Personal page
-
Undisclosed Orders and Optimal Submission Strategies in a Limit Order Market, forthcoming JFE
-
The Impact of a Closing Call Auction on Market Quality and Traders' Strategies, JFI 2012
-
Market Makers as Information Providers: the Natural Experiment of Star, JEF 2010
-
Dark Pool Trading Strategies, WFA 2011 and AFA 2012
-
Tick Size Regulation, Intermarket Competition and Sub-Penny Trading, AFA 2012, Wharton Research Data Services (WRDS) EFMA2011 Conference Best Paper Award
|
Last updated January 17, 2013
© |
IGIER - Università Bocconi |
|
|
|
|
