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

17

DOWNLOADS
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in Total Papers Downloads

8,090

SSRN CITATIONS
Rank 9,126

SSRN RANKINGS

Top 9,126

in Total Papers Citations

146

CROSSREF CITATIONS

34

Scholarly Papers (17)

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 2,770 (8,923)
Citation 51

Abstract:

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make take fees, limit order execution quality, best execution

2.

Order Dynamics: Recent Evidence from the NYSE

Journal of Empirical Finance, Vol. 14, No. 636-661, 2007
Number of pages: 40 Posted: 07 Aug 2003 Last Revised: 02 Sep 2017
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 766 (61,136)
Citation 17

Abstract:

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Order choice, limit order, market order, automatic execution

3.

Deviations from Time Priority on the NYSE

Number of pages: 43 Posted: 03 Jan 2019
Robert H. Battalio, Robert H. Jennings and Bill McDonald
University of Notre Dame - Department of Finance, Indiana University - Kelley School of Business - Department of Finance and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 591 (85,107)

Abstract:

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DMM, Floor Broker, Parity

4.

Wholesaler Execution Quality

Number of pages: 60 Posted: 28 Dec 2022 Last Revised: 19 Dec 2023
Robert H. Battalio and Robert H. Jennings
University of Notre Dame - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 577 (87,749)

Abstract:

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Payment for Order Flow, Execution Quality, Order Routing, Liquidity

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 543 (93,643)
Citation 19

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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:

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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:

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6.

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 513 (101,589)

Abstract:

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Effective Spreads, Market Microstructure, TORQ, SOD, midpoint

7.

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 478 (110,691)
Citation 6

Abstract:

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reputation, relationships

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 346 (158,934)

Abstract:

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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

Posted: 22 Aug 2001
Robert H. Jennings
Indiana University - Kelley School of Business - Department of Finance

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

9.

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 310 (179,991)
Citation 10

Abstract:

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

10.

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 293 (191,096)
Citation 53

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

11.

Identifying Market Maker Trades as 'Retail' from TAQ: No Shortage of False Negatives and False Positives

Number of pages: 52 Posted: 18 Oct 2023
Robert H. Battalio, Robert H. Jennings, Mehmet Saglam and Jun Wu
University of Notre Dame - Department of Finance, Indiana University - Kelley School of Business - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and Wharton Research Data Services (WRDS)
Downloads 266 (210,819)
Citation 1

Abstract:

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Retail trades

12.

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 190 (290,154)
Citation 1

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13.

The Role of Reputation in Financial Markets: The Impact of Broker Dark Pool Scandals on Institutional Order Routing

Number of pages: 55 Posted: 03 Aug 2022 Last Revised: 13 Oct 2023
University of Notre Dame - Department of Finance, University of Notre Dame - Mendoza College of Business, Indiana University - Kelley School of Business - Department of Finance, Nova School of Business and Economics and University of Notre Dame - Mendoza College of Business
Downloads 168 (323,295)

Abstract:

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Reputation, Dark Pool, Broker, Institutional Investor, Pension Fund, Mutual Fund

14.

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 147 (361,495)

Abstract:

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Gapped quotes, pre-trade transparency, liquidity

15.

Equity Exchange Fees and Revenues

Kelley School of Business Research Paper No. 19-22
Number of pages: 22 Posted: 07 Jun 2019 Last Revised: 03 Aug 2019
Ike Brannon and Robert H. Jennings
The Jack Kemp Foundation and Indiana University - Kelley School of Business - Department of Finance
Downloads 132 (393,372)

Abstract:

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market data fees, equity exchange revenues

16.

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

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17.

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

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Other Papers (1)

Total Downloads: 0
1.

On the Potential Cost of Mandating Qualified Auctions for Marketable Retail Orders

The Journal of Investing, January 2024, 33 (1) 69-99 DOI: 10.3905/joi.2023.1.287
Posted: 11 Apr 2023 Last Revised: 15 Apr 2024
Robert H. Battalio and Robert H. Jennings
University of Notre Dame - Department of Finance and Indiana University - Kelley School of Business - Department of Finance

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Auctions Proposal, Order Competition Rule, Fade Analysis