Matteo Aquilina : Citation Profile

Bank for International Settlements (BIS) (50% share)
Macquarie University (50% share)

5

H index

4

i10 index

91

Citations

RESEARCH PRODUCTION:

15

Articles

8

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 4
   Journals where Matteo Aquilina has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 4 (4.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paq7
   Updated: 2026-03-28    RAS profile: 2025-03-18    
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Relations with other researchers

Works with:

Schrimpf, Andreas (3)

Frost, Jon (2)

Cornelli, Giulio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matteo Aquilina.

Is cited by:

Odhiambo, Nicholas (5)

Asongu, Simplice (5)

Congregado, Emilio (3)

Tyrowicz, Joanna (2)

Terjesen, Siri (2)

Sciulli, Dario (2)

Signorelli, Marcello (2)

Chen, Yan (2)

Yu, Shu (2)

Frijns, Bart (2)

Moreno-Monroy, Ana (2)

Cites to:

Menkveld, Albert (16)

Brogaard, Jonathan (9)

Zhu, Haoxiang (7)

Roth, Alvin (6)

Frost, Jon (6)

Milgrom, Paul (5)

van Kervel, Vincent (5)

Putnins, Talis (5)

Auer, Raphael (5)

Goldstein, Michael (5)

Duffie, Darrell (5)

Main data

Where Matteo Aquilina has published?

Journals with more than one article published# docs
BIS Quarterly Review2
Economics Letters2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements5

Recent works citing Matteo Aquilina (2025 and 2024)

YearTitle of citing document
2025Stablecoin growth - policy challenges and approaches. (2025). Aldasoro, Iaki ; Lewrick, Ulf ; Aquilina, Matteo ; Lim, Sang Hyuk. In: BIS Bulletins. RePEc:bis:bisblt:108.

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2025Cryptocurrencies and decentralised finance: functions and financial stability implications. (2025). Gambacorta, Leonardo ; Frost, Jon ; Cornelli, Giulio ; Aquilina, Matteo. In: BIS Papers. RePEc:bis:bisbps:156.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2026What data have told us about decentralized finance. (2026). Len, Jaime Castillo ; Lehar, Alfred. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001841.

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2024Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143.

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2024Deferred annuities with gender-neutral pricing: Benefitting most women without adversely affecting too many men. (2024). Ying, Yinan ; Lau, Sau-Him Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001398.

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2025Execution risk and price improvement under dark pools. (2025). Ladley, Daniel ; Valenzuela, Marcela ; Litos, Evangelos ; Bernales, Alejandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001290.

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2024Information asymmetry and public response: Evidence from the housing market. (2024). Feng, Guimei ; Wang, Xiaodong ; Zhang, LI ; Xu, Jiayi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005238.

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2024Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Mikosch, Thomas ; Vilandt, Frederik ; Rahbek, Anders. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299.

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2025Decentralized finance (literacy) today and in 2034: Initial insights from Singapore and beyond. (2025). Liebau, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s156601412500127x.

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2024Competitive dynamics between decentralized and centralized finance lending markets. (2024). Ryu, Doojin ; Son, Jaemin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006318.

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2024The relevance of dark trading for information acquisition in the German stock market. (2024). Smales, Lee ; Ekanayake, Deelaka ; Wen, Yuanji. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012741.

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2025V-shapes. (2025). Ren, Roberto ; Flora, Maria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:179:y:2025:i:c:s0378426625001414.

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2025Why DeFi lending? Evidence from Aave V2. (2025). Reghezza, Alessio ; Cornelli, Giulio ; Garratt, Rodney ; Gambacorta, Leonardo. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:63:y:2025:i:c:s1042957325000348.

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2025DeFi: Mirage or reality? Unveiling wealth centralization risk in Decentralized Finance. (2025). Sapkota, Niranjan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001391.

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2024To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report. (2024). Lepone, Andrew ; Galati, Luca ; Benenchia, Matteo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000623.

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2025Identity, crimes, and law enforcement in the Metaverse. (2025). Hui, Pan ; Wang, Yuyang ; Qin, Hua Xuan. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-024-04266-w.

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2024An inquiry into the drivers of an entrepreneurial economy: A Bayesian clustering approach. (2024). Congregado, Emilio ; Rodriguez-Santiago, Ana ; Camacho, Maximo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00863-9.

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2025Self-employment of immigrants and natives: an empirical analysis using the Integrated values Survey. (2025). Zafar, Sameen ; Ammara, Suman. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01953-3.

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2024A tale of two cities: Inter-market latency and fast-trader competition. (2024). Scharnowski, Stefan ; Sagade, Satchit ; Westheide, Christian ; Theissen, Erik. In: SAFE Working Paper Series. RePEc:zbw:safewp:303051.

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Works by Matteo Aquilina:

YearTitleTypeCited
2020Quantifying the High-Frequency Trading “Arms Race†: A Simple New Methodology and Estimates In: Working Papers.
[Full Text][Citation analysis]		paper13
2023CP and CDs markets: a primer In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2025Commonality under pressure: banks and funds In: BIS Quarterly Review.
[Full Text][Citation analysis]		article0
2023Sharks in the dark: quantifying HFT dark pool latency arbitrage In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2024Sharks in the dark: Quantifying HFT dark pool latency arbitrage.(2024) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2024Regulation, information asymmetries and the funding of new ventures In: BIS Working Papers.
[Full Text][Citation analysis]		paper0
2024Decentralised dealers? examining liquidity provision in decentralised exchanges In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2024Through stormy seas: how fragile is liquidity across asset classes and time? In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
2021Quantifying the high-frequency trading arms race In: BIS Working Papers.
[Full Text][Citation analysis]		paper11
2021Quantifying the High-Frequency Trading Arms Race.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2022Quantifying the High-Frequency Trading “Arms Race”.(2022) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2020The effects of regulating benchmarks In: Economics Letters.
[Full Text][Citation analysis]		article2
2020Fixed income ETFs: Primary market participation and resilience of liquidity during periods of stress In: Economics Letters.
[Full Text][Citation analysis]		article0
2021City goes dark: Dark trading and adverse selection in aggregate markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2023Authorised participants as shock absorbers in fixed-income ETFs In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022The visible hand: benchmarks, regulation, and liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article1
2024Tackling the risks in crypto: Choosing among bans, containment and regulation In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article1
2017The Money’s Worth of annuities in the UK between 2006 and 2014 In: The Journal of the Economics of Ageing.
[Full Text][Citation analysis]		article1
2006Factor Substitution, Average Firm Size and Economic Growth In: Small Business Economics.
[Full Text][Citation analysis]		article19
2024Decentralized Finance (DeFi): A Functional Approach In: Journal of Financial Regulation.
[Full Text][Citation analysis]		article5
2011Quantity De-restriction in the Taxi Market Results from English Case Studies In: Journal of Transport Economics and Policy.
[Full Text][Citation analysis]		article1
2004An empirical study of the determinants of self-employment in developing countries In: Journal of International Development.
[Full Text][Citation analysis]		article25
2020Quantifying the High-Frequency Trading Arms Race: A Simple New Methodology and Estimates In: Working Papers.
[Full Text][Citation analysis]		paper2

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