Cestonaro, Tino /
Trimpe, Niklas
(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
Cestonaro, Tino
(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
Bender, Micha /
Cestonaro, Tino /
Schmidt, Julian
(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
Cestonaro, Tino /
Panz, Sven
(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
Bender, Micha /
Cestonaro, Tino /
Gomber, Peter /
Koch, Jascha-Alexander
(2021)
Research Unbundling and COVID-19: Will Europe’s Capital Markets Recovery Package Help?
Journal of Investing, Vol. 31, No. 1, pp. 96-107