Quantifying the high-frequency trading “arms race” M Aquilina, E Budish, P O’Neill The Quarterly Journal of Economics 137 (1), 493-564, 2022 | 157* | 2022 |
An empirical study of the determinants of self‐employment in developing countries C Pietrobelli, R Rabellotti, M Aquilina Journal of International Development 16 (6), 803-820, 2004 | 136 | 2004 |
Factor substitution, average firm size and economic growth M Aquilina, R Klump, C Pietrobelli Small Business Economics 26, 203-214, 2006 | 91 | 2006 |
Sharks in the dark: Quantifying HFT dark pool latency arbitrage M Aquilina, S Foley, P O'Neill, T Ruf Journal of Economic Dynamics and Control 158, 104786, 2024 | 33* | 2024 |
Liquidity in the UK corporate bond market: evidence from trade data M Aquilina, F Suntheim The Journal of Fixed Income 26 (3), 49, 2017 | 33* | 2017 |
Impact of transport infrastructure on economic growth N Afraz, M Aquilina, M Conti, A Lilico Annex 6 to Final Report of COMPETE: Analysis of the Contribution of …, 2006 | 33* | 2006 |
Decentralised Finance (DeFi): a functional approach M Aquilina, J Frost, A Schrimpf https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4325095, 2023 | 23 | 2023 |
Addressing the risks in crypto: laying out the options M Aquilina, J Frost, A Schrimpf BIS Bulletin 66, 2023 | 20 | 2023 |
Are high-frequency traders anticipating the order flow? Cross-venue evidence from the UK market M Aquilina, C Ysusi Market Microstructure and Liquidity 2 (03n04), 1750005, 2016 | 20* | 2016 |
City goes dark: Dark trading and adverse selection in aggregate markets G Ibikunle, M Aquilina, I Diaz-Rainey, Y Sun Journal of Empirical Finance 64, 1-22, 2021 | 19* | 2021 |
Quantity De-restriction in the Taxi Market Results from English Case Studies M Aquilina Journal of Transport Economics and Policy (JTEP) 45 (2), 179-195, 2011 | 19 | 2011 |
Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress M Aquilina, K Croxson, GG Valentini, L Vass Economics Letters 193, 109249, 2020 | 14 | 2020 |
The visible hand: benchmarks, regulation, and liquidity M Aquilina, G Ibikunle, V Mollica, T Steffen Journal of Financial Markets 61, 100734, 2022 | 13* | 2022 |
The Money’s Worth of annuities in the UK between 2006 and 2014 M Aquilina, R Baker, T Majer The Journal of the Economics of Ageing 9, 208-218, 2017 | 12* | 2017 |
How do participants behave during flash events? Evidence from the UK equity market M Aquilina, B Eyles, J Shao, C Ysusi Financial Conduct Authority Research Note, London, 2018 | 10* | 2018 |
Market-based finance: its contributions and emerging issues M Aquilina, W Kraus FCA Occasional Paper, 2016 | 8 | 2016 |
The effects of regulating benchmarks M Aquilina, FA Pirrone Economics Letters 186, 108512, 2020 | 7 | 2020 |
Tackling the risks in crypto: Choosing among bans, containment and regulation M Aquilina, J Frost, A Schrimpf Journal of the Japanese and International Economies 71, 101286, 2024 | 5 | 2024 |
CP and CDs markets: a primer M Aquilina, A Schrimpf, K Todorov BIS Quarterly Review, 63-76, 2023 | 3 | 2023 |
Transparency in the UK bond markets: an overview M Aquilina, D Butterworth, F Suntheim, C Winkler, C Ysusi FCA Occasional Paper, 2015 | 2 | 2015 |