JP Morgan / Liquidity / Salomon / High-Frequency Quote-Driven / MTS Group / Bloomberg / Reuters / Eurex / /
Country
Germany / Netherlands / Italy / Slovenia / Belgium / France / Austria / Portugal / Finland / Spain / Greece / Ireland / /
Currency
EUR / / /
Event
Debt Financing / /
Facility
Foscari University of Venice / New York University / Goethe University / Waseda University / Einaudi Institute of Economics / /
IndustryTerm
bank / individual national banks / futures instruments using algorithms / /
MarketIndex
NYSE composite / /
Organization
Euro-zone government / Italian government / SAFE Center / New York University / Goethe University Frankfurt / University of Venice / Copenhagen Business School / European government / European Central Bank / Stern School of Business / NYU Stern Center for Global Economy and Business / Waseda University / EUREX Futures Market Structure and Data Italian government / European Union / Einaudi Institute of Economics and Finance / /
Person
Marti G Subrahmanyam Davide Tomio Jun / Mario Draghi / Christine Sheeka / Alberto Campari / Stefano Bellani / Simon Linwood / Mancini / /
Position
President / Corresponding author / single player / trader / dealer / Marshall / /
Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets ∗ Loriana Pelizzon Marti G Subrahmanyam