Mario Bellia

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

Via Enrico Fermi 2749, Ispra, VA

Ispra (VA), 21027

Italy

Goethe University Frankfurt - Research Center SAFE

Frankfurt am Main

Germany

http://safe-frankfurt.de/

SCHOLARLY PAPERS

6

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CITATIONS
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6

Scholarly Papers (6)

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
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

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

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

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

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
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

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

4.

Coming Early to the Party

SAFE Working Paper No. 182
Number of pages: 65 Posted: 20 Sep 2017
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

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

5.

Paying for Market Liquidity: Competition and Incentives

SAFE Working Paper No. 247
Number of pages: 60 Posted: 18 Apr 2019
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)

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High-Frequency Trading (HFT), Designated Market Makers (DMMs) Market Making, Adverse Selection, Liquidity Provision

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
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)

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