Matteo Aquilina

Financial Conduct Authority

25 The North Colonnade

Canary Wharf

London, E14 5HS

United Kingdom

  • Financial Conduct Authority

SCHOLARLY PAPERS

11

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CITATIONS
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3

Scholarly Papers (11)

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1.

City Goes Dark: Dark Trading and Adverse Selection in Aggregate Markets

FCA Occasional Paper No. 29
Number of pages: 49 Posted: 16 Aug 2016 Last Revised: 03 May 2018
Matteo Aquilina, Ivan Diaz-Rainey, Gbenga Ibikunle and Yuxin Sun
Financial Conduct Authority, University of Otago - School of Business, University of Edinburgh and Queen's University Belfast
Downloads 371 (73,473)

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dark pools, aggregate markets, adverse selection, market liquidity, pricing noise

2.

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
Financial Conduct Authority, University of Sydney Business School, UNSW and University of New South Wales (UNSW)
Downloads 168 (165,355)

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

3.

Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market

FCA Occasional Paper No. 16
Number of pages: 39 Posted: 09 Mar 2017 Last Revised: 05 Apr 2017
Matteo Aquilina and Carla Ysusi
Financial Conduct Authority and Financial Conduct Authority
Downloads 137 (195,974)

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High frequency trading, order anticipation, market microstructure

4.

Market-Based Finance: Its Contributions and Emerging Issues

FCA Occasional Paper No. 18
Number of pages: 62 Posted: 09 Mar 2017
Matteo Aquilina and Wladimir Kraus
Financial Conduct Authority and Financial Conduct Authority
Downloads 73 (300,465)

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shadow banking, money view

5.

Transparency in the UK Bond Markets: An Overview

FCA Occasional Paper No. 6
Number of pages: 34 Posted: 09 Mar 2017
Matteo Aquilina, Darren Butterworth, Felix Suntheim, Christian Winkler and Carla Ysusi
Financial Conduct Authority, Durham University - Department of Economics and Finance, Financial Conduct Authority, European Securities and Markets Authority and Financial Conduct Authority
Downloads 70 (307,563)

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Bond Markets, Transparency

6.

Benchmark Regulation and Market Quality

FCA Occasional Paper No. 27
Number of pages: 52 Posted: 29 Jul 2017
Matteo Aquilina, Gbenga Ibikunle, Vito Mollica and Tom Steffen
Financial Conduct Authority, University of Edinburgh, Macquarie Graduate School of Management and University of Geneva
Downloads 36 (412,299)

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7.

The Value for Money of Annuities and Other Retirement Income Strategies in the UK

FCA Occasional Paper No. 5
Number of pages: 97 Posted: 09 Mar 2017
Matteo Aquilina, Robert Baker and Tommaso Majer
Financial Conduct Authority, Financial Conduct Authority and Financial Conduct Authority
Downloads 29 (441,774)

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8.

Elasticity of Substitution, Small Enterprises and Economic Growth

Small Business Economics, No. 26, 2006
Number of pages: 27 Posted: 15 Feb 2017
Matteo Aquilina, Rainer Klump and Carlo Pietrobelli
Financial Conduct Authority, University of Frankfurt - Economics and Business Administration Area and Centro di Ricerca sull'Economia delle Istituzioni (CREI) (Research Center on Economics of Institutions)
Downloads 8 (554,546)
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Average Firm Size, General Equilibrium Models, Neoclassical Growth Models, CES Function

9.

Liquidity in the UK Corporate Bond Market: Evidence from Trade Data

FCA Occasional Paper No. 14
Posted: 09 Mar 2017 Last Revised: 05 Apr 2017
Matteo Aquilina and Felix Suntheim
Financial Conduct Authority and Financial Conduct Authority

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Corporate bonds, Liquidity

10.

The Money's Worth of Annuities in the UK between 2006 and 2014

The Journal of the Economics of Ageing, 2016
Posted: 23 Nov 2016
Matteo Aquilina, Robert Baker and Tommaso Majer
Financial Conduct Authority, Financial Conduct Authority and Financial Conduct Authority

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Annuities; Insurance; Money’s Worth; Pension

11.

Quantity De-Restriction in the Taxi Market. Results from English Case Studies

Journal of Transport Economics and Policy, Vol. 45, No. 2 (May 2011), pp. 179-195
Posted: 20 Sep 2016
Matteo Aquilina
Financial Conduct Authority

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