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Notre Dame, IN 46556-0399
University of Notre Dame - Department of Finance
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make take fees, limit order execution quality, best execution
Earnings, Post-earnings announcement drift, Anomalies, Bid-Ask Spread, Market microstructure
equity option markets, short sales, hedging, bid ask spreads
Market efficiency, Anomalies, Accruals, Earnings
Investor clienteles, Biased expectations, Earnings expectations, market efficiency
options markets, payment for order flow, maker-taker model
mandated disclosure, 1964 Securities Acts Amendments, Greenstone, Oyer, and Vissing-Jorgensen
short selling, down grade
American options, early exercise, options market-making, arbitrage
Nasdaq, trading, trading costs, canceled orders
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earnings, post‐earnings announcement drift, anomalies, bid‐ask spread, market microstructure, G14
American Options, Option Exercise, Early Exercise Boundary, Investor Rationality
Maker-Taker, Payment-For-Order-Flow, Order Execution Quality
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