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  • Dark Pool Trading Strategies, Market Quality and Welfare, JFE 2017
  • Lot Size Constraints and Market Quality: Evidence from the Borsa Italiana, FM 2015
  • Undisclosed Orders and Optimal Submission Strategies in a Limit Order Market, JFE 2013
  • 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

 

  • Optimal Market Access Fees, WFA 2019
  • Information, Liquidity and Dynamic Limit Order Markets, WFA 2018, AFA 2019, SAFE 2018
  • Trading Fees and Intermarket Competition, EFA 2017, Central Bank Conference on the Mcrostructure of Financial Markets 2017, 8th Erasmus Liquidity Conference 2017
  • Dark Pool Trading Strategies, Market Quality and Welfare, FIRS 2015
  • Tick Size: Theory and Evidence, WFA 2014
  • Sub-Penny and Queue-Jumping, EFA 2014
  • Dark Pool Trading Strategies, WFA 2011 and AFA 2012
  • Tick Size Regulation, and Sub-Penny Trading, EFA 2013, AFA 2012, Wharton Research Data Services (WRDS) EFMA2011 Conference Best Paper Award.

 

 

 

 

 

 

  

 

 The Microstructure of Financial Markets, Cambridge University Press 2009

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Modificato il 10/05/2019