Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Matteo Aquilina"'
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Ibikunle, G, Aquilina, M, Diaz-Rainey, I & Sun, Y 2021, ' City goes dark : Dark trading and adverse selection in aggregate markets ', Journal of Empirical Finance, vol. 64, pp. 1-22 . https://doi.org/10.1016/j.jempfin.2021.08.002
We investigate the impact of dark trading on adverse selection in an aggregate market for trading UK stocks. Dark trading is linked to lower adverse selection risk and improved informational efficiency and liquidity in the aggregate market, even as l
Publikováno v:
Aquilina, M, Ibikunle, G, Mollica, V & Steffen, T 2022, ' The visible hand : Benchmarks, regulation and liquidity ', Journal of Financial Markets, vol. 61, 100734 . https://doi.org/10.1016/j.finmar.2022.100734
According to recent theoretical work, a more transparent and precise benchmark assessment should positively impact liquidity in the underlying market. We exploit a benchmark regime change in the $289 trillion interest rate swaps market to test this p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0d6f9ca56a614e1bffcdd8f5549ea723
https://www.pure.ed.ac.uk/ws/files/318433179/AquilinaEtal2022JFMTheVisibleHand.pdf
https://www.pure.ed.ac.uk/ws/files/318433179/AquilinaEtal2022JFMTheVisibleHand.pdf
Publikováno v:
Finance Research Letters. :103897
Autor:
Luca Fileti, Andrea Rubboli, Sabine Vecchio, Alessandra Reggi, Andrea Santarelli, Matteo Aquilina, Carolina Moretti, Giancarlo Piovaccari, Marco Balducelli, Daniele Grosseto
Publikováno v:
Journal of Cardiovascular Medicine. 21:869-873
Aims The purpose of this study was to verify the impact on the number and characteristics of coronary invasive procedures for acute coronary syndrome (ACS) of two hub centers with cardiac catheterization facilities, during the first month of lockdown
Publikováno v:
SSRN Electronic Journal.
We use stock exchange message data to quantify the negative aspect of high-frequency trading, known as “latency arbitrage.” The key difference between message data and widely-familiar limit order book data is that message data contain attempts to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52dd35a397f0726a16814cd1362c28a2
https://doi.org/10.3386/w29011
https://doi.org/10.3386/w29011
Autor:
Carolina, Moretti, Matteo, Aquilina, Gennaro, Santoro, Elisabetta, Varani, Sabine, Vecchio, Alessandra, Reggi, Andrea, Rubboli
Publikováno v:
Giornale italiano di cardiologia (2006). 22(3 Suppl 1)
Ventricular septal defect (VSD) is a rare but clinically severe complication of acute myocardial infarction. Although cardiac surgery is the gold standard to correct post-infarction VSD, transcatheter closure represents an effective therapeutic alter
Publikováno v:
SSRN Electronic Journal.
We use stock exchange message data to quantify the negative aspect of high-frequency trading, known as “latency arbitrage.” The key difference between message data and widely-familiar limit order book data is that message data contain attempts to
Publikováno v:
The Journal of the Economics of Ageing. 9:208-218
Improvements in life expectancy and the fall in interest rates have had a significant impact on annuity rates but not on their Money’s Worth (MW). Following the ban of gender-based price discrimination, MW has decreased for male annuitants and incr