Giovanni Petrella

Università Cattolica del Sacro Cuore

Professor of Banking & Finance

Largo Gemelli 1

Milano, 20123

Italy

  • Università Cattolica del Sacro Cuore

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    • Tel: +39 02 72343007
SCHOLARLY PAPERS

17

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38

Scholarly Papers (17)

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1.

MiFID, Reg NMS and Competition Across Trading Venues in Europe and United States

Downloads 1,031 (47,103)
Citation 10

MiFID, Reg NMS and Competition Across Trading Venues in Europe and United States

Number of pages: 25 Posted: 04 Aug 2009
Giovanni Petrella
Università Cattolica del Sacro Cuore
Downloads 1,031 (46,359)
Citation 10

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regulation NMS, MiFID directive, best execution, fragmentation, market data consolidation

MiFID, Reg NMS and Competition Across Trading Venues in Europe and United States

Journal of Financial Regulation and Compliance, Forthcoming
Posted: 15 Jan 2009 Last Revised: 15 Sep 2009
Giovanni Petrella
Università Cattolica del Sacro Cuore

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Regulation NMS, MiFID directive, Best execution, Market data consolidation, Fragmentation

2.

ESG Ratings: Disagreement across Providers and Effects on Stock Returns

Number of pages: 40 Posted: 23 Jan 2023
Giulio Anselmi and Giovanni Petrella
Catholic University of the Sacred Heart of Milan and Università Cattolica del Sacro Cuore
Downloads 788 (68,130)

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ESG, ESG rating, rating, rating disagreement, environmental, social, governance

3.

Supervisors as Information Producers: Do Stress Tests Reduce Bank Opaqueness?

Number of pages: 36 Posted: 07 Dec 2011 Last Revised: 20 Mar 2012
Giovanni Petrella and Andrea Resti
Università Cattolica del Sacro Cuore and Bocconi University - Department of Finance
Downloads 684 (81,857)
Citation 21

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stress tests, financial crises, event study

4.

Internalization in European Equity Markets Following the Adoption of the EU Mifid Directive

Downloads 383 (165,866)
Citation 1

Internalization in European Equity Markets Following the Adoption of the EU Mifid Directive

Number of pages: 19 Posted: 31 Jan 2007 Last Revised: 22 Jan 2009
Giovanni Petrella and Mario Anolli
Università Cattolica del Sacro Cuore and Università Cattolica del S. Cuore
Downloads 383 (164,296)
Citation 1

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MiFID Directive, Internalization, Market Making Revenues, Italian Stock Exchange

Internalization in European Equity Markets Following the Adoption of the EU MifID Directive

Journal of Trading, Vol. 2, No. 2, pp. 77-88, Spring 2007
Posted: 12 Apr 2007
Mario Anolli and Giovanni Petrella
Università Cattolica del S. Cuore and Università Cattolica del Sacro Cuore

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MiFID Directive, Internalization, Market Making Revenues, Italian Stock Exchange

5.

Non-Fungible Token Artworks: More Crypto than Art?

Number of pages: 23 Posted: 25 Aug 2022
Giovanni Petrella and Giulio Anselmi
Università Cattolica del Sacro Cuore and affiliation not provided to SSRN
Downloads 196 (329,365)
Citation 3

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crypto art, Cryptocurrencies, Blockchain, Ethereum, bitcoin, Non-fungible tokens, NFT, art, collectibles, Market efficiency

6.

Price Changes Around Hedge Fund Trades: Disentangling Trading and Disclosure Effects

Journal of Management & Governance, Forthcoming
Number of pages: 30 Posted: 01 Nov 2011 Last Revised: 05 Apr 2013
Ettore Croci and Giovanni Petrella
Catholic University of the Sacred Heart of Milan and Università Cattolica del Sacro Cuore
Downloads 190 (339,063)
Citation 3

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hedge funds, Italian stock market, price impact, disclosure

7.

Basel 3 and the Liquidity of Corporate and Government Bonds in Europe

Bancaria No. 03-2013
Number of pages: 14 Posted: 07 Jul 2013
Giovanni Petrella and Andrea Resti
Università Cattolica del Sacro Cuore and Bocconi University - Department of Finance
Downloads 156 (403,244)

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Liquidity risk, Liquidity coverage ratio, high quality risky asset, Basel 3

8.

An Empirical Analysis of Eurozone Government Bonds Liquidity: Determinants, Predictability and Implications for the New Bank Prudential Rules

BAFFI CAREFIN Centre Research Paper No. 2016-45
Number of pages: 54 Posted: 22 Dec 2016
Giovanni Petrella and Andrea Resti
Università Cattolica del Sacro Cuore and Bocconi University - Department of Finance
Downloads 141 (437,818)

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liquidity risk; liquidity coverage ratio; high-quality liquid assets (HQLAs); Basel 3; Basel Committee

9.

The Determinants of Investment Readiness for Smes in Europe: An Empirical Investigation with Machine Learning Techniques

Number of pages: 38 Posted: 26 Jul 2024
Christos Alexakis, Periklis Gogas, Giovanni Petrella, Michael Polemis and Federica Salvadè
ESC Rennes School of Business, Democritus University of Thrace - Department of Economics, Università Cattolica del Sacro Cuore, University of Piraeus - Department of Economics and PSB Paris School of Business
Downloads 35 (967,955)

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SMEs, investment readiness, Machine Learning, entrepreneurial ecosystem

10.

Investigating the Investment Readiness of European Smes: A Machine Learning Approach

Number of pages: 42 Posted: 01 Nov 2024 Last Revised: 12 Feb 2025
Christos Alexakis, Periklis Gogas, Giovanni Petrella, Michael Polemis and Federica Salvadè
ESC Rennes School of Business, Democritus University of Thrace, Università Cattolica del Sacro Cuore, University of Piraeus - Department of Economics and PSB Paris School of Business
Downloads 25 (1,079,428)

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Investment readiness, SMEs, Equity aversion, Machine learning, Entrepreneurial ecosystem

11.

Regulation and Stock Market Quality: The Impact of MiFID II Provision on Research Unbundling

International Review of Financial Analysis, Forthcoming
Posted: 21 Jun 2021
Giulio Anselmi and Giovanni Petrella
Catholic University of the Sacred Heart of Milan and Università Cattolica del Sacro Cuore

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MiFID II, Analyst coverage, Sell-side research

12.

Order Flow Fragmentation and Flight-To-Transparency during Stressed Market Conditions: Evidence from COVID-19

Finance Research Letters, Forthcoming
Posted: 17 Jun 2021
Giulio Anselmi, Giovanni Petrella and Mahendrarajah Nimalendran
Catholic University of the Sacred Heart of Milan, Università Cattolica del Sacro Cuore and University of Florida - Department of Finance, Insurance and Real Estate

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COVID-19, Fragmentation, Dark trading, Stressed market conditions

13.

Do Firms Get What They Pay For? A Second Thought on Over-Allotment Option in IPOs

Quarterly Review of Economics and Finance, Vol. 63, pp. 219-232, 2017
Posted: 19 Feb 2016 Last Revised: 17 Mar 2017
Emanuele Bajo, Massimiliano Barbi and Giovanni Petrella
University of Bologna - Department of Management, University of Bologna - Department of Management and Università Cattolica del Sacro Cuore

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Over-Allotment Option; IPO; Price Stabilization; Underpricing

14.

The bid-ask spread of bank-issued options: A quantile regression analysis

Quantitative Finance, Vol 13(8): 1241-1255
Posted: 25 Aug 2008 Last Revised: 04 May 2020
Giovanni Petrella and Reuben Segara
Università Cattolica del Sacro Cuore and University of Sydney Business School

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covered warrants, options, liquidity, bid-ask spread

15.

Option Bid-Ask Spread and Scalping Risk: Evidence from a Covered Warrants Market

Journal of Futures Markets, Vol. 26, No. 9, 843-867
Posted: 30 Nov 2005 Last Revised: 06 Sep 2010
Giovanni Petrella
Università Cattolica del Sacro Cuore

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covered warrants, scalpers, bid-ask spread

16.

Do 'Thinly-Traded' Stocks Benefit from Specialist Intervention?

Posted: 17 Jun 2004
Mahendrarajah Nimalendran and Giovanni Petrella
University of Florida - Department of Finance, Insurance and Real Estate and Università Cattolica del Sacro Cuore

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Thin Markets, Specialist, Market Quality, Trading Costs

17.

Are Euro Area Small Cap Stocks an Asset Class? Evidence from Mean-Variance Spanning Tests

Posted: 15 Jun 2004
Giovanni Petrella
Università Cattolica del Sacro Cuore

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Asset allocation, portfolio diversification, small cap stocks