Robert Jennings - Publications

Affiliations: 
Indiana University, Bloomington, Bloomington, IN, United States 
Area:
Finance

18 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2016 Battalio R, Corwin SA, Jennings R. Unrecognized Odd Lot Liquidity Supply: A Hidden Trading Cost for High Priced Stocks Journal of Trading. 12: 35-41. DOI: 10.3905/Jot.2017.12.1.035  0.412
2016 Battalio R, Corwin SA, Jennings R. Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality Journal of Finance. 71: 2193-2238. DOI: 10.1111/Jofi.12422  0.326
2007 Battalio R, Ellul A, Jennings R. Reputation Effects in Trading on the New York Stock Exchange Journal of Finance. 62: 1243-1271. DOI: 10.2139/Ssrn.684091  0.352
2007 Battalio R, Jennings R. Competition to provide liquidity on the New York Stock Exchange Business Horizons. 50: 513-522. DOI: 10.1016/J.Bushor.2007.07.005  0.364
2005 Bacidore JM, Battalio R, Galpin N, Jennings R. Sources of liquidity for NYSE-listed non-US stocks Journal of Banking and Finance. 29: 3075-3098. DOI: 10.1016/J.Jbankfin.2004.11.006  0.357
2004 Battalio R, Hatch B, Jennings R. Toward a National Market System for U.S. Exchange–listed Equity Options Journal of Finance. 59: 933-962. DOI: 10.1111/J.1540-6261.2004.00653.X  0.396
2003 Battalio R, Hatch B, Jennings R. All else equal?: a multidimensional analysis of retail, market order execution quality Journal of Financial Markets. 6: 143-162. DOI: 10.1016/S1386-4181(02)00043-5  0.401
2002 Battalio R, Greene J, Hatch B, Jennings R. Does the Limit Order Routing Decision Matter Review of Financial Studies. 15: 159-194. DOI: 10.1093/Rfs/15.1.159  0.336
2001 Hatch B, Battalio R, Jennings R. Post-reform Market-Order Execution Quality: Multidimensional Comparisons across Market Centers The Financial Review. 36: 123-152. DOI: 10.1111/J.1540-6288.2001.Tb00023.X  0.419
2001 Battalio R, Jennings R, Selway J. The potential for clientele pricing when making markets in financial securities Journal of Financial Markets. 4: 85-112. DOI: 10.1016/S1386-4181(00)00017-3  0.414
2000 Battalio R, Jennings R, Selway J. The Relationship Among Market-Making Revenue, Payment for Order Flow, and Trading Costs for Market Orders Journal of Financial Services Research. 19: 39-56. DOI: 10.2139/Ssrn.273730  0.404
1998 Battalio R, Greene J, Jennings R. Order Flow Distribution, Bid–Ask Spreads, and Liquidity Costs: Merrill Lynch's Decision to Cease Routinely Routing Orders to Regional Stock Exchanges☆☆☆ Journal of Financial Intermediation. 7: 338-358. DOI: 10.1006/Jfin.1998.0247  0.389
1997 Battalio R, Greene J, Jennings R. Do Competing Specialists and Preferencing Dealers Affect Market Quality Review of Financial Studies. 10: 969-993. DOI: 10.1093/Rfs/10.4.969  0.423
1997 Beltz J, Jennings R. “Wall street week with Louis Rukheyser” recommendations:Trading activity and performance Review of Financial Economics. 6: 15-27. DOI: 10.1016/S1058-3300(97)90012-4  0.321
1994 Jennings R. Intraday Changes In Target Firms' Share Price And Bid‐Ask Quotes Around Takeover Announcements Journal of Financial Research. 17: 255-270. DOI: 10.1111/J.1475-6803.1994.Tb00190.X  0.356
1987 Jennings R. Unsystematic Security Price Movements, Management Earnings Forecasts, And Revisions In Consensus Analyst Earnings Forecasts Journal of Accounting Research. 25: 90-110. DOI: 10.2307/2491260  0.332
1986 Jennings R, Starks LT. Earnings Announcements, Stock Price Adjustment, and the Existence of Option Markets Journal of Finance. 41: 107-125. DOI: 10.1111/J.1540-6261.1986.Tb04494.X  0.397
1985 Jennings R, Starks L. Information Content and the Speed of Stock Price Adjustment Journal of Accounting Research. 23: 336-350. DOI: 10.2307/2490922  0.374
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