1309 E. 10th St.
Bloomington, IN 47405
Indiana University - Kelley School of Business - Department of Finance
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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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