Emiliano Pagnotta

Imperial College Business School

Assistant Professor of Finance

Imperial College Business School, Tanaka Building

London, SW7 2AZ

Great Britain

SCHOLARLY PAPERS

7

DOWNLOADS

2,855

CITATIONS

17

Scholarly Papers (7)

1.
Downloads 1,124 ( 15,079)
Citation 13

Competing on Speed

Number of pages: 59 Posted: 02 Dec 2011 Last Revised: 31 Oct 2017
Emiliano Pagnotta and Thomas Philippon
Imperial College Business School and New York University (NYU) - Department of Finance
Downloads 974 (18,392)
Citation 13

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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 119 (203,700)
Citation 13

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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 27 (434,236)
Citation 13

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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 (564,398)
Citation 13
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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 (51,023)
Citation 3

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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.

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 Zoican
VU University Amsterdam, Imperial College Business School and Université Paris Dauphine - PSL Research University
Downloads 271 (96,218)

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

4.
Downloads 268 ( 97,336)
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 207 (126,107)
Citation 1

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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 (311,878)
Citation 1

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5.

Supplement to 'Competing on Speed': Online Appendices

Number of pages: 20 Posted: 30 Apr 2012 Last Revised: 12 Oct 2017
Emiliano Pagnotta and Thomas Philippon
Imperial College Business School and New York University (NYU) - Department of Finance
Downloads 58 (267,163)

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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 (427,346)

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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 (35,535)

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