LabCompass

Robert H. Jennings

Economics, Econometrics and Finance · Indiana University

OpenAlex
Financial Markets and Investment StrategiesAuditing, Earnings Management, GovernanceCorporate Finance and GovernanceComplex Systems and Time Series AnalysisEconomic theories and models

Publications

72

Citations

4,141

Est. group size

—

Recurring co-author estimate

Active years

48

Publishing since 1978

Research summary
AI-generated

Robert H. Jennings studies how financial markets work at a detailed level, focusing on the mechanics of how orders from investors get routed and executed by brokers and market makers. His research examines topics such as trade execution quality, fees brokers pay or receive, and how markets treat retail (individual investor) versus institutional orders. This work sits at the intersection of finance and market microstructure, the study of how trading actually takes place.

Market microstructure and trade executionOrder routing and broker behaviorRetail versus institutional tradingFinancial market regulation and costsReputation and governance in markets

Publication activity has been modest but relatively steady over the last decade, with a small cluster of output around 2022-2023 and roughly one paper per year on average.

Generated by claude-opus-4-8 from public bibliographic data · Jul 11, 2026

Publication cadence
Publications per year over the last 10 years — averaging 1.2/year recently
172018: 1 publication18192020: 1 publication20212022: 2 publications222023: 3 publications323242025: 1 publication2526
Recent publications
Publishes in
  • SSRN Electronic Journal×5
  • The Journal of Finance×1
  • Journal of Financial Markets×1
  • The Journal of Trading×1
  • The Journal of Investing×1

This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 11, 2026.

Claim or correct this profile