Publications

Matteo Aquilina, Jon Frost, Andreas Schrimpf (2023). Decentralised Finance (DeFi): A functional approach. CEPR Discussion Paper 17810.

Matteo Aquilina, Gbenga Ibikunle, Vito Mollica, Tom Steffen (2022). The visible hand: benchmarks, regulation, and liquidity. Journal of Financial Markets.

Matteo Aquilina, Eric Budish, Peter O'Neill (2022). Quantifying the high frequency trading 'arms race'. Quarterly Journal of Economics.

Gbenga Ibikunle, Matteo Aquilina, Ivan Diaz Rainey, Yuxin Sun (2021). City goes dark: Dark trading and adverse selection in aggregate markets. Journal of Empirical Finance.

Matteo Aquilina, Karen Croxson, Gian Giacomo Valentini, Zhuowei Sun (2021). Fixed Income ETFs: secondary market participation and resilience during times of stress. FCA Research Note.

Matteo Aquilina, Karen Croxson, Gian Giacomo Valentini, Lachlan Vass (2020). Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress. Economics Letters.

Matteo Aquilina, Francesco Andrea Pirrone (2020). The effects of regulating benchmarks. Economics Letters.

Matteo Aquilina, Felix Suntheim (2017). Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data. The Journal of Fixed Income.

Matteo Aquilina, Robert Baker, Tommaso Majer (2017). The Money’s Worth of annuities in the UK between 2006 and 2014. The Journal of the Economics of Ageing.

Matteo Aquilina, Carla Ysusi (2016). Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market. Market Microstructure and Liquidity.

Matteo Aquilina, Sean Foley, Peter O'Neill, Thomas Ruf (2016). Asymmetries in Dark Pool Reference Prices. FCA Occasional Paper 21.

Matteo Aquilina (2011). Quantity De-restriction in the Taxi Market Results from English Case Studies. Journal of Transport Economics and Policy.

Matteo Aquilina, Rainer Klump, Carlo Pietrobelli (2006). Factor Substitution, Average Firm Size and Economic Growth. Small Business Economics.

Carlo Pietrobelli, Roberta Rabellotti, Matteo Aquilina (2004). An Empirical Study of the Determinants of Self-employment in Developing Countries. Journal of International Development.

Matteo Aquilina (2004). A Study on Labour Standards, International Trade and Economic Performance. Annali della Fondazione Luigi Einaudi.