Emiliano Pagnotta

Imperial College Business School

Assistant Professor of Finance

Imperial College Business School, Tanaka Building

London, SW7 2AZ

Great Britain

SCHOLARLY PAPERS

9

DOWNLOADS

5,170

CITATIONS

17

Ideas:
“  RESEARCH INTERESTS: SECURITIES TRADING, LIQUIDITY, FINTECH, INDUSTRIAL ORGANIZATION OF FINANCIAL MARKETS, MICROSTRUCTURE, ASSET PRICING, CORPORATE FINANCE, FINANCIAL INNOVATION, ECONOMICS OF INFORMATION, INSIDER TRADING, BITCOIN, BLOCKCHAIN, CRYPTOCURRENCIES.  ”

Scholarly Papers (9)

1.
Downloads 1,181 ( 14,661)
Citation 13

Competing on Speed

Number of pages: 57 Posted: 02 Dec 2011 Last Revised: 22 Mar 2018
Emiliano Pagnotta and Thomas Philippon
Imperial College Business School and New York University (NYU) - Department of Finance
Downloads 1,026 (17,787)

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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 122 (208,430)
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 29 (437,742)
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 (581,075)
Citation 13
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exchanges, high frequency, speed, trading

2.
Downloads 711 ( 30,730)

Chasing Private Information

Number of pages: 61 Posted: 24 Nov 2015 Last Revised: 20 Apr 2018
Marcin T. Kacperczyk and Emiliano Pagnotta
Imperial College London - Accounting, Finance, and Macroeconomics and Imperial College Business School
Downloads 711 (30,236)

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Private information, information signals, adverse selection proxies, insider trading, trading strategies, liquidity, asset prices, abnormal volume, stock markets, option markets, volatility, SEC

Chasing Private Information

CEPR Discussion Paper No. DP12871
Number of pages: 64 Posted: 16 Apr 2018
Marcin T. Kacperczyk and Emiliano Pagnotta
Imperial College London - Accounting, Finance, and Macroeconomics and Imperial College Business School
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3.

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 (52,334)
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

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 Zoican
VU Amsterdam, Imperial College Business School and Université Paris Dauphine - PSL Research University
Downloads 295 (91,154)

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

5.
Downloads 279 ( 96,893)
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 216 (125,543)
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 63 (317,318)
Citation 1

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6.

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 (260,608)

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

7.

Asset Pricing Frictions in Fragmented Markets - Online Appendix

Number of pages: 14 Posted: 23 Jan 2013
Emiliano Pagnotta
Imperial College Business School
Downloads 22 (440,782)

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

8.

An Equilibrium Valuation of Bitcoin and Decentralized Network Assets

Number of pages: 40 Posted: 20 Mar 2018 Last Revised: 25 Mar 2018
Emiliano Pagnotta and Andrea Buraschi
Imperial College Business School and University of Chicago - Booth School of Business
Downloads 0 (5,924)

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Bitcoin, blockchain, cryptocurrencies, crypto assets, mining, decentralization, trust, Ethereum, Litecoin, financial networks, hashrate, miners' competition, unity

9.

Inside Insider Trading

Number of pages: 32 Posted: 17 Mar 2018
Marcin T. Kacperczyk and Emiliano Pagnotta
Imperial College London - Accounting, Finance, and Macroeconomics and Imperial College Business School
Downloads 0 (282,707)

Abstract:

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Private Information, Insider Trading, Trading Strategies, Liquidity, Asset Prices, Volume, Stock Markets, Option Markets, Volatility, SEC, Financial Crime