| 395 | Ruggero Jappelli, Loriana Pelizzon, Marti Subrahmanyam | Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates |
Financial Markets
|
| 95 | Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno | Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? |
Financial Markets,
Systemic Risk Lab
|
| 247 | Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova | Market Liquidity and Competition Among Designated Market Makers |
Financial Markets,
Systemic Risk Lab
|
| 230 | Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam | Lighting up the Dark: Liquidity in the German Corporate Bond Market |
Financial Markets,
Systemic Risk Lab
|
| 275 | Loriana Pelizzon, Max Riedel, Zorka Simon, Marti Subrahmanyam | Collateral Eligibility of Corporate Debt in the Eurosystem |
Financial Markets,
Macro Finance,
Systemic Risk Lab
|
| 144 | Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova | High Frequency Traders without Trading: Price Discovery and Liquidity Provision in the Pre-Opening Period |
Financial Markets,
Systemic Risk Lab
|
| 285 | Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti Subrahmanyam | The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy |
Financial Markets
|
| 182 | Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova | Coming Early to the Party |
Financial Markets,
Systemic Risk Lab
|
| 226 | Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio | Central Bank-Driven Mispricing |
Financial Markets,
Macro Finance,
Systemic Risk Lab
|
