Giovanni Petrella

Università Cattolica del Sacro Cuore

Professor of Banking & Finance

Largo Gemelli 1

Milano, 20123

Italy

SCHOLARLY PAPERS

13

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29

CROSSREF CITATIONS

17

Scholarly Papers (13)

MiFID, Reg NMS and Competition Across Trading Venues in Europe and United States

Number of pages: 25 Posted: 04 Aug 2009
Giovanni Petrella
Università Cattolica del Sacro Cuore
Downloads 946 (29,515)
Citation 8

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regulation NMS, MiFID directive, best execution, fragmentation, market data consolidation

MiFID, Reg NMS and Competition Across Trading Venues in Europe and United States

Journal of Financial Regulation and Compliance, Forthcoming
Posted: 15 Jan 2009 Last Revised: 15 Sep 2009
Giovanni Petrella
Università Cattolica del Sacro Cuore

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Regulation NMS, MiFID directive, Best execution, Market data consolidation, Fragmentation

2.

Supervisors as Information Producers: Do Stress Tests Reduce Bank Opaqueness?

Number of pages: 36 Posted: 07 Dec 2011 Last Revised: 20 Mar 2012
Giovanni Petrella and Andrea Resti
Università Cattolica del Sacro Cuore and Bocconi University - Department of Finance
Downloads 614 (53,916)
Citation 21

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stress tests, financial crises, event study

Internalization in European Equity Markets Following the Adoption of the EU Mifid Directive

Number of pages: 19 Posted: 31 Jan 2007 Last Revised: 22 Jan 2009
Giovanni Petrella and Mario Anolli
Università Cattolica del Sacro Cuore and Università Cattolica del S. Cuore
Downloads 310 (120,062)
Citation 1

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MiFID Directive, Internalization, Market Making Revenues, Italian Stock Exchange

Internalization in European Equity Markets Following the Adoption of the EU MifID Directive

Journal of Trading, Vol. 2, No. 2, pp. 77-88, Spring 2007
Posted: 12 Apr 2007
Mario Anolli and Giovanni Petrella
Università Cattolica del S. Cuore and Università Cattolica del Sacro Cuore

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MiFID Directive, Internalization, Market Making Revenues, Italian Stock Exchange

4.

Price Changes Around Hedge Fund Trades: Disentangling Trading and Disclosure Effects

Journal of Management & Governance, Forthcoming
Number of pages: 30 Posted: 01 Nov 2011 Last Revised: 05 Apr 2013
Ettore Croci and Giovanni Petrella
Catholic University of the Sacred Heart of Milan and Università Cattolica del Sacro Cuore
Downloads 148 (241,742)
Citation 3

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hedge funds, Italian stock market, price impact, disclosure

5.

Basel 3 and the Liquidity of Corporate and Government Bonds in Europe

Bancaria No. 03-2013
Number of pages: 14 Posted: 07 Jul 2013
Giovanni Petrella and Andrea Resti
Università Cattolica del Sacro Cuore and Bocconi University - Department of Finance
Downloads 119 (285,891)

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Liquidity risk, Liquidity coverage ratio, high quality risky asset, Basel 3

6.

An Empirical Analysis of Eurozone Government Bonds Liquidity: Determinants, Predictability and Implications for the New Bank Prudential Rules

BAFFI CAREFIN Centre Research Paper No. 2016-45
Number of pages: 54 Posted: 22 Dec 2016
Giovanni Petrella and Andrea Resti
Università Cattolica del Sacro Cuore and Bocconi University - Department of Finance
Downloads 84 (359,375)

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liquidity risk; liquidity coverage ratio; high-quality liquid assets (HQLAs); Basel 3; Basel Committee

Are Euro Area Small Cap Stocks an Asset Class? Evidence from Mean-Variance Spanning Tests

European Financial Management, Vol. 11, No. 2, pp. 229-253, March 2005
Number of pages: 25 Posted: 14 May 2012
Giovanni Petrella
Università Cattolica del Sacro Cuore
Downloads 20 (649,098)
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Are Euro Area Small Cap Stocks an Asset Class? Evidence from Mean-Variance Spanning Tests

Posted: 15 Jun 2004
Giovanni Petrella
Università Cattolica del Sacro Cuore

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Asset allocation, portfolio diversification, small cap stocks

8.

Regulation and Stock Market Quality: The Impact of MiFID II Provision on Research Unbundling

International Review of Financial Analysis, Forthcoming
Posted: 21 Jun 2021
Giulio Anselmi and Giovanni Petrella
Catholic University of the Sacred Heart of Milan and Università Cattolica del Sacro Cuore

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MiFID II, Analyst coverage, Sell-side research

9.

Order Flow Fragmentation and Flight-To-Transparency during Stressed Market Conditions: Evidence from COVID-19

Finance Research Letters, Forthcoming
Posted: 17 Jun 2021
Giulio Anselmi, Giovanni Petrella and Mahendrarajah Nimalendran
Catholic University of the Sacred Heart of Milan, Università Cattolica del Sacro Cuore and University of Florida - Department of Finance, Insurance and Real Estate

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COVID-19, Fragmentation, Dark trading, Stressed market conditions

10.

Do Firms Get What They Pay For? A Second Thought on Over-Allotment Option in IPOs

Quarterly Review of Economics and Finance, Vol. 63, pp. 219-232, 2017
Posted: 19 Feb 2016 Last Revised: 17 Mar 2017
Emanuele Bajo, Massimiliano Barbi and Giovanni Petrella
University of Bologna - Department of Economics, University of Bologna - Department of Management and Università Cattolica del Sacro Cuore

Abstract:

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Over-Allotment Option; IPO; Price Stabilization; Underpricing

11.

The bid-ask spread of bank-issued options: A quantile regression analysis

Quantitative Finance, Vol 13(8): 1241-1255
Posted: 25 Aug 2008 Last Revised: 04 May 2020
Giovanni Petrella and Reuben Segara
Università Cattolica del Sacro Cuore and University of Sydney Business School

Abstract:

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covered warrants, options, liquidity, bid-ask spread

12.

Option Bid-Ask Spread and Scalping Risk: Evidence from a Covered Warrants Market

Journal of Futures Markets, Vol. 26, No. 9, 843-867
Posted: 30 Nov 2005 Last Revised: 06 Sep 2010
Giovanni Petrella
Università Cattolica del Sacro Cuore

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covered warrants, scalpers, bid-ask spread

13.

Do 'Thinly-Traded' Stocks Benefit from Specialist Intervention?

Posted: 17 Jun 2004
Mahendrarajah Nimalendran and Giovanni Petrella
University of Florida - Department of Finance, Insurance and Real Estate and Università Cattolica del Sacro Cuore

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Thin Markets, Specialist, Market Quality, Trading Costs