The Relationship Among Market-Making Revenue, Payment for Order Flow, and Trading Costs for Market Orders

Journal of Financial Services Research

Volumn 19, Issue 1, 2001, Pages 39-56

  Battalio, Robert ^a   Jennings, Robert ^b   Selway, Jamie ^c  

^a UNIVERSITY OF NOTRE DAME   (United States)

^b New York Stock Exchange Inc   (United States)

^c Archipelago LLC   (United States)

Author keywords

Equity market micro structure; Execution quality; Payment for order flow; Trading costs

Indexed keywords

EID: 0035626288     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011181317099     Document Type: Article

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