Robert H. Battalio

University of Notre Dame - Department of Finance

P.O. Box 399

Notre Dame, IN 46556-0399

United States

SCHOLARLY PAPERS

24

DOWNLOADS
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Top 5,353

in Total Papers Downloads

13,124

SSRN CITATIONS
Rank 6,875

SSRN RANKINGS

Top 6,875

in Total Papers Citations

184

CROSSREF CITATIONS

44

Scholarly Papers (24)

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 2,698 (8,432)
Citation 44

Abstract:

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make take fees, limit order execution quality, best execution

2.

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
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 2,559 (9,159)

Abstract:

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

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 882 (45,653)
Citation 54

Abstract:

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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 743 (57,650)
Citation 4

Abstract:

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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 636 (70,583)
Citation 72

Abstract:

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

6.

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 620 (72,870)
Citation 3

Abstract:

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

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 585 (78,395)
Citation 20

Abstract:

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

8.

Absolute and Relative Wholesaler Execution Quality in May 2022

Number of pages: 60 Posted: 28 Dec 2022 Last Revised: 05 Aug 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 546 (85,365)

Abstract:

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

9.

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 537 (87,132)

Abstract:

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DMM, Floor Broker, Parity

10.

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 465 (103,839)
Citation 6

Abstract:

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reputation, relationships

11.

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 432 (113,191)
Citation 8

Abstract:

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Market efficiency, Anomalies, Accruals, Earnings

12.

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 353 (142,392)
Citation 4

Abstract:

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short selling, down grade

13.

On the Potential Cost of Mandating Qualified Auctions for Marketable Retail Orders

Number of pages: 47 Posted: 11 Apr 2023 Last Revised: 05 Aug 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 347 (145,098)

Abstract:

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Auctions Proposal, Order Competition Rule, Fade Analysis

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 338 (149,229)
Citation 7

Abstract:

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Investor clienteles, Biased expectations, Earnings expectations, market efficiency

15.

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 286 (178,041)
Citation 2

Abstract:

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

16.

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 282 (180,642)
Citation 2

Abstract:

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short selling, down grade

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 244 (208,554)
Citation 1

Abstract:

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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 209 (241,653)
Citation 4

Abstract:

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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: 64 Posted: 03 Aug 2022 Last Revised: 15 May 2023
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 131 (358,822)

Abstract:

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

20.

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 117 (390,191)
Citation 5

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

21.

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 110 (408,068)

Abstract:

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Nasdaq, trading, trading costs, canceled orders

22.

Identifying Market Maker Trades as “Retail” from TAQ: No Shortage of False Negatives and False Positives

Number of pages: 52
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 4

Abstract:

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Retail trades

23.

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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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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