Mario Bellia

Goethe University Frankfurt - Research Center SAFE

Frankfurt am Main

Germany

http://safe-frankfurt.de/

SCHOLARLY PAPERS

4

DOWNLOADS

435

CITATIONS

0

Scholarly Papers (4)

1.

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
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 194 (139,432)

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

2.

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

SAFE Working Paper No. 193
Number of pages: 59 Posted: 02 Feb 2018
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 0 (298,846)

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

3.

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

Number of pages: 70 Posted: 22 Nov 2017
Mario Bellia
Goethe University Frankfurt - Research Center SAFE
Downloads 0 (224,443)

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

4.

Coming Early to the Party

SAFE Working Paper No. 182
Number of pages: 65 Posted: 20 Sep 2017
Goethe University Frankfurt - Research Center SAFE, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University - Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 0 (313,685)

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