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
Rank 7,256

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Top 7,256

in Total Papers Downloads

5,210

CITATIONS
Rank 19,391

SSRN RANKINGS

Top 19,391

in Total Papers Citations

16

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 1,786 (3,987)
Citation 12

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 965 (9,609)
Citation 1

Abstract:

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Dark Pool, Limit Order Book, Trading Strategies

3.

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 249 (98,424)
Citation 2

Abstract:

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limit order book, specialist, hybrid market

4.

Tick Size: Theory and Evidence

Rotman School of Management Working Paper No. 2485069, 27th Australasian Finance and Banking Conference 2014 Paper, Fisher College of Business Working Paper 2015-03-04, Charles A. Dice Center Working Paper No. 2015-04
Number of pages: 61 Posted: 22 Aug 2014 Last Revised: 19 Nov 2015
The Ohio State University - Fisher College of Business, University of Western Australia - Department of Accounting and Finance, Bocconi University and IGIER and Baffi Carefin, Bocconi University - Department of Finance and Université Paris Dauphine - Department of Finance
Downloads 150 (64,627)

Abstract:

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Limit Order Book, Tick Size, Market Quality, Welfare, JOBS Act

5.

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, University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 137 (93,578)

Abstract:

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

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, University of Western Australia - Department of Accounting and Finance and The Ohio State University - Fisher College of Business
Downloads 136 (133,850)
Citation 1

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 134 (177,109)

Abstract:

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mutual funds, portfolio choice, regulation