Luisella Bosetti

Borsa Italiana S.p.A.

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

637

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Effect of a Closing Call Auction on Market Quality and Trading Strategies

Number of pages: 45 Posted: 28 May 2008 Last Revised: 07 Aug 2010
Eugene Kandel, Barbara Rindi and Luisella Bosetti
Hebrew University of Jerusalem - Department of Economics, Bocconi University and IGIER and Baffi Carefin and Borsa Italiana S.p.A.
Downloads 414 (73,647)
Citation 4

Abstract:

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market structure, market quality, closing mechanism

The Impact of Large Orders in Electronic Markets

27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 43 Posted: 16 Aug 2014 Last Revised: 07 Oct 2018
Borsa Italiana S.p.A., University of Pavia - Department of Business Research, Free University of Bolzano-Bozen Faculty of Economics and Management and Free University of Bolzano-Bozen Faculty of Economics and Management
Downloads 129 (232,203)

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Large Orders, Electronic Exchange, Upstairs Market, Block Trading, Price Impact, Liquidity, Dark Pool

The Impact of Large Orders in Electronic Markets

International Review of Economics and Finance, 2018, Forthcoming
Number of pages: 54 Posted: 27 Oct 2018
Free University of Bolzano-Bozen Faculty of Economics and Management, Free University of Bolzano-Bozen Faculty of Economics and Management, University of Pavia - Department of Business Research and Borsa Italiana S.p.A.
Downloads 34 (486,512)

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Large Orders, Electronic exchange, Upstairs market, Dark Pool, Anonymous trading, Block trading, Block crossing rues, Price Impact, Liquidity, Market efficiency

3.

The Impact of a Closing Call Auction on Market Quality and Trading Strategies

Number of pages: 38 Posted: 02 Mar 2007
Eugene Kandel, Barbara Rindi and Luisella Bosetti
Hebrew University of Jerusalem - Department of Economics, Bocconi University and IGIER and Baffi Carefin and Borsa Italiana S.p.A.
Downloads 60 (373,625)

Abstract:

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market structure, market quality, closing mechanism