Author Page for Robert H. Battalio

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 1,534 (5,519)

Abstract:

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 706 (29,690)

Citation 54

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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 508 (44,117)

Citation 5

Abstract:

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 496 (45,139)

Citation 33

Abstract:

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 414 (59,994)

Citation 14

Abstract:

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

Robert H. Battalio, Alina Lerman, Joshua Livnat and Richard R. Mendenhall

University of Notre Dame - Department of Finance, Yale School of Management, New York University and University of Notre Dame - Department of Finance

Downloads 357 (68,957)

Citation 7

Abstract:

7.

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 304 (86,431)

Citation 7

Abstract:

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 - Lazaridis School of Business and Economics and University of Mississippi - Department of Finance

Downloads 240 (80,404)

Citation 4

Abstract:

9.

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 240 (111,558)

Abstract:

10.

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, Unaffiliated Authors - Independent and University of Notre Dame - Department of Finance

Downloads 211 (111,558)

Abstract:

11.

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, Unaffiliated Authors - Independent and University of Notre Dame - Department of Finance

Downloads 167 (139,820)

Abstract:

12.

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 77 (182,427)

Abstract:

13.

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 73 (272,450)

Abstract:

14.

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 (564,545)

Citation 2

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Abstract:

15.

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 0 (355,535)

Abstract:

16.

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 0 (187,780)

Abstract:

17.

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

Abstract:

18.

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

Robert H. Battalio

University of Notre Dame - Department of Finance

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Scholarly Papers (18)

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

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