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Information about:
Mario Anolli

Personal Details | Affiliation | Works
This is information that was supplied by Mario Anolli in registering through RePEc. If you are Mario Anolli , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Mario
Middle Name:
Last Name: Anolli
Suffix:

RePEc Short-ID: pan199

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Dipartimento di Scienze dell'Economia e della Gestione Aziendale via Necchi, 5 20123 Milano, Italy
Phone: +390272342465

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Anolli, Mario & Del Giudice, Alfonso, 2008. "Italian Open End Mutual Fund Costs," MPRA Paper 8111, University Library of Munich, Germany. [Downloadable!]

  2. Anolli, Mario & Petrella, Giovanni, 2007. "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper 7931, University Library of Munich, Germany. [Downloadable!]

Articles

  1. Mario Anolli & Giovanni Petrella, 2008. "Qualità della negoziazione e tutela dell'investitore," Rivista di Politica Economica, SIPI Spa, vol. 98(1), pages 295-353, January-F. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2008-04-15 Author is listed
  2. NEP-MST: Market Microstructure (1) 2008-04-15 Author is listed
Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-11-10.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.