Follow
Matteo Aquilina
Matteo Aquilina
Verified email at bis.org - Homepage
Title
Cited by
Cited by
Year
Quantifying the high-frequency trading “arms race”
M Aquilina, E Budish, P O’Neill
The Quarterly Journal of Economics 137 (1), 493-564, 2022
1532022
An empirical study of the determinants of self‐employment in developing countries
C Pietrobelli, R Rabellotti, M Aquilina
Journal of International Development 16 (6), 803-820, 2004
1352004
Factor substitution, average firm size and economic growth
M Aquilina, R Klump, C Pietrobelli
Small Business Economics 26, 203-214, 2006
912006
Impact of transport infrastructure on economic growth
N Afraz, M Aquilina, M Conti, A Lilico
Annex 6 to Final Report of COMPETE: Analysis of the Contribution of …, 2006
35*2006
Liquidity in the UK corporate bond market: evidence from trade data
M Aquilina, F Suntheim
The Journal of Fixed Income 26 (3), 49, 2017
33*2017
Sharks in the dark: Quantifying HFT dark pool latency arbitrage
M Aquilina, S Foley, P O'Neill, T Ruf
Journal of Economic Dynamics and Control 158, 104786, 2024
31*2024
Are high-frequency traders anticipating the order flow? Cross-venue evidence from the UK market
M Aquilina, C Ysusi
Market Microstructure and Liquidity 2 (03n04), 1750005, 2016
23*2016
Decentralised Finance (DeFi): a functional approach
M Aquilina, J Frost, A Schrimpf
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4325095, 2023
222023
Addressing the risks in crypto: laying out the options
M Aquilina, J Frost, A Schrimpf
BIS Bulletin 66, 2023
202023
City goes dark: Dark trading and adverse selection in aggregate markets
G Ibikunle, M Aquilina, I Diaz-Rainey, Y Sun
Journal of Empirical Finance 64, 1-22, 2021
19*2021
Quantity De-restriction in the Taxi Market Results from English Case Studies
M Aquilina
Journal of Transport Economics and Policy (JTEP) 45 (2), 179-195, 2011
192011
Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress
M Aquilina, K Croxson, GG Valentini, L Vass
Economics Letters 193, 109249, 2020
142020
The visible hand: benchmarks, regulation, and liquidity
M Aquilina, G Ibikunle, V Mollica, T Steffen
Journal of Financial Markets 61, 100734, 2022
13*2022
The Money’s Worth of annuities in the UK between 2006 and 2014
M Aquilina, R Baker, T Majer
The Journal of the Economics of Ageing 9, 208-218, 2017
12*2017
How do participants behave during flash events? Evidence from the UK equity market
M Aquilina, B Eyles, J Shao, C Ysusi
Financial Conduct Authority Research Note, London, 2018
10*2018
Market-based finance: its contributions and emerging issues
M Aquilina, W Kraus
FCA Occasional Paper, 2016
82016
The effects of regulating benchmarks
M Aquilina, FA Pirrone
Economics letters 186, 108512, 2020
72020
Tackling the risks in crypto: Choosing among bans, containment and regulation
M Aquilina, J Frost, A Schrimpf
Journal of the Japanese and International Economies 71, 101286, 2024
42024
CP and CDs markets: a primer
M Aquilina, A Schrimpf, K Todorov
BIS Quarterly Review, 63-76, 2023
32023
Transparency in the UK bond markets: an overview
M Aquilina, D Butterworth, F Suntheim, C Winkler, C Ysusi
FCA Occasional Paper, 2015
22015
The system can't perform the operation now. Try again later.
Articles 1–20