Emiliano Pagnotta

Imperial College Business School

Assistant Professor of Finance

Imperial College Business School, Tanaka Building

London, SW7 2AZ

Great Britain

SCHOLARLY PAPERS

7

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CITATIONS
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Top 20,145

in Total Papers Citations

15

Scholarly Papers (7)

1.
Downloads 1,046 ( 15,361)
Citation 11

Competing on Speed

Number of pages: 90 Posted: 02 Dec 2011 Last Revised: 15 Sep 2016
Emiliano Pagnotta and Thomas Philippon
Imperial College Business School and New York University (NYU) - Department of Finance
Downloads 903 (18,775)
Citation 11

Abstract:

liquidity, fragmentation, trading, exchanges, asset pricing, financial markets, high frequency trading, regulation, search, welfare

Competing on Speed

NYU Working Paper No. 2451/31437
Number of pages: 74 Posted: 15 Dec 2011
Emiliano Pagnotta and Thomas Philippon
Imperial College Business School and New York University (NYU) - Department of Finance
Downloads 117 (191,925)
Citation 11

Abstract:

Competing on Speed

NBER Working Paper No. w17652
Number of pages: 75 Posted: 12 Dec 2011
Thomas Philippon and Emiliano Pagnotta
New York University (NYU) - Department of Finance and Imperial College Business School
Downloads 22 (432,554)
Citation 11

Abstract:

Competing on Speed

CEPR Discussion Paper No. DP8786
Posted: 31 Jan 2012
Emiliano Pagnotta and Thomas Philippon
Imperial College Business School and New York University (NYU) - Department of Finance
Downloads 4 (532,284)
Citation 11
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Abstract:

exchanges, high frequency, speed, trading

2.

Information and Liquidity Trading at Optimal Frequencies

Number of pages: 53 Posted: 29 Sep 2010 Last Revised: 02 Oct 2010
Emiliano Pagnotta
Imperial College Business School
Downloads 444 (48,436)
Citation 3

Abstract:

Market structure, asymmetric information, trading strategies, limit-order book, insider trading, liquidity, market makers, limit orders, market orders, inter arrival times, bid-ask spread

3.
Downloads 255 ( 94,944)
Citation 1

Speed, Fragmentation, and Asset Prices

Number of pages: 68 Posted: 13 Dec 2012 Last Revised: 22 Jun 2014
Emiliano Pagnotta
Imperial College Business School
Downloads 194 (124,499)
Citation 1

Abstract:

fragmentation, asset pricing, liquidity, exchanges, investor protection, investor participation, regulation, frictions

Asset Pricing Frictions in Fragmented Markets

NYU Working Paper No. 2451/31688
Number of pages: 68 Posted: 25 Jan 2013
Emiliano Pagnotta
Imperial College Business School
Downloads 61 (290,729)
Citation 1

Abstract:

4.

Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets

Number of pages: 44 Posted: 07 Nov 2013 Last Revised: 28 Oct 2015
Albert J. Menkveld, Emiliano Pagnotta and Marius A. Zoican
VU University Amsterdam, Imperial College Business School and Université Paris Dauphine - PSL Research University
Downloads 232 (104,783)

Abstract:

Central clearing, price stability, equity volatility, margin requirement, counterparty risk, liquidity

5.

Supplement to 'Competing on Speed': Online Appendices

Number of pages: 37 Posted: 30 Apr 2012 Last Revised: 23 Apr 2015
Emiliano Pagnotta and Thomas Philippon
Imperial College Business School and New York University (NYU) - Department of Finance
Downloads 58 (268,907)

Abstract:

liquidity, fragmentation, welfare, regulation, asset prices, trading venues, trading speed, high-frequency-trading, exchanges

6.

Asset Pricing Frictions in Fragmented Markets - Online Appendix

Number of pages: 14 Posted: 23 Jan 2013
Emiliano Pagnotta
Imperial College Business School
Downloads 22 (404,169)

Abstract:

Fragmentation, speed, liquidity, asset prices, exchanges, trade-through rule, regulation

7.

Chasing Private Information

Number of pages: 74 Posted: 24 Nov 2015 Last Revised: 09 Jan 2017
Marcin T. Kacperczyk and Emiliano Pagnotta
Imperial College London - Accounting, Finance, and Macroeconomics and Imperial College Business School
Downloads 0 (52,329)

Abstract:

Private information, information measures, insider trading, information spillover, trading strategies, liquidity, asset prices, volume,stock markets, option markets, volatility, SEC, financial crime