Prof. Dr. Marti Subrahmanyam

Prof. Dr. Marti Subrahmanyam

Programmbereich:

Financial Markets

Position:

External Researcher, SAFE Fellow

Institution:

Stern School of Business at New York University

SAFE Publications

Forscher/innen	Titel	Programmbereich	Publiziert
Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno	Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina? Journal of Financial Economics	Financial Markets, Systemic Risk Lab	2016
Elena Carletti, Tommaso Oliviero, Marco Pagano, Loriana Pelizzon, Marti Subrahmanyam	The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy The Review of Corporate Finance Studies	Financial Markets	2020

SAFE Working Papers

Nr.	Forscher/innen	Titel	Programmbereich
247	Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova	Designated Market Makers: Competition and Incentives	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	Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods	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, Jun Uno	Central Bank-Driven Mispricing	Financial Markets, Macro Finance, Systemic Risk Lab
95	Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno	Sovereign Credit Risk, Liquidity, and ECB Intervention: Deus Ex Machina?	Financial Markets, Systemic Risk Lab

SAFE Policy Publications

Forscher/innen	Titel	Publiziert
Arnoud Boot, Elena Carletti, Rainer Haselmann, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Stephen Schaefer, Marti Subrahmanyam	The Coronavirus and Financial Stability Policy Letter No. 78	2020
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam	Corona and banking - A financial crisis in slow motion? An evaluation of the policy options White Paper No. 79	2021
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam	Corona and Financial Stability 4.0: Implementing a European Pandemic Equity Fund Policy Letter No. 84	2020
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam	Corona and Financial Stability 2.0: Act jointly now, but also think about tomorrow Policy Letter No. 79	2020
Arnoud Boot, Elena Carletti, Hans-Helmut Kotz, Jan Pieter Krahnen, Loriana Pelizzon, Marti Subrahmanyam	Corona and Financial Stability 3.0: Try equity -risk sharing for companies, large and small Policy Letter No. 81	2020

SAFE Research Projects

Forscher/innen	Projekt	Finanziert von	Status	Projektdauer	Publication Count
Virginia Gianinazzi, Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio	Securities Lending and Quantitative Easing	SAFE	Fortlaufend	2020	1
Marcel Bluhm, Co-Pierre Georg, Jan Pieter Krahnen, Jun E. Li, Xu Liu, Loriana Pelizzon, Mihaela-Simina Puscasu, Christian Schlag, Sascha Steffen, Marti Subrahmanyam, Matthias Thiemann, Jun Uno	Quantitative Easing and Financial (In)Stability	Volkswagen Stiftung	Beendet	2016	1
Zhiwu Hong, LinLin Niu, Loriana Pelizzon, Marti Subrahmanyam, Reiko Tobe, Davide Tomio, Jun Uno	The Impact of QE Interventions on Sovereign Bond Market Microstructure	Volkswagen Stiftung	Beendet	2016	1
Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno	Limits to Arbitrage in Sovereign Bonds: Price and Liquidity Discovery in High Frequency Quote Driven Markets	LOEWE	Beendet	2014	1
Loriana Pelizzon, Ryan Riordan, Satchit Sagade, Marti Subrahmanyam, Jun Uno, Jan Viebig, Christian Westheide	An Examination of the Strategic Behavior of High-Frequency Traders (HFTs)	LOEWE	Fortlaufend	2016	1
Jannic Cutura, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam, Davide Tomio, Jun Uno, Clara Vega	The Impact of QE Interventions on Market Liquidity and Limits to Arbitrage	LOEWE	Beendet	2016	1
Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova	Strategic Behavior of High Frequency Traders During the Market Pre-Opening Period	Europlace	Beendet	2014	1

In this Section: