trading costs, payment for order flow, execution quality

The Relationship Among Market-Making Revenue, Payment for Order Flow, and Trading Costs for Market Orders

Journal of Financial Services Research, Vol. 19, February 2001
Posted: 22 Aug 2001
Robert H. Jennings
Indiana University - Kelley School of Business - Department of Finance

Abstract:

Equity market micro-structure, trading costs, payment for order flow, execution quality

7.

The Option Market's Anticipation of Information Content in Earnings Announcements

Review of Accounting Studies, Forthcoming
Number of pages: 47 Posted: 25 Mar 2011
Mary Brooke Billings and Robert H. Jennings
New York University and Indiana University - Kelley School of Business - Department of Finance
Downloads 195 (108,805)
Citation 1

Abstract:

information content of earnings announcements, options, volatility, institutional ownership, information environment, return-earnings relation

8.

Evidence of Informed Trading Prior to Earnings Announcements

NYU Working Paper No. FIN-94-001
Number of pages: 22 Posted: 11 Nov 2008
John Affleck-Graves, Robert H. Jennings and Richard R. Mendenhall
University of Notre Dame - Department of Finance, Indiana University - Kelley School of Business - Department of Finance and University of Notre Dame - Department of Finance
Downloads 134 (167,902)
Citation 2

Abstract:

9.

On Guidance and Volatility

Kelley School of Business Research Paper No. 2014-15
Number of pages: 56 Posted: 12 Jan 2014 Last Revised: 23 Oct 2014
Mary Brooke Billings, Robert H. Jennings and Baruch Lev
New York University, Indiana University - Kelley School of Business - Department of Finance and New York University - Stern School of Business
Downloads 131 (134,789)

Abstract:

disclosure, earnings guidance, volatility, information environment, material news items, earnings announcements

10.

Advertising for Liquidity on the New York Stock Exchange

Number of pages: 47 Posted: 07 Dec 2007
Robert H. Jennings and Ramabhadran S. Thirumalai
Indiana University - Kelley School of Business - Department of Finance and Indian School of Business
Downloads 106 (202,961)

Abstract:

Gapped quotes, pre-trade transparency, liquidity

11.

A Comparison of Equity Limit Order Execution Quality Across Trading Venues

Posted: 10 Aug 1998
University of Notre Dame - Department of Finance, The University of Alabama in Huntsville, University of Cincinnati - Department of Finance - Real Estate and Indiana University - Kelley School of Business - Department of Finance

Abstract:

12.

SOES Trading and Market Volatility

J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, June 1997
Posted: 16 Jul 1997
Robert H. Battalio, Brian C. Hatch and Robert H. Jennings
University of Notre Dame - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Indiana University - Kelley School of Business - Department of Finance

Abstract: