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Reassessing the impact of option introductions on market quality : a less restrictive test for event-date effects
Danielsen, Bartley R.; Van Ness, Bonnie F.; Warr, Richard S. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 1041-1062
Persistent link: https://www.econbiz.de/10003587105
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To pay or be paid? : the impact of taker fees and order flow inducements on trading costs in U.S. options markets
Battalio, Robert H.; Shkilko, Andriy; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1637-1662
Persistent link: https://www.econbiz.de/10011665159
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Do (should) brokers route limit orders to options exchanges that purchase order flow?
Battalio, Robert H.; Griffith, Todd; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 1, pp. 183-211
Persistent link: https://www.econbiz.de/10012437375