Author Page for Mario Bellia

Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

SAFE Working Paper No. 144

Number of pages: 90 Posted: 21 Sep 2016 Last Revised: 07 Jun 2017

Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova

European Commission Joint Research Center - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance

Downloads 250 (120,622)

Citation 1

Abstract:

2.

High-Frequency Market Making: Liquidity Provision, Adverse Selection, and Competition

Number of pages: 70 Posted: 22 Nov 2017 Last Revised: 05 Jun 2018

Mario Bellia

European Commission Joint Research Center - JRC-Ispra, European Commision

Downloads 201 (149,124)

Citation 2

Abstract:

3.

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question

SAFE Working Paper No. 193

Number of pages: 57 Posted: 02 Feb 2018 Last Revised: 08 Jun 2019

Mario Bellia, Giulio Girardi, Roberto Panzica, Loriana Pelizzon and Tuomas A. Peltonen

European Commission Joint Research Center - JRC-Ispra, European Commision, Securities and Exchange Commission, Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)

Downloads 141 (202,874)

Citation 3

Abstract:

4.

Coming Early to the Party

SAFE Working Paper No. 182

Number of pages: 65 Posted: 20 Sep 2017

Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova

European Commission Joint Research Center - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance

Downloads 120 (230,085)

Citation 2

Abstract:

5.

Paying for Market Liquidity: Competition and Incentives

SAFE Working Paper No. 247

Number of pages: 60 Posted: 18 Apr 2019

Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova

European Commission Joint Research Center - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance, Waseda University and Norwegian School of Economics (NHH) - Department of Finance

Downloads 89 (282,085)

Abstract:

6.

High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?

Paris December 2018 Finance Meeting EUROFIDAI - AFFI

Number of pages: 46 Posted: 04 Jun 2018 Last Revised: 26 Jan 2019

Mario Bellia, Kim Christensen, Aleksey Kolokolov, Loriana Pelizzon and Roberto Renò

European Commission Joint Research Center - JRC-Ispra, European Commision, Aarhus University - CREATES, University of Manchester - Manchester Business School, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Verona - Department of Economics

Downloads 49 (386,467)

Mario Bellia

European Commission Joint Research Center - JRC-Ispra, European Commision

Goethe University Frankfurt - Research Center SAFE

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Scholarly Papers (6)

Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods

Abstract:

High-Frequency Market Making: Liquidity Provision, Adverse Selection, and Competition

Abstract:

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question

Abstract:

Coming Early to the Party

Abstract:

Paying for Market Liquidity: Competition and Incentives

Abstract:

High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?

Abstract: