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

9

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14

CROSSREF CITATIONS

18

Scholarly Papers (9)

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1.

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

SAFE Working Paper No. 270
Number of pages: 77 Posted: 24 Mar 2020 Last Revised: 30 Aug 2022
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 University of Verona - Department of Economics
Downloads 610 (63,495)
Citation 6

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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 478 (85,936)
Citation 3

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

3.

High Frequency Traders without Trading: Price Discovery and Liquidity Provision in the Pre-Opening Period

SAFE Working Paper No. 144
Number of pages: 73 Posted: 21 Sep 2016 Last Revised: 23 Mar 2022
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 Norwegian School of Economics (NHH) - Department of Finance
Downloads 352 (122,185)
Citation 2

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

4.

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

Downloads 294 (147,864)
Citation 10

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 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 275 (157,540)
Citation 9

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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
Mario Bellia, Roberto Panzica, Loriana Pelizzon and Tuomas Peltonen
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 19 (746,337)

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

5.

Market Liquidity and Competition among Designated Market Makers

SAFE Working Paper No. 247, Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, NYU Stern School of Business
Number of pages: 112 Posted: 18 Apr 2019 Last Revised: 27 Jul 2022
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 Norwegian School of Economics (NHH) - Department of Finance
Downloads 259 (168,089)
Citation 1

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Designated Market Makers (DMMs), Liquidity Provision

6.

Coming Early to the Party

Downloads 236 (183,889)
Citation 2

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 Norwegian School of Economics (NHH) - Department of Finance
Downloads 189 (225,653)
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 Norwegian School of Economics (NHH) - Department of Finance
Downloads 47 (556,883)

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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 200 (214,777)

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stablecoin, cryptocurrencies, financial safety net

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 98 (372,756)

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

9.

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 Norwegian School of Economics (NHH) - Department of Finance
Downloads 83 (412,786)

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