I am a Research Fellow at the Department of Management of the Alma Mater Studiorum - University of Bologna (Italy). I was previously a Ph.D. Candidate in Finance and Accounting at the University of Wollongong (Australia) and the University of Molise (Italy), respectively. I was also an Industrial Ph.D. Researcher in Market Microstructure at the Rozetta Institute (Australia), and a Foreign Exchange Benchmark Surveillance Specialist at Refinitiv, an LSEG (London Stock Exchange Group) business (UK). My research is mainly focused on Digital Finance, Empirical Market Microstructure, and Financial and Forensic Accounting. I hold Bachelor and Master degrees in Business Economics from the University of Molise (Italy), with special mentions of Honour. I was also a Visiting Research Fellow at Florida Polytechnic University (USA) in 2023. My publications appear in well-known academic journals such as the Journal of Futures Markets, International Review of financial Analysis, Financial Innovation, and Chaos, Solitons & Fractals. I have presented my research at international conferences and reviewed articles for several academic journals.

Publications

• To Fix or not to Fix: The Representativeness of the WM/R Methodology that Underpins the FX Benchmark Rates. A Pre-Registered Report, 2024, with Matteo Benenchia and Andrew Lepone, Pacific-Basin Finance Journal, ahead-of-print, 102311.

• Silicon Valley Bank Bankruptcy and Stablecoins Stability, 2024, with Francesco Capalbo, International Review of Financial analysis 91, 103001.

• Intelligent Design: Stablecoins (In)stability and Collateral During Market Turbulence, 2023, with Riccardo De Blasis, Alexander Webb, and Robert I. Webb, Financial Innovation 9, 85.

• Reporting Delays and the Information Content of Off-Markets Trades, 2022, with Alex Frino and Dionigi Gerace, Journal of Futures Markets 42(11), 2053-2067.

• Liquidity of Futures Markets Over the Last Quarter of a Century: Technology & Market Structure Versus Economic Influences, 2022, with Alex Frino and Alexander Webb, Applied Finance Letters 11(1), 52-65.

Working Papers

• Exchange Market Share, Market Makers, and Murky Behaviours: The Impact of No-Fee Trading on Cryptocurrency Market Quality, 2024, Job Market Paper (slide).

• The Information Content of Delayed Block Trades in Cryptocurrency Markets, 2024, with Riccardo De Blasis.

• Valuation of Intangible Assets through a Markov Chain-Based Approach, 2023, with Riccardo De Blasis.

• Trading Stranded Assets on the Ftx Exchange, 2023, with Alexander Webb and Robert I. Webb.

• You Can Trade Anything You Like, But Funds Can Never Leave: An Analysis of Trading Behavior Around the Ftx Withdrawal Halt, 2023, with Alexander Webb and Robert I. Webb.

• The Cyber-Attack Iceberg: Evidence from an Extended Event Study of the Impact on Securities Prices, 2023, with Alex Frino, Vito Mollica, Rei Sanchez-Arias, and Robert I. Webb.

• Informed Trading in Cryptocurrency Markets, 2022, with Alex Frino.

• The Market Impact Cost of Trading Large Bond Sizes: Evidence from the Transparent Italian Stock Exchange, 2019, Bachelor's Thesis.