Sources of Liquidity for NYSE-Listed Non-U.S. StocksJeff BacidoreRobert BattalioNeal GalpinRobert JenningsJournal of Banking and Finance292005
Order Submission Strategies, Liquidity Supply, and Trading in Pennies on the New York Stock ExchangeJeff BacidoreRobert BattalioRobert JenningsJournal of Financial Markets62003
Quantifying Market Order Execution Quality at the New York Stock ExchangeJeff BacidoreKatherine RossGeorge SofianosJournal of Financial Markets62003
Depth Improvement and Adjusted Price Improvement on the NYSEJeff BacidoreRobert BattalioRobert JenningsJournal of Financial Markets52002
“Liquidity Provision and Specialist Trading in NYSE-Listed Non-U.S. StocksJeff BacidoreGeorge SofianosJournal of Financial Economics632002
Decimalization, Adverse Selection, and Market Maker RentsJeff BacidoreJournal of Banking and Finance252001
The Search for the Best Financial Performance MeasureJeff BacidoreJohn BoquistAnjan ThakorFinancial Analysts Journal5331997
“The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock ExchangeJeff BacidoreJournal of Financial Intermediation61997