Peter O'Neill

Financial Conduct Authority

Chief Economist's Department

25 The North Colonnade

Canary Wharf

London, E14 5HS

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 44,036

SSRN RANKINGS

Top 44,036

in Total Papers Downloads

1,300

SSRN CITATIONS
Rank 31,015

SSRN RANKINGS

Top 31,015

in Total Papers Citations

14

CROSSREF CITATIONS

14

Scholarly Papers (6)

1.

Quantifying the High-Frequency Trading "Arms Race"

Chicago Booth Research Paper No. 20-16, Chicago Booth: George J. Stigler Center for the Study of the Economy & the State Working Paper No. 45, Fama-Miller Working Paper Series, Initiative on Global Markets Paper No. 173, University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-86
Number of pages: 57 Posted: 26 Jun 2020 Last Revised: 15 Jul 2021
Matteo Aquilina, Eric B. Budish and Peter O'Neill
Bank for International Settlements (BIS) - Financial Stability Board (FSB), University of Chicago - Booth School of Business and Financial Conduct Authority
Downloads 611 (55,044)
Citation 15

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2.

Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark

FCA Occasional Paper
Number of pages: 98 Posted: 25 Oct 2018
Georgetown University - Department of Economics, Financial Conduct Authority, BI Norwegian Business School and BI Norwegian Business School
Downloads 365 (102,375)
Citation 5

Abstract:

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benchmark, foreign exchange markets, 4pm fix, market microstructure, transactions-based fixing

3.

Asymmetries in Dark Pool Reference Prices

FCA Occasional Paper No. 21
Number of pages: 63 Posted: 09 Mar 2017 Last Revised: 05 Apr 2017
Matteo Aquilina, Sean Foley, Peter O'Neill and Thomas Ruf
Bank for International Settlements (BIS) - Financial Stability Board (FSB), Macquarie University, Financial Conduct Authority and University of New South Wales (UNSW)
Downloads 231 (165,027)
Citation 1

Abstract:

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market data, transparency, high-frequency trading, Market microstructure, latency arbitrage

4.

Time Pro-Rata Matching: Evidence of a Change in LIFFE STIR Futures

Journal of Futures Markets, Vol. 35(6), p. 522–541, doi:10.1002/fut.21708, June 2015
Number of pages: 35 Posted: 05 Oct 2016 Last Revised: 07 Oct 2016
Angelo Aspris, Sean Foley, Drew Harris and Peter O'Neill
University of Sydney - Discipline of Finance, Macquarie University, University of New South Wales (UNSW) and Financial Conduct Authority
Downloads 54 (458,986)
Citation 3

Abstract:

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Futures, LIFFE, Market Microstructure, Pro-Rata, Price-Time Priority

5.

Benchmarks in the Spotlight: The Impact on Exchange Traded Markets

Number of pages: 39 Posted: 20 Apr 2020
Angelo Aspris, Sean Foley and Peter O'Neill
University of Sydney - Discipline of Finance, Macquarie University and Financial Conduct Authority
Downloads 36 (538,524)
Citation 3

Abstract:

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Transparency, Fix, benchmarks, precious metals, gold, silver, futures

6.

Quantifying the High-Frequency Trading "Arms Race"

NBER Working Paper No. w29011
Number of pages: 55 Posted: 12 Jul 2021 Last Revised: 20 Jul 2021
Matteo Aquilina, Eric B. Budish and Peter O'Neill
Bank for International Settlements (BIS) - Financial Stability Board (FSB), University of Chicago - Booth School of Business and Financial Conduct Authority
Downloads 3 (766,449)
Citation 1
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