Robert H. Battalio

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

  • University of Notre Dame - Department of Finance

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    • Tel: 574-631-9428
    • Fax: 574-631-5255
SCHOLARLY PAPERS

24

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280

Scholarly Papers (24)

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1.

A Report by the Ad Hoc Academic Committee on Equity and Options Market Structure Conditions in Early 2021

Number of pages: 54 Posted: 15 Feb 2022 Last Revised: 03 Jul 2022
Joshua Mitts, Robert H. Battalio, Jonathan Brogaard, Matthew D. Cain, Lawrence R. Glosten and Brent Kochuba
Columbia Law School, University of Notre Dame - Department of Finance, University of Utah - David Eccles School of Business, Berkeley Center for Law and Business, Columbia University and SpotGamma
Downloads 3,001 (8,777)

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GameStop, meme stocks, trading, short squeeze, gamma squeeze

2.

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 2,849 (9,466)
Citation 58

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make take fees, limit order execution quality, best execution

3.

Options and the Bubble

Number of pages: 46 Posted: 03 Aug 2004
Robert H. Battalio and Paul H. Schultz
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 938 (51,391)
Citation 59

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4.

The Cost of Exposing Large Institutional Orders to Electronic Liquidity Providers

Sixth Annual Conference on Financial Market Regulation
Number of pages: 68 Posted: 08 Nov 2018 Last Revised: 19 Jan 2023
Robert H. Battalio, Brian C. Hatch and Mehmet Saglam
University of Notre Dame - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and University of Cincinnati - Department of Finance - Real Estate
Downloads 857 (58,180)
Citation 7

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Electronic Liquidity Providers, High Frequency Trading, Institutional Transaction Costs

5.

Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

Number of pages: 65 Posted: 12 Jan 2010
Robert H. Battalio and Paul H. Schultz
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 671 (80,218)
Citation 81

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equity option markets, short sales, hedging, bid ask spreads

6.

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 653 (83,036)

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DMM, Floor Broker, Parity

7.

Post-Earnings Announcement Drift: Timing and Liquidity Costs

Number of pages: 40 Posted: 23 Oct 2006
Robert H. Battalio and Richard R. Mendenhall
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 651 (83,340)
Citation 7

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Earnings, Post-earnings announcement drift, Anomalies, Bid-Ask Spread, Market microstructure

8.

To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets

Number of pages: 52 Posted: 04 Nov 2011 Last Revised: 29 Nov 2012
Robert H. Battalio, Andriy Shkilko and Robert A. Van Ness
University of Notre Dame - Department of Finance, Wilfrid Laurier University - Finance and University of Mississippi - Department of Finance
Downloads 630 (86,920)
Citation 25

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options markets, payment for order flow, maker-taker model

9.

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 610 (90,554)

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

10.

Difficulties in obtaining a representative sample of retail trades from public data sources

Number of pages: 59 Posted: 18 Oct 2023 Last Revised: 13 May 2024
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 513 (112,756)
Citation 3

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Retail trades

11.

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 485 (120,283)
Citation 6

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reputation, relationships

12.

Who, if Anyone, Reacts to Accrual Information?

Journal of Accounting and Economics, Vol. 53, No. 1-2, 2012
Number of pages: 49 Posted: 20 Mar 2007 Last Revised: 10 Apr 2017
Robert H. Battalio, Alina Lerman, Joshua Livnat and Richard R. Mendenhall
University of Notre Dame - Department of Finance, University of Connecticut - Department of Accounting, New York University and University of Notre Dame - Department of Finance
Downloads 445 (133,397)
Citation 8

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Market efficiency, Anomalies, Accruals, Earnings

13.

Market Declines: What is Accomplished by Banning Short-Selling?

Current Issues in Economics and Finance, Vol. 18, No. 5, 2012
Number of pages: 7 Posted: 14 Aug 2012
Robert H. Battalio, Hamid Mehran and Paul H. Schultz
University of Notre Dame - Department of Finance, Independent and University of Notre Dame - Department of Finance
Downloads 439 (135,619)
Citation 4

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short selling, down grade

14.

Earnings Expectations and Investor Clienteles

Number of pages: 37 Posted: 28 Jul 2003
Robert H. Battalio and Richard R. Mendenhall
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 359 (170,267)
Citation 7

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Investor clienteles, Biased expectations, Earnings expectations, market efficiency

15.

Market Declines: Is Banning Short Selling the Solution?

FRB of New York Staff Report No. 518
Number of pages: 20 Posted: 07 Oct 2011 Last Revised: 18 Sep 2012
Robert H. Battalio, Hamid Mehran and Paul H. Schultz
University of Notre Dame - Department of Finance, Independent and University of Notre Dame - Department of Finance
Downloads 311 (198,704)
Citation 2

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short selling, down grade

16.

Who Benefited from the Disclosure Mandates of the 1964 Securities Acts Amendments?

Journal of Corporate Finance, Forthcoming
Number of pages: 52 Posted: 13 Mar 2008 Last Revised: 17 May 2011
Robert H. Battalio, Brian C. Hatch and Tim Loughran
University of Notre Dame - Department of Finance, University of Cincinnati - Department of Finance - Real Estate and University of Notre Dame
Downloads 299 (207,288)
Citation 2

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mandated disclosure, 1964 Securities Acts Amendments, Greenstone, Oyer, and Vissing-Jorgensen

17.

Do (Should) Brokers Route Standing Limit Orders Seeking to Trade U.S. Equity Options to Wholesalers?

12th Annual Mid-Atlantic Research Conference in Finance (MARC)
Number of pages: 57 Posted: 16 Nov 2016 Last Revised: 08 Jun 2017
Robert H. Battalio, Todd Griffith and Robert A. Van Ness
University of Notre Dame - Department of Finance, Utah State University and University of Mississippi - Department of Finance
Downloads 286 (217,033)
Citation 1

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Maker-Taker, Payment-For-Order-Flow, Order Execution Quality

18.

Exercise Boundary Violations in American-Style Options: The Rule, Not the Exception

Kelley School of Business Research Paper No. 15-10
Number of pages: 51 Posted: 05 Jan 2015 Last Revised: 02 Jun 2017
Robert H. Battalio, Stephen Figlewski and Robert Neal
University of Notre Dame - Department of Finance, New York University - Stern School of Business and Indiana University - Kelley School of Business
Downloads 269 (231,034)
Citation 4

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American options, early exercise, options market-making, arbitrage

19.

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

Number of pages: 67 Posted: 03 Aug 2022 Last Revised: 31 May 2024
Robert H. Battalio, Shane A. Corwin, Robert H. Jennings, Antonino Emanuele Rizzo and Rafael Zambrana
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 215 (287,736)

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

20.

How Managers Communicate about Capital Budgeting to Investors

Number of pages: 40 Posted: 15 Apr 2024 Last Revised: 16 Dec 2024
Robert H. Battalio, Tim Loughran and Bill McDonald
University of Notre Dame - Department of Finance, University of Notre Dame and University of Notre Dame - Mendoza College of Business - Department of Finance
Downloads 163 (371,371)
Citation 1

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JEL codes: D82, D83, G14, G31, G32 Textual analysis, conference calls, capital budgeting, EBITDA, free cash flow, job transitions

21.

Option Investor Rationality Revisited: The Role of Exercise Boundary Violations

Number of pages: 46 Posted: 03 Jun 2017
Robert H. Battalio, Stephen Figlewski and Robert Neal
University of Notre Dame - Department of Finance, New York University - Stern School of Business and Indiana University - Kelley School of Business
Downloads 143 (411,709)
Citation 5

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American Options, Option Exercise, Early Exercise Boundary, Investor Rationality

22.

Exchange Entrances, Mergers and the Evolution of Order Flow on NASDAQ 1993-2010

Number of pages: 34 Posted: 14 Oct 2011 Last Revised: 06 Dec 2011
Robert H. Battalio, Jared F. Egginton, Bonnie F. Van Ness and Robert A. Van Ness
University of Notre Dame - Department of Finance, Boise State University - College of Business & Economics, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 122 (466,173)

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Nasdaq, trading, trading costs, canceled orders

23.

A Comparison of Equity Limit Order Execution Quality Across Trading Venues

Posted: 10 Aug 1998
Robert H. Battalio, Jason T. Greene, Brian C. Hatch and Robert H. Jennings
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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24.

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
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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