Mario Bellia

European Union - JRC-Ispra, European Commision

Via Enrico Fermi 2749, Ispra, VA

Ispra (VA), 21027

Italy

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 30,031

SSRN RANKINGS

Top 30,031

in Total Papers Downloads

1,968

SSRN CITATIONS
Rank 31,315

SSRN RANKINGS

Top 31,315

in Total Papers Citations

10

CROSSREF CITATIONS

17

Scholarly Papers (9)

1.

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

SAFE Working Paper No. 270
Number of pages: 68 Posted: 24 Mar 2020 Last Revised: 08 Sep 2020
European Union - 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 460 (76,279)
Citation 5

Abstract:

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flash crashes; high-frequency traders (HFTs); liquidity provision; market making

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 Union - JRC-Ispra, European Commision
Downloads 395 (91,156)
Citation 3

Abstract:

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HFT, Market Makers, Liquidity Provision, Adverse Selection, Competition

3.

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
European Union - 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 316 (117,135)
Citation 2

Abstract:

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High-Frequency Traders (HFTs), Pre-Opening, Opening Call Auction, Price Discovery, Liquidity provision

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
European Union - JRC-Ispra, European Commision, Securities and Exchange Commission, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 222 (167,065)
Citation 9

Abstract:

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Credit Default Swap (CDS), Central Counterparty Clearing House (CCP), European Market Infrastructure Regulation (EMIR), Sovereign

The Demand for Central Clearing: To Clear or Not to Clear, that is the Question

ESRB: Working Paper Series No. 2017/62
Number of pages: 58 Posted: 05 Nov 2020
European Union - JRC-Ispra, European Commision, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Systemic Risk Board
Downloads 12 (705,937)

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Central Counterparty Clearing House (CCP), Credit Default Swap (CDS), European Market Infrastructure Regulation (EMIR), sovereign

5.

Designated Market Makers: Competition and Incentives

SAFE Working Paper No. 247, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, NYU Stern School of Business
Number of pages: 117 Posted: 18 Apr 2019 Last Revised: 09 Oct 2020
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Department of Finance and Norwegian School of Economics (NHH) - Department of Finance
Downloads 202 (183,022)

Abstract:

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Designated Market Makers (DMMs), Liquidity Provision

6.
Downloads 202 (183,022)
Citation 2

Coming Early to the Party

SAFE Working Paper No. 182
Number of pages: 65 Posted: 20 Sep 2017
European Union - 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 166 (217,613)
Citation 2

Abstract:

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High-Frequency Traders (HFTs), Proprietary Trading, Opening Auction, Liquidity Provision, Price Discovery

Coming Early to the Party

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 11/WP/2020 , NYU Stern School of Business
Number of pages: 63 Posted: 18 Jun 2020
European Union - 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 36 (538,585)

Abstract:

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High-Frequency Traders (HFTs), Proprietary Trading, Opening Auction, Liquidity Provision, Price Discovery

7.

What Makes Private Stablecoins Stable?

Number of pages: 25 Posted: 30 Nov 2020
Mario Bellia and Sebastian Schich
European Union - JRC-Ispra, European Commision and Organisation for Economic Co-operation and Development (OECD)
Downloads 67 (404,031)

Abstract:

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stablecoin, cryptocurrencies, financial safety net

8.

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

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 09/WP/2020, NYU Stern School of Business
Number of pages: 89 Posted: 22 Jun 2020
European Union - 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 53 (452,715)

Abstract:

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High-Frequency Traders (HFTs), Pre-Opening, Opening Call Auction, Price Discovery, Liquidity provision

9.

Intraday Pricing and Liquidity of Italian and German Treasury Auctions

Number of pages: 54 Posted: 30 Nov 2020 Last Revised: 01 Feb 2021
Mario Bellia
European Union - JRC-Ispra, European Commision
Downloads 39 (511,965)

Abstract:

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Treasury Auctions, Sovereign Bonds, Ecb Intervention, High- Frequency Data