Pedro Tremacoldi-Rossi

Columbia University, Department of Economics

3022 Broadway

New York, NY 10027

United States

  • Columbia University, Department of Economics

SCHOLARLY PAPERS

5

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745

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Scholarly Papers (5)

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1.

In Good Times and in Bad: High-Frequency Market Making Design, Liquidity, and Asset Prices

Number of pages: 75 Posted: 12 Oct 2022 Last Revised: 20 Mar 2023
Simon Schmickler and Pedro Tremacoldi-Rossi
Princeton University and Columbia University, Department of Economics
Downloads 242 (210,650)

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Market Making, High-Frequency Trading, Market Design, Liquidity, Crises

2.

Spillover Effects of Payouts on Asset Prices and Real Investment

Number of pages: 57 Posted: 14 Dec 2022 Last Revised: 28 Aug 2023
Simon Schmickler and Pedro Tremacoldi-Rossi
Princeton University and Columbia University, Department of Economics
Downloads 189 (265,389)

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Institutional Investors, Price Pressure, Market Feedback Effects, Corporate Payouts

3.

The Bias of Simple Bid-Ask Spread Estimators

Number of pages: 71 Posted: 23 Sep 2022
Pedro Tremacoldi-Rossi and Scott H. Irwin
Columbia University, Department of Economics and University of Illinois at Urbana-Champaign
Downloads 151 (321,708)

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liquidity costs, bid-ask spreads, estimation bias

4.

The Impact of International Students on Housing Markets

Forthcoming, Canadian Journal of Economics
Number of pages: 78 Posted: 02 Feb 2023 Last Revised: 13 Apr 2023
Tatiana Mocanu and Pedro Tremacoldi-Rossi
University College London and Columbia University, Department of Economics
Downloads 87 (478,262)

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housing markets, residential investment, international students

5.

Financial Regulation and Automation Adoption: Evidence from Stock Trading Firms

Number of pages: 69 Posted: 12 Dec 2022
Pedro Tremacoldi-Rossi
Columbia University, Department of Economics
Downloads 76 (522,125)

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electronic trading, finance jobs, financial regulation