Mario Bellia

European Union - JRC-Ispra, European Commision

Via Enrico Fermi 2749, Ispra, VA

Ispra (VA), 21027

Italy

  • European Union - JRC-Ispra, European Commision

SCHOLARLY PAPERS

11

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30

Scholarly Papers (11)

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1.

Do Designated Market Makers Provide Liquidity During Extreme Price Movements?

SAFE Working Paper No. 270
Number of pages: 54 Posted: 24 Mar 2020 Last Revised: 16 Jan 2024
Mario Bellia, Kim Christensen, Aleksey Kolokolov, Loriana Pelizzon and Roberto Renò
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 ESSEC Business School
Downloads 1,017 (47,275)
Citation 5

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designated market makers (DMMs); extreme price movements (EPMs); high- frequency traders (HFTs); 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 Union - JRC-Ispra, European Commision
Downloads 712 (76,558)
Citation 3

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

3.

Market Liquidity and Competition among Designated Market Makers

forthcoming in Management Science, SAFE Working Paper No. 247, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, NYU Stern School of Business
Number of pages: 114 Posted: 18 Apr 2019 Last Revised: 01 Nov 2023
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam and Darya Yuferova
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business and NHH Norwegian School of Economics - Department of Finance
Downloads 507 (117,684)
Citation 2

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Designated Market Makers (DMMs), Liquidity Provision

4.

Pre-Opening Period, High-Frequency Trading, and Market Quality

SAFE Working Paper No. 144
Number of pages: 49 Posted: 21 Sep 2016 Last Revised: 07 Jun 2024
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Waseda University and NHH Norwegian School of Economics - Department of Finance
Downloads 494 (121,412)
Citation 4

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Pre-Opening, Opportunistic Trading, Voluntary Market-Making, High-Frequency Traders (HFTs)

5.

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

Downloads 487 (123,243)
Citation 9

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

SAFE Working Paper No. 193
Number of pages: 60 Posted: 02 Feb 2018 Last Revised: 05 Dec 2023
Mario Bellia, Giulio Girardi, Roberto Panzica, Loriana Pelizzon and Tuomas A. Peltonen
European Union - JRC-Ispra, European Commision, Securities and Exchange Commission, Bank of Portugal, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 426 (142,961)
Citation 9

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

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
Mario Bellia, Roberto Panzica, Loriana Pelizzon and Tuomas Peltonen
European Union - JRC-Ispra, European Commision, Bank of Portugal, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Systemic Risk Board
Downloads 61 (752,098)

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

6.

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 393 (158,908)
Citation 1

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stablecoin, cryptocurrencies, financial safety net

7.

Coming Early to the Party

Downloads 371 (168,982)
Citation 3

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 Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Waseda University and NHH Norwegian School of Economics - Department of Finance
Downloads 280 (226,820)
Citation 3

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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
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Waseda University and NHH Norwegian School of Economics - Department of Finance
Downloads 91 (598,927)

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

8.

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 249 (257,289)

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

9.

Bank Profitability and Central Bank Digital Currency

Downloads 238 (268,905)
Citation 2

Bank Profitability and Central Bank Digital Currency

JRC Working Papers in Economics and Finance, 2023/6
Number of pages: 46 Posted: 10 Jul 2023
Mario Bellia and Ludovic Calès
European Union - JRC-Ispra, European Commision and Joint Research Center of the European Commission
Downloads 177 (354,071)
Citation 2

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Central Bank Digital Currency, CBDC, ECB, Bank Deposits

Bank Profitability and Central Bank Digital Currency

Number of pages: 42 Posted: 16 Mar 2024
Mario Bellia and Ludovic Calès
European Union - JRC-Ispra, European Commision and Joint Research Center of the European Commission
Downloads 61 (752,098)

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Central Bank Digital Currency, CBDC, ECB, Bank Deposits

10.

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
Mario Bellia, Loriana Pelizzon, Marti G. Subrahmanyam, Jun Uno and Darya Yuferova
European Union - JRC-Ispra, European Commision, Goethe University Frankfurt - Faculty of Economics and Business Administration, New York University (NYU) - Leonard N. Stern School of Business, Waseda University and NHH Norwegian School of Economics - Department of Finance
Downloads 233 (274,537)
Citation 1

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

11.

Crypto News and Policy Innovations: Are European Markets Affected?

Number of pages: 37 Posted: 28 Nov 2024
Luca Barbaglia, Mario Bellia, Francesca Erica Di Girolamo and Caterina Rho
European Commission-Joint Research Centre, European Union - JRC-Ispra, European Commision, affiliation not provided to SSRN and European Commission, Joint Research Centre (JRC), Ispra, Italy
Downloads 45 (848,568)

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cryptocurrencies, digital finance, text mining