The Cost of Exposing Large Institutional Orders to Electronic Liquidity ProvidersRobert BattalioBrian HatchMehmet SaglamManagement Science2024
Deviations from Time Priority on the NYSEBill McDonaldRobert BattalioRobert JenningsJournal of Financial Markets532021
Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow?Robert BattalioTodd GriffithRobert Van NessJournal of Financial and Quantitative Analysis2021
Option Investor Rationality Revisited: The Role of Exercise Boundary ViolationsRobert BattalioFiglewski StephenNeal RobertFinancial Analysts Journal762020
Unrecognized Odd Lot Liquidity Supply: A Hidden Cost for High Priced StocksRobert BattalioShane CorwinRobert JenningsJournal of Trading1212017
Unrecognized Odd Lot Liquidity Supply: A Hidden Trading Cost for High Priced StocksRobert BattalioShane CorwinRobert JenningsJournal of Trading1212017
Can Brokers Have it All? On the Relation between Make-Take Fees and Limit Order Execution QualityRobert BattalioShane CorwinRobert JenningsJournal of Finance7152016
Can Brokers Have it All? On the Relationship between Make Take Fees and Limit Order Execution QualityRobert BattalioShane CorwinJennings RobertJournal of Finance7152016
To Pay or be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets Robert BattalioAndriy ShkilkoRobert Van NessJournal of Financial and Quantitative Analysis5152016