Sabrina Buti

Université Paris Dauphine - Department of Finance

Professor

Place du Maréchal de Lattre de Tassigny

Paris Cedex 16, 75775

France

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 7,494

in Total Papers Downloads

5,935

CITATIONS
Rank 12,666

SSRN RANKINGS

Top 12,666

in Total Papers Citations

59

Scholarly Papers (7)

1.

Diving Into Dark Pools

Charles A. Dice Center Working Paper No. 2010-10, Fisher College of Business Working Paper No. 2010-03-010
Number of pages: 59 Posted: 26 Jun 2010 Last Revised: 29 Mar 2016
Sabrina Buti, Barbara Rindi and Ingrid M. Werner
Université Paris Dauphine - Department of Finance, Bocconi University and IGIER and Baffi Carefin and The Ohio State University - Fisher College of Business
Downloads 2,748 (4,200)
Citation 29

Abstract:

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Dark pools, fragmentation, market quality, price discovery, market efficiency, SEC, microstructure

2.

Dark Pool Trading Strategies, Market Quality and Welfare

Journal of Financial Economics (JFE), Forthcoming, AFA 2012 Chicago Meetings Paper, Charles A. Dice Center Working Paper No. 2010-6 , Fisher College of Business Working Paper No. 2010-03-06
Number of pages: 53 Posted: 18 Mar 2010 Last Revised: 07 Jan 2016
Sabrina Buti, Barbara Rindi and Ingrid M. Werner
Université Paris Dauphine - Department of Finance, Bocconi University and IGIER and Baffi Carefin and The Ohio State University - Fisher College of Business
Downloads 1,637 (9,994)
Citation 11

Abstract:

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Dark Pool, Limit Order Book, Trading Strategies

3.

Tick Size, Trading Strategies and Market Quality

Fisher College of Business Working Paper No. 2019-03-03, Charles A. Dice Center Working Paper No. 2019-3, Université Paris-Dauphine Research Paper No. 3330807
Number of pages: 54 Posted: 08 Feb 2019
The Ohio State University - Fisher College of Business, The University of Western Australia - Department of Accounting and Finance, Bocconi University and IGIER and Baffi Carefin and Université Paris Dauphine - Department of Finance
Downloads 564 (47,318)
Citation 1

Abstract:

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limit order markets, tick size, liquidity, market microstructure

4.

Sub-Penny and Queue-Jumping

Charles A. Dice Center Working Paper No. 2013-18, Fisher College of Business Working Paper No. 2013-03-18, Rotman School of Management Working Paper No. 2350424
Number of pages: 53 Posted: 06 Nov 2013 Last Revised: 06 Aug 2015
Université Paris Dauphine - Department of Finance, Bocconi University - Department of Finance, Bocconi University and IGIER and Baffi Carefin, The University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 342 (86,759)
Citation 10

Abstract:

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Sub-penny trading, fragmentation, dark pools, market quality, price discovery, market efficiency, SEC, microstructure

5.

A Challenger to the Limit Order Book: The NYSE Specialist

EFA 2007 Ljubljana Meetings Paper
Number of pages: 35 Posted: 27 Feb 2007
Sabrina Buti
Université Paris Dauphine - Department of Finance
Downloads 280 (107,954)

Abstract:

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limit order book, specialist, hybrid market

6.

Tick Size Regulation and Sub-Penny Trading

Charles A. Dice Center Working Paper No. 2013-14, Fisher College of Business Working Paper No. 2013-03-14, Rotman School of Management Working Paper No. 2324862
Number of pages: 67 Posted: 15 Sep 2013
Université Paris Dauphine - Department of Finance, Bocconi University and IGIER and Baffi Carefin, The University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 220 (138,020)
Citation 3

Abstract:

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Tick Size, Sub-Penny Trading, Limit Order Books, Dark Pools, Internalized Trades

7.

Asset Choice Regulation in Mutual Funds

EFA 2004 Maastricht Meetings Paper No. 3516
Number of pages: 55 Posted: 22 Jul 2004
Sabrina Buti
Université Paris Dauphine - Department of Finance
Downloads 144 (201,036)

Abstract:

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mutual funds, portfolio choice, regulation