Mario Bellia

European Union - JRC-Ispra, European Commision

Via Enrico Fermi 2749, Ispra, VA

Ispra (VA), 21027

Italy

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 23,770

in Total Papers Downloads

4,065

SSRN CITATIONS
Rank 28,941

SSRN RANKINGS

Top 28,941

in Total Papers Citations

22

CROSSREF CITATIONS

17

Scholarly Papers (10)

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
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 917 (48,630)
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 647 (77,366)
Citation 3

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

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
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 394 (139,495)
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
European Union - JRC-Ispra, European Commision, Bank of Portugal, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Systemic Risk Board
Downloads 47 (750,490)

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

4.

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
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 436 (125,300)
Citation 2

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Designated Market Makers (DMMs), Liquidity Provision

5.

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
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 431 (127,014)
Citation 4

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

6.
Downloads 336 (167,698)
Citation 3

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) - Leonard N. Stern School of Business, Waseda University and Norwegian School of Economics (NHH) - Department of Finance
Downloads 259 (218,382)
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
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 77 (582,871)

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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 335 (168,239)
Citation 1

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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 205 (274,717)

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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
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 175 (316,568)
Citation 1

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

10.
Downloads 142 (376,857)
Citation 1

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 104 (479,636)
Citation 1

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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 38 (817,764)

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Central Bank Digital Currency, CBDC, ECB, Bank Deposits