Robert H. Battalio

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

SCHOLARLY PAPERS

18

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CITATIONS
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127

Scholarly Papers (18)

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 1,534 (5,393)

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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 706 (28,362)
Citation 55

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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 (42,417)
Citation 5

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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 496 (43,456)
Citation 34

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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 414 (57,026)
Citation 14

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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, Yale School of Management, New York University and University of Notre Dame - Department of Finance
Downloads 357 (65,981)
Citation 7

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Market efficiency, Anomalies, Accruals, Earnings

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 (82,627)
Citation 7

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Investor clienteles, Biased expectations, Earnings expectations, market efficiency

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 and University of Mississippi - Department of Finance
Downloads 240 (78,398)
Citation 4

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

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 (106,529)

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

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, Independent and University of Notre Dame - Department of Finance
Downloads 211 (110,636)

Abstract:

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short selling, down grade

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, Independent and University of Notre Dame - Department of Finance
Downloads 167 (134,259)

Abstract:

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short selling, down grade

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 (181,670)

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

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
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 (265,167)

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Nasdaq, trading, trading costs, canceled orders

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 (544,170)
Citation 1
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earnings, post‐earnings announcement drift, anomalies, bid‐ask spread, market microstructure, G14

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 (384,981)

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

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, University of Mississippi and University of Mississippi - Department of Finance
Downloads 0 (194,220)

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

17.

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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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

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