Robert Battalio
Finance · 2000–2016
A researcher in the Science corpus: 6 papers; trusts 6 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 46 citations into it; #3,776 of 10,518 by trust here, #1,547 by citations
- Accounting — 28 citations into it; #8,483 of 8,970 by trust here, #2,715 by citations
- Economics and Econometrics — 27 citations into it; #12,938 of 23,481 by trust here, #6,146 by citations
Whom Robert Battalio trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Halbert White
- Patricia M. Dechow
- Paul H. Schultz
- Eli Ofek
- Amy P. Hutton
- Thierry Foucault
- Jun Pan
- L. Meulbroek
- Ekkehart Boehmer
Who trusts Robert Battalio overall
- Jianfeng Hu
- Amit Goyal
- James S. Doran
- Alessio Saretto
- Paul H. Schultz
- Peter F. Christoffersen
- Danling Jiang
- Scott A. Richardson
- Alok Kumar
- John M. Griffin
Papers from Robert Battalio's perspective
Ordered by how strongly the researchers Robert Battalio trusts endorse each paper. Same corpus, a different order for every researcher.
- Short-sellers, fundamental analysis, and stock returns
- Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
- Using Matched Samples to Test for Differences in Trade Execution Costs
- Options and the Bubble
- Liquidity Cycles and Make/Take Fees in Electronic Markets
- Common risk factors in the returns on stocks and bonds
- Introduction to Econometrics
- Audit committee, board of director characteristics, and earnings management
Their papers
- Options and the Bubble (2006) — 256 citations
- Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets (2011) — 278 citations
- Do Professional Traders Exhibit Loss Realization Aversion (2000) — 114 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
- Earnings expectations, investor trade size, and anomalous returns around earnings announcements (2005) — 258 citations
- Toward a National Market System for U.S. Exchange–listed Equity Options (2004) — 110 citations