Browsing Università Ca' Foscari Venezia by Author "Bellia, Mario <1979>"

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Browsing Università Ca' Foscari Venezia by Author "Bellia, Mario <1979>"

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  • Essays on empirical market microstructure and high frequency data 
    Bellia, Mario <1979> (Università Ca' Foscari Venezia, 2018-03-01)
    The first paper examines the role of High Frequency Traders (HFTs) as Designated Market Makers. I examine the liquidity provision, the trading behavior and the risk of being picked-off by other traders. I find that HFT ...