Dr. Emiliano Pagnotta is an Assistant Professor of Finance at Imperial College Business School. His research focuses on the exchange and valuation of financial assets and the organization and evolution of the markets where those assets trade in. Recent work by Dr. Pagnotta analyzes the consequences of speed and fragmentation in financial markets, the identification of private information in stock and derivatives markets, and the valuation of Bitcoin and other blockchain assets. His research is regularly presented in leading academic and professional conferences and published in academic journals such as Econometrica and The Review of Financial Studies.
Before joining Imperial College, Emiliano Pagnotta was at the New York University Stern School of Business. He holds a BA in Economics from the University of Buenos Aires, an MA in Economics from Universidad de San Andrés, Argentina, and a Ph.D. in Economics from Northwestern University.
Research Interests. Securities Trading, Industrial Organization of Financial Markets, Liquidity, Asset Pricing, Economics of Information, Microstructure, Corporate Finance, Financial Innovation, Fintech, Blockchain, Financial Networks, Trading Frictions.
Kacperczyk MT, Pagnotta E, 2019, Chasing Private Information, The Review of Financial Studies, Vol:32, ISSN:0893-9454, Pages:4997-5047
Pagnotta ES, Philippon T, 2018, Competing on speed, Econometrica, Vol:86, ISSN:0012-9682, Pages:1067-1115