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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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3

Scholarly Papers (11)

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1.

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 Capital Markets CRC Limited (CMCRC)
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2.

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
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shadow banking, money view

3.

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
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Bond Markets, Transparency

4.

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

5.

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
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High frequency trading, order anticipation, market microstructure

6.

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

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
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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)
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Average Firm Size, General Equilibrium Models, Neoclassical Growth Models, CES Function

9.

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

10.

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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11.

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