Robert H. Battalio

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

SCHOLARLY PAPERS

20

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106

Scholarly Papers (20)

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 2,263 (5,785)
Citation 8

Abstract:

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make take fees, limit order execution quality, best execution

2.

Options and the Bubble

AFA 2005 Philadelphia Meetings; EFA 2004 Maastricht Meetings Paper No. 3081
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 749 (32,323)
Citation 6

Abstract:

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3.

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 561 (47,555)
Citation 4

Abstract:

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

4.

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 548 (48,962)
Citation 16

Abstract:

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

5.

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 431 (66,041)
Citation 2

Abstract:

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reputation, relationships

6.

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
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 397 (72,893)
Citation 5

Abstract:

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Market efficiency, Anomalies, Accruals, Earnings

7.

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 - Lazaridis School of Business and Economics and University of Mississippi - Department of Finance
Downloads 381 (76,431)
Citation 5

Abstract:

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

8.

Earnings Expectations and Investor Clienteles

AFA 2004 San Diego Meetings; Mendoza College of Business Working Paper
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 316 (94,568)
Citation 5

Abstract:

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Investor clienteles, Biased expectations, Earnings expectations, market efficiency

9.

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 257 (117,932)
Citation 2

Abstract:

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short selling, down grade

10.

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 251 (120,846)

Abstract:

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

11.

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 234 (129,762)

Abstract:

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DMM, Floor Broker, Parity

12.

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 200 (150,724)
Citation 2

Abstract:

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short selling, down grade

13.

The Cost of Routing Orders to High Frequency Traders

Sixth Annual Conference on Financial Market Regulation
Number of pages: 62 Posted: 08 Nov 2018
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 160 (183,936)
Citation 1

Abstract:

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High-Frequency Trading, Transaction Costs, Smart Routing

14.

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 157 (186,942)

Abstract:

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

15.

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 154 (189,992)
Citation 3

Abstract:

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

16.

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
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 85 (292,291)

Abstract:

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Nasdaq, trading, trading costs, canceled orders

17.

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 67 (335,076)

Abstract:

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

18.

Post‐Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor

Financial Review, Vol. 46, Issue 4, pp. 513-539, 2011
Number of pages: 27 Posted: 08 Oct 2011
Robert H. Battalio and Richard R. Mendenhall
University of Notre Dame - Department of Finance and University of Notre Dame - Department of Finance
Downloads 3 (625,461)
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earnings, post‐earnings announcement drift, anomalies, bid‐ask spread, market microstructure, G14

19.

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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20.

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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