M.Sc. Tino Cestonaro
Research Assistant
Tino Cestonaro completed his undergraduate studies in Economics at the Justus-Liebig university of Gießen with a focus on econometrics and finance. Afterwards, he studied Business Administration at the Goethe University in Frankfurt where he received his master’s degree in March 2020. During his studies, Tino worked as a student assistant at the Chair of Statistics and Econometrics of Prof. Peter Winker. Furthermore, he gained professional experience working at Deka Investment, Deloitte and Catana Capital.
Since April 2020, Tino is a research assistant at the chair of e-Finance.
Publications
VHB B
(2025)
A Long-Term Analysis of Research Unbundling: Implications for Research Provision and Market Quality
Journal of Business Economics, Vol. 95, No. 2-3, pp. 333-384
No VHB Rating
(2025)
Efficient or Not? Price Measures in Market Microstructure
Working Paper, presented at the 41st International Conference of the French Finance Association (AFFI), Dijon, France, and the 30th Forecasting Financial Markets Conference, Venice, Italy
(2024)
High-Frequency Trading and Price Discovery: The Role of Strategic Runs
Working Paper, 41st International Conference of the French Finance Association, 30th Forecasting Financial Markets Conference, and presented at the PhD research seminar 2024, Department of Finance, University of Melbourne
(2023)
Lead-Lag Relationships in Market Microstructure
Working Paper, presented at London/Oxford/Warwick Financial Mathematics Workshop 2023, Oxford Man-Institute Seminar 2023, Man AHL Seminar 2023, Oxford, UK, and SWFA 2024, Las Vegas, US
(2023)
High-Frequency Price Formation in Fragmented Equity Markets
Working Paper, presented at Forecasting Financial Markets Conference 2022, European Financial Management Association Annual Meeting 2023, Financial Management Association Annual Meeting 2023, and Southern Finance Association Annual Meeting 2023
(2021)
Research Unbundling and COVID-19: Will Europe’s Capital Markets Recovery Package Help?
Journal of Investing, Vol. 31, No. 1, pp. 96-107
Sponsors
The following sponsors support efl - the Data Science Institute Frankfurt
