Francesco Consonni

Bocconi University - Department of Finance

PhD Candidate

Via Sarfatti, 25

Milan, MI 20136

Italy

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Scholarly Papers (1)

1.

Sub-Penny and Queue-Jumping

Charles A. Dice Center Working Paper No. 2013-18, Fisher College of Business Working Paper No. 2013-03-18, Rotman School of Management Working Paper No. 2350424
Number of pages: 53 Posted: 06 Nov 2013 Last Revised: 06 Aug 2015
Université Paris Dauphine - Department of Finance, Bocconi University - Department of Finance, Bocconi University and IGIER and Baffi Carefin, The University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
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Citation 17

Abstract:

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Sub-penny trading, fragmentation, dark pools, market quality, price discovery, market efficiency, SEC, microstructure