Roberto Riccò

NHH Norwegian School of Economics - Department of Finance

Helleveien 30

N-5045 Bergen

Norway

http://https://www.nhh.no/en/employees/faculty/roberto-ricco/

  • NHH Norwegian School of Economics - Department of Finance

SCHOLARLY PAPERS

4

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Top 48,193

in Total Papers Downloads

2,171

TOTAL CITATIONS

10

Scholarly Papers (4)

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1.

Frequent Batch Auctions vs. Continuous Trading: Evidence from Taiwan

Number of pages: 60 Posted: 26 Oct 2023 Last Revised: 26 Mar 2024
Yi-Tsung Lee, Roberto Riccò and Kai Wang
Peking University - Guanghua School of Management, NHH Norwegian School of Economics - Department of Finance and Central University of Finance and Economics (CUFE)
Downloads 1,171 (38,705)
Citation 3

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Frequent batch auction, continuous trading, market quality, market efficiency, abnormal return, investor performance

2.

Non-Stationary vs. Stationary Equilibrium in Dynamic Limit Order Markets

Number of pages: 85 Posted: 07 Sep 2017 Last Revised: 30 Sep 2024
Roberto Riccò, Barbara Rindi and Duane J. Seppi
NHH Norwegian School of Economics - Department of Finance, Bocconi University, IGIER and Baffi Carefin and Carnegie Mellon University - David A. Tepper School of Business
Downloads 531 (111,371)
Citation 6

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Limit order markets, asymmetric information, liquidity, market microstructure

3.

Squeezing the Shorts in Small Cap Stocks

Number of pages: 54 Posted: 22 Nov 2019 Last Revised: 09 Dec 2019
Roberto Riccò
NHH Norwegian School of Economics - Department of Finance
Downloads 237 (270,915)

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Short Squeeze, manipulation, regulation SHO

4.

Optimal Fee Pricing

Number of pages: 99 Posted: 18 Feb 2021 Last Revised: 24 May 2024
Roberto Riccò, Barbara Rindi and Duane J. Seppi
NHH Norwegian School of Economics - Department of Finance, Bocconi University, IGIER and Baffi Carefin and Carnegie Mellon University - David A. Tepper School of Business
Downloads 232 (276,628)
Citation 1

Abstract:

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Make-take, take-make, limit order markets, liquidity, market microstructure