CALAMIA Anna

MENKVELD, A. J., A. DREBER, F. HOLZMEISTER, J. HUBER, M. JOHANNESSON, M. KIRCHLER, S. NEUSÜSS, M. RAZEN, U. WEITZEL, A. CALAMIA, D. MELOSO, "Nonstandard Errors", Journal of Finance, 2024, vol. 79, no. 3, pp. 2339-2390 [fnege: 1, ft, abs: 4]

CALAMIA, A., L. DEVILLE, F. RIVA, "Liquidity provision in ETF markets: The basket and beyond", Finance, 2019, vol. 1/40, pp. 53-85 [cnrs: 2, fnege: 2]

CALAMIA, A., L. DEVILLE, F. RIVA, "Liquidity in European Equity ETFS: What really matters?", RB Bankers, Markets & Investors, 2013, vol. Issue 124, pp. 60-72

CALAMIA, A., "Market microstructure: theory and empirics", LEM Working Papers, 1999, vol. 19, pp. 1-47

CALAMIA, A., "THE BTP FUTURES CONTRACTS: INTEREST RATE RISK HEDGING AND EXCHANGE RATE CRISES", Giornale degli Economisti e Annali di Economia, 1998, vol. Nuova Serie, Vol. 57 (Anno 111), No. 2, pp. 189-211

CALAMIA, A., L. DEVILLE, F. RIVA, "The provision of liquidity in ETFs: Theory and Empirical Evidence" in GREDEG , 32èmes Journées Internationales Monnaie Banque Finance, Nice Sophia-Antipolis, 11-12 /06/2015, 2015, Nice

CALAMIA, A., L. DEVILLE, F. RIVA, "ETF Liquidity: What Really Matters?" in 6th International Conference on Computational and Financial Econometrics, Oviedo, 1-3/12/12, 2012

CALAMIA, A., L. DEVILLE, F. RIVA, "The provision of liquidity in ETFs: Theory and Evidence from European Markets" INVESTORS’ Tour, Milan, 4/11/2016. 2016