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Jeff Bacidore
Jeff Bacidore
The Bacidore Group
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Title
Cited by
Cited by
Year
The search for the best financial performance measure
JM Bacidore, JA Boquist, TT Milbourn, AV Thakor
Financial Analysts Journal 53 (3), 11-20, 1997
7611997
The impact of decimalization on market quality: An empirical investigation of the Toronto Stock Exchange
JM Bacidore
Journal of Financial Intermediation 6 (2), 92-120, 1997
2861997
Liquidity provision and specialist trading in NYSE-listed non-US stocks
JM Bacidore, G Sofianos
Journal of Financial Economics 63 (1), 133-158, 2002
2792002
Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
J Bacidore, RH Battalio, RH Jennings
Journal of Financial Markets 6 (3), 337-362, 2003
1502003
Measuring loss potential of hedge fund strategies
MML de Prado, A Peijan
Finance, 2005
50*2005
Changes in order characteristics, displayed liquidity, and execution quality on the New York Stock Exchange around the switch to decimal pricing
J Bacidore, R Battalio, R Jennings, S Farkas
New York Stock Exchange, 2001
492001
Depth improvement and adjusted price improvement on the New York Stock Exchange
JM Bacidore, RH Battalio, RH Jennings
Journal of Financial Markets 5 (2), 169-195, 2002
482002
The effects of opening and closing procedures on the NYSE and Nasdaq
JM Bacidore, ML Lipson
Available at SSRN 257049, 2001
382001
Sources of liquidity for NYSE-listed non-US stocks
JM Bacidore, R Battalio, N Galpin, R Jennings
Journal of Banking & Finance 29 (12), 3075-3098, 2005
372005
Quantifying market order execution quality at the New York Stock Exchange
J Bacidore, K Ross, G Sofianos
Journal of Financial Markets 6 (3), 281-307, 2003
372003
Decimalization, adverse selection, and market maker rents
JM Bacidore
Journal of banking & finance 25 (5), 829-855, 2001
312001
Quantifying best execution at the New York Stock Exchange: market orders
JM Bacidore, K Ross, G Sofianos
New York Stock Exchange, 1999
251999
EVA and total quality management
JM Bacidore, JA Boquist, TT Milbourn, AV Thakor
Journal of Applied Corporate Finance 10 (2), 81-89, 1997
241997
Trading around the close
J Bacidore, B Polidore, W Xu, C Yang
The Journal of Trading 8 (1), 48-57, 2013
192013
Algorithmic Trading: A Practitioner's Guide
J Bacidore
112020
NYSE specialist trading in non-US stocks
JM Bacidore, G Sofianos
NYSE Working, 2000
102000
Search for the Best Financial Performance Measure: Yes, Basics Are Better—If You Understand Them
JM Bacidore, JA Boquist, TT Milbourn, AV Thakor
Financial Analysts Journal 55 (3), 14-16, 1999
91999
Depth improvement and adjusted price improvement on the NYSE
J Bacidore, RH Battalio, RH Jennings
Journal of Financial Markets, forthcoming, 2000
82000
J, Boquist; T, Milbourn; A, Thakor.(1997). The Search for the Best Financial Performance Measure
J Bacidore
Financial Analysts Journal, 43-67, 0
8
Does smart routing matter?
JM Bacidore, H Otero, A Vasa
Available at SSRN 1681449, 2010
62010
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