The search for the best financial performance measure JM Bacidore, JA Boquist, TT Milbourn, AV Thakor Financial Analysts Journal 53 (3), 11-20, 1997 | 761 | 1997 |
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 | 286 | 1997 |
Liquidity provision and specialist trading in NYSE-listed non-US stocks JM Bacidore, G Sofianos Journal of Financial Economics 63 (1), 133-158, 2002 | 279 | 2002 |
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 | 150 | 2003 |
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 | 49 | 2001 |
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 | 48 | 2002 |
The effects of opening and closing procedures on the NYSE and Nasdaq JM Bacidore, ML Lipson Available at SSRN 257049, 2001 | 38 | 2001 |
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 | 37 | 2005 |
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 | 37 | 2003 |
Decimalization, adverse selection, and market maker rents JM Bacidore Journal of banking & finance 25 (5), 829-855, 2001 | 31 | 2001 |
Quantifying best execution at the New York Stock Exchange: market orders JM Bacidore, K Ross, G Sofianos New York Stock Exchange, 1999 | 25 | 1999 |
EVA and total quality management JM Bacidore, JA Boquist, TT Milbourn, AV Thakor Journal of Applied Corporate Finance 10 (2), 81-89, 1997 | 24 | 1997 |
Trading around the close J Bacidore, B Polidore, W Xu, C Yang The Journal of Trading 8 (1), 48-57, 2013 | 19 | 2013 |
Algorithmic Trading: A Practitioner's Guide J Bacidore | 11 | 2020 |
NYSE specialist trading in non-US stocks JM Bacidore, G Sofianos NYSE Working, 2000 | 10 | 2000 |
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 | 9 | 1999 |
Depth improvement and adjusted price improvement on the NYSE J Bacidore, RH Battalio, RH Jennings Journal of Financial Markets, forthcoming, 2000 | 8 | 2000 |
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 | 6 | 2010 |