Mikel Tapia

Universidad Carlos III de Madrid - Department of Business Administration

Calle Madrid 126

Getafe, Madrid, Madrid 28903

Spain

SCHOLARLY PAPERS

8

DOWNLOADS

1,331

SSRN CITATIONS
Rank 47,480

SSRN RANKINGS

Top 47,480

in Total Papers Citations

4

CROSSREF CITATIONS

9

Scholarly Papers (8)

1.

Ultra-Fast Activity and Intraday Market Quality

Journal of Banking & Finance 99 (2019): 157-181.
Number of pages: 61 Posted: 11 Jun 2015 Last Revised: 21 Jul 2021
University of Oxford, City University London - The Business School, Universidad Carlos III, Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 670 (60,991)
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 and Business Economics
Downloads 247 (191,000)
Citation 4

Abstract:

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Reputation, Globalization, Wine

3.

Revisiting Tick Size: Implications from the SEC Tick Size Pilot

Paper published as: Heterogeneity and Competition in Fragmented Markets: Fees vs Speed, in Applied Mathematical Finance, https://doi.org/10.1080/1350486X.2021.1960574
Number of pages: 40 Posted: 20 Jul 2017 Last Revised: 10 Jan 2022
José Penalva and Mikel Tapia
Universidad Carlos III, Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 183 (253,351)
Citation 7

Abstract:

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

4.

Operate, Not Amputate: A Surgical Approach to Dealing with Toxic Short Selling

Number of pages: 55 Posted: 05 May 2022 Last Revised: 22 Mar 2023
Oscar H. Florindo, José Penalva and Mikel Tapia
Universidad CEU San Pablo, Universidad Carlos III, Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 69 (501,414)

Abstract:

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Short sale bans, Rule 201, overpricing, price efficiency, price discovery

5.

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 Liège, University Carlos III of Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 68 (505,292)

Abstract:

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

6.

Fragmentation vs. Consolidation in Spanish Stock Exchange. A Note

Number of pages: 29 Posted: 22 Mar 2016
Mikel Tapia
Universidad Carlos III de Madrid - Department of Business Administration
Downloads 65 (517,192)
Citation 1

Abstract:

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Competition, Fragmentation, MiFID

7.

Voluntary Pre-Trade Anonymity and Market Liquidity

Number of pages: 29 Posted: 06 Aug 2019
Miguel Angel Martínez and Mikel Tapia
University of the Basque Country and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 29 (708,209)

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