Robert H. Jennings

Finance · with Battalio · 2003–2016

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it
• Economics and Econometrics — 13 citations into it
• Accounting — 7 citations into it

Whom Robert H. Jennings trusts

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ekkehart Boehmer (in Finance)
2. Angelo Ranaldo (in Finance)

Papers from Robert H. Jennings's perspective

Ordered by how strongly the researchers Robert H. Jennings trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dimensions of execution quality: Recent evidence for US equity markets
2. Price Discovery and Trading After Hours
3. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis
4. Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders
5. Equilibrium in a Dynamic Limit Order Market
6. Liquidity Cycles and Make/Take Fees in Electronic Markets
7. Order aggressiveness in limit order book markets
8. Toward a National Market System for U.S. Exchange–listed Equity Options
9. Trading Volume and Serial Correlation in Stock Returns
10. Does Algorithmic Trading Improve Liquidity

Their papers

• Order Dynamics: Recent Evidence from the NYSE (2003) — 120 citations
• Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality: Can Brokers Have It All? (2016) — 119 citations