Mikel Tapia

Universidad Carlos III de Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 41,944

SSRN RANKINGS

Top 41,944

in Total Papers Downloads

1,054

SSRN CITATIONS
Rank 49,178

SSRN RANKINGS

Top 49,178

in Total Papers Citations

2

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.

Ultra-Fast Activity and Intraday Market Quality

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 11 Jun 2015 Last Revised: 11 Dec 2018
University of Oxford, City University London - Sir John Cass Business School, Universidad Carlos III, Madrid - Business Economics Department and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 602 (45,566)
Citation 3

Abstract:

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High Frequency Trading, HFT, Algorithmic Trading, Market Quality, Low Latency

2.

Globalization, Superstars, and the Importance of Reputation: Theory & Evidence from the Wine Industry

Chicago Booth School of Business Research Paper No. 09-13
Number of pages: 20 Posted: 15 Feb 2009 Last Revised: 07 Apr 2019
University of Chicago Booth School of Business, Universidad Carlos III de Madrid - Department of Business Administration and Aarhus University - Department of Economics
Downloads 223 (142,180)
Citation 3

Abstract:

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Reputation, Globalization, Wine

3.

Revisiting Tick Size: Implications from the SEC Tick Size Pilot

Number of pages: 40 Posted: 20 Jul 2017 Last Revised: 03 Aug 2017
José Penalva and Mikel Tapia
Universidad Carlos III, Madrid - Business Economics Department and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 102 (271,204)
Citation 3

Abstract:

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Market Quality, Tick Size, Tick Pilot, Quoted Spread, Depth, Volume

4.

The Informational Content of Limit Order Distributions During Market Auctions

Number of pages: 30 Posted: 13 Apr 2016
Federico Platania, Pedro Serrano and Mikel Tapia
University of Liege, University Carlos III of Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 51 (398,859)

Abstract:

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Call auction; pre-opening period; noise trader; partial-differential equation.

5.

Fragmentation vs. Consolidation in Spanish Stock Exchange. A Note

Number of pages: 16 Posted: 22 Mar 2016
Mikel Tapia
Universidad Carlos III de Madrid - Department of Business Administration
Downloads 43 (427,966)
Citation 2

Abstract:

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Competition, Fragmentation, MiFID

6.

Short-Selling Constraints Generate Overpricing: Evidence from Rule 201

Number of pages: 60 Posted: 14 Oct 2019
Universidad Carlos III de Madrid - Department of Business Administration, affiliation not provided to SSRN and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 24 (528,754)

Abstract:

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short selling bans, abnormal returns, asset liquidity, Rule 201, alternative uptick rule

7.

Voluntary Pre-Trade Anonymity and Market Liquidity

Number of pages: 24 Posted: 06 Aug 2019
Miguel Angel Martínez and Mikel Tapia
Universidad del País Vasco (UPV/EHU) and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 9 (610,670)

Abstract:

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voluntary trader anonymity, market liquidity, pre-trade transparency

8.

Disclosure and Liquidity in a Driven by Orders Market: Empirical Evidence from Panel Data

Investigaciones Economicas, Vol. 23, No. 3, pp. 339-370, 2008
Posted: 06 Feb 2009
Universidad de Alicante - Faculty of Economic and Business Sciences, Universidad Carlos III de Madrid - Department of Business Administration and IE Business School - IE University

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Disclosure, Liquidity, Market Microstructure