Marius Andrei Zoican
Personal Details
First Name: | Marius |
Middle Name: | Andrei |
Last Name: | Zoican |
Suffix: | |
RePEc Short-ID: | pzo33 |
| |
http://www.mariuszoican.org | |
University of Toronto | |
Affiliation
(50%) Finance
Rotman School of Management
University of Toronto
Toronto, Canadahttp://www.rotman.utoronto.ca/FacultyAndResearch/AcademicAreas/Finance.aspx
RePEc:edi:dftorca (more details at EDIRC)
(50%) Institute of Management and Innovation
University of Toronto
Mississauga, Canadahttps://www.utm.utoronto.ca/imi/leading-management-education-across-disciplines
RePEc:edi:imutmca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Michael Brolley & Marius Zoican, 2019. "Liquid Speed: On-Demand Fast Trading at Distributed Exchanges," Papers 1907.10720, arXiv.org.
- Mariana Khapko & Marius Andrei Zoican, 2017. ""Smart" Settlement," Post-Print hal-01491563, HAL.
- Lucyna Anna Gornicka & Marius Andrei Zoican, 2016.
"Too-International-to-Fail? Supranational Bank Resolution and Market Discipline,"
Post-Print
hal-01253632, HAL.
- Górnicka, Lucyna A. & Zoican, Marius A., 2016. "Too-international-to-fail? Supranational bank resolution and market discipline," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 41-58.
- Marlene Haas & Marius Andrei Zoican, 2016. "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print hal-01484805, HAL.
- Albert Menkveld & Emiliano Pagnotta & Marius Andrei Zoican, 2016. "Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets," Working Papers hal-01253702, HAL.
- Marius Andrei Zoican & Lucyna Anna Gornicka, 2014. "Banking Union Optimal Design under Moral Hazard," 2014 Papers pzo33, Job Market Papers.
- Albert J. Menkveld & Marius A. Zoican, 2014.
"Need for Speed? Exchange Latency and Liquidity,"
Tinbergen Institute Discussion Papers
14-097/IV, Tinbergen Institute.
- Albert J. Menkveld & Marius A. Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1188-1228.
- Albert Menkveld & Marius Andrei Zoican, 2016. "Need for Speed? Exchange Latency and Liquidity," Working Papers hal-01253615, HAL.
- Albert Menkveld & Marius Andrei Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Post-Print hal-01501352, HAL.
- Marius A. Zoican & Lucyna A. Górnicka, 2013. "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers 13-184/VI, Tinbergen Institute, revised 16 May 2014.
- Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013. "Central Clearing and Asset Prices," Tinbergen Institute Discussion Papers 13-181/IV/DSF67, Tinbergen Institute.
Articles
- Albert J. Menkveld & Marius A. Zoican, 2017.
"Need for Speed? Exchange Latency and Liquidity,"
Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1188-1228.
- Albert Menkveld & Marius Andrei Zoican, 2016. "Need for Speed? Exchange Latency and Liquidity," Working Papers hal-01253615, HAL.
- Albert J. Menkveld & Marius A. Zoican, 2014. "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers 14-097/IV, Tinbergen Institute.
- Albert Menkveld & Marius Andrei Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Post-Print hal-01501352, HAL.
- Górnicka, Lucyna A. & Zoican, Marius A., 2016.
"Too-international-to-fail? Supranational bank resolution and market discipline,"
Journal of Banking & Finance, Elsevier, vol. 65(C), pages 41-58.
- Lucyna Anna Gornicka & Marius Andrei Zoican, 2016. "Too-International-to-Fail? Supranational Bank Resolution and Market Discipline," Post-Print hal-01253632, HAL.
- Marius-Corneliu Marinas & Marius Andrei Zoican, 2008.
"Optimality, Rational Expectations and Time Inconsistency Applied to Inflation Targeting Strategy,"
Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 10(10(527)), pages 17-30, October.
- Marinas, Marius & Zoican, Marius Andrei, 2008. "Optimality, rational expectations and time inconsistency applied to inflation targeting strategy," MPRA Paper 17298, University Library of Munich, Germany.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Michael Brolley & Marius Zoican, 2019.
"Liquid Speed: On-Demand Fast Trading at Distributed Exchanges,"
Papers
1907.10720, arXiv.org.
Cited by:
- Marius Zoican & Sorin Zoican, 2019. "Fragmentation of Distributed Exchanges," Papers 1910.11216, arXiv.org, revised Nov 2019.
- Haeringer, Guillaume & Melton, Hayden, 2020. "High Frequency Fairness," MPRA Paper 103907, University Library of Munich, Germany.
- Mariana Khapko & Marius Andrei Zoican, 2017.
""Smart" Settlement,"
Post-Print
hal-01491563, HAL.
Cited by:
- Bruno Biais & Christophe Bisiere & Matthieu Bouvard & Catherine Casamatta, 2017.
"The Blockchain Folk Theorem,"
Swiss Finance Institute Research Paper Series
17-75, Swiss Finance Institute.
- Bruno Biais & Christophe Bisière & Matthieu, Bouvard & Catherine Casamatta, 2019. "The blockchain folk theorem," Post-Print hal-02281914, HAL.
- Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine, 2017. "The blockchain folk theorem," IDEI Working Papers 873, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2017.
- Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine, 2017. "The blockchain folk theorem," TSE Working Papers 17-817, Toulouse School of Economics (TSE), revised Jan 2018.
- Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta, 2019. "The Blockchain Folk Theorem," Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1662-1715.
- Benos, Evangelos & Garratt, Rodney & Gurrola-Perez, Pedro, 2017. "The economics of distributed ledger technology for securities settlement," Bank of England working papers 670, Bank of England.
- Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
- Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018. "Building Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets," Papers 1812.00595, arXiv.org, revised Feb 2021.
- Bruno Biais & Christophe Bisiere & Matthieu Bouvard & Catherine Casamatta, 2017.
"The Blockchain Folk Theorem,"
Swiss Finance Institute Research Paper Series
17-75, Swiss Finance Institute.
- Lucyna Anna Gornicka & Marius Andrei Zoican, 2016.
"Too-International-to-Fail? Supranational Bank Resolution and Market Discipline,"
Post-Print
hal-01253632, HAL.
- Górnicka, Lucyna A. & Zoican, Marius A., 2016. "Too-international-to-fail? Supranational bank resolution and market discipline," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 41-58.
Cited by:
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2015.
"Bank capital regulation: are local or central regulators better?,"
Post-Print
hal-02440532, HAL.
- Haritchabalet, Carole & Lepetit, Laetitia & Spinassou, Kévin & Strobel, Frank, 2017. "Bank capital regulation: Are local or central regulators better?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 103-114.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2017. "Bank capital regulation: are local or central regulators better?," Post-Print hal-01486546, HAL.
- Carole Haritchabalet & Laetitia Lepetit & Kévin Spinassou & Frank Strobel, 2016. "Bank capital regulation: are local or central regulators better?," Working Papers hal-02939054, HAL.
- Carole HARITCHABALET & Frank STROBEL & Kévin SPINASSOU & Laetitia LEPETIT, 2016. "Bank capital regulation: are local or central regulators better?," Working Papers 2015-2016_6, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Feb 2017.
- Ampudia, Miguel & Beck, Thorsten & Beyer, Andreas & Colliard, Jean-Edouard & Leonello, Agnese & Maddaloni, Angela & Marqués-Ibáñez, David, 2019. "The architecture of supervision," Working Paper Series 2287, European Central Bank.
- Näther, Maria & Vollmer, Uwe, 2019. "National versus supranational bank regulation: Gains and losses of joining a banking union," Economic Systems, Elsevier, vol. 43(1), pages 1-18.
- Golden, Brian & Maqui, Eduardo, 2018. "How 'special' are international banks sponsoring Irish-resident SPEs?," Research Technical Papers 14/RT/18, Central Bank of Ireland.
- Marius Clemens & Stefan Gebauer & Tobias König, 2020. "The Macroeconomic Effects of a European Deposit (Re-) Insurance Scheme," Discussion Papers of DIW Berlin 1873, DIW Berlin, German Institute for Economic Research.
- Lorenzo Gai & Federica Ielasi & Martina Mainini, 2021. "The Impact of Bail-in Risk on Bank Bondholders," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(9), pages 105-105, July.
- Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2017.
"Drivers of systemic risk: Do national and European perspectives differ?,"
Discussion Papers
09/2017, Deutsche Bundesbank.
- Buch, Claudia M. & Krause, Thomas & Tonzer, Lena, 2019. "Drivers of systemic risk: Do national and European perspectives differ?," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 160-176.
- Krause, Thomas & Buch, Claudia M. & Tonzer, Lena, 2015. "Drivers of Systemic Risk: Do National and European Perspectives Differ?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113103, Verein für Socialpolitik / German Economic Association.
- José Alejandro Fernández Fernández, 2020. "Considerations of the SPE and MPE resolution," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(3), pages 278-287, September.
- Marlene Haas & Marius Andrei Zoican, 2016.
"Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets,"
Post-Print
hal-01484805, HAL.
Cited by:
- Jun Aoyagi, 2019. "Strategic Speed Choice by High-Frequency Traders under Speed Bumps," ISER Discussion Paper 1050, Institute of Social and Economic Research, Osaka University.
- Albert Menkveld & Emiliano Pagnotta & Marius Andrei Zoican, 2016.
"Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets,"
Working Papers
hal-01253702, HAL.
Cited by:
- Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A., 2017.
"The demand for central clearing: to clear or not to clear, that is the question,"
ESRB Working Paper Series
62, European Systemic Risk Board.
- Bellia, Mario & Girardi, Giulio & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas, 2019. "The demand for central clearing: To clear or not to clear, that is the question," SAFE Working Paper Series 193, Leibniz Institute for Financial Research SAFE.
- Ron Berndsen & Ronald Heijmans, 2017. "Risk indicators for financial market infrastructure: from high frequency transaction data to a traffic light signal," DNB Working Papers 557, Netherlands Central Bank, Research Department.
- Christian Kubitza & Loriana Pelizzon & Mila Getmansky Sherman, 2021. "Loss Sharing in Central Clearinghouses: Winners and Losers," ECONtribute Discussion Papers Series 066, University of Bonn and University of Cologne, Germany.
- Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019.
"Pitfalls of central clearing in the presence of systematic risk,"
SAFE Working Paper Series
235, Leibniz Institute for Financial Research SAFE.
- Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018. "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series 31/18, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
- Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A., 2017.
"The demand for central clearing: to clear or not to clear, that is the question,"
ESRB Working Paper Series
62, European Systemic Risk Board.
- Albert J. Menkveld & Marius A. Zoican, 2014.
"Need for Speed? Exchange Latency and Liquidity,"
Tinbergen Institute Discussion Papers
14-097/IV, Tinbergen Institute.
- Albert J. Menkveld & Marius A. Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1188-1228.
- Albert Menkveld & Marius Andrei Zoican, 2016. "Need for Speed? Exchange Latency and Liquidity," Working Papers hal-01253615, HAL.
- Albert Menkveld & Marius Andrei Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Post-Print hal-01501352, HAL.
Cited by:
- Li, Sida & Wang, Xin & Ye, Mao, 2021. "Who provides liquidity, and when?," Journal of Financial Economics, Elsevier, vol. 141(3), pages 968-980.
- Cespa, Giovanni & Vives, Xavier, 2017.
"High Frequency Trading and Fragility,"
IESE Research Papers
D/1161, IESE Business School.
- Cespa, Giovanni & Vives, Xavier, 2017. "High frequency trading and fragility," Working Paper Series 2020, European Central Bank.
- Cespa, Giovanni & Vives, Xavier, 2016. "High Frequency Trading and Fragility," CEPR Discussion Papers 11732, C.E.P.R. Discussion Papers.
- Michael Brolley & David A. Cimon, 2018.
"Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays,"
Staff Working Papers
18-16, Bank of Canada.
- Brolley, Michael & Cimon, David A., 2020. "Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 55(8), pages 2555-2587, December.
- Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2017. "High frequency trading and the 2008 short-sale ban," Journal of Financial Economics, Elsevier, vol. 124(1), pages 22-42.
- Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020.
"Coming early to the party,"
Working Papers
2020:11, Department of Economics, University of Venice "Ca' Foscari".
- Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017. "Coming early to the party," SAFE Working Paper Series 182, Leibniz Institute for Financial Research SAFE.
- Oliver Linton & Soheil Mahmoodzadeh, 2018.
"Implications of high-frequency trading for security markets,"
CeMMAP working papers
CWP06/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Linton, O. & Mahmoodzadeh, S., 2018. "Implications of High-Frequency Trading for Security Markets," Cambridge Working Papers in Economics 1802, Faculty of Economics, University of Cambridge.
- Oliver Linton & Soheil Mahmoodzadeh, 2018. "Implications of High-Frequency Trading for Security Markets," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 237-259, August.
- Viktor Manahov, 2018. "The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming," Annals of Operations Research, Springer, vol. 260(1), pages 321-352, January.
- Somayeh Kokabisaghi & Eric J Pauwels & Andre B Dorsman, 2019. "To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders," Papers 1912.04012, arXiv.org, revised Sep 2020.
- Foucault , Thierry & Kozhan , Roman, 2014.
"Toxic Arbitrage,"
HEC Research Papers Series
1040, HEC Paris.
- Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah, 2014. "Toxic Arbitrage," CEPR Discussion Papers 9925, C.E.P.R. Discussion Papers.
- Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2017. "Toxic Arbitrage," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1053-1094.
- Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2014. "Toxic Arbitrage," Working Papers hal-02058262, HAL.
- Xuefeng Gao & Yunhan Wang, 2018. "Optimal Market Making in the Presence of Latency," Papers 1806.05849, arXiv.org, revised Mar 2020.
- Breckenfelder, Johannes, 2019. "Competition among high-frequency traders, and market quality," Working Paper Series 2290, European Central Bank.
- S. Sarah Zhang, 2018. "Need for speed: Hard information processing in a high‐frequency world," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 3-21, January.
- Foucault, Thierry & Moinas, Sophie, 2018. "Is Trading Fast Dangerous?," TSE Working Papers 18-881, Toulouse School of Economics (TSE).
- Bernales, Alejandro, 2019. "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, vol. 45(C), pages 1-18.
- Khapko, Mariana & Zoican, Marius, 2021. "Do speed bumps curb low-latency investment? Evidence from a laboratory market," Journal of Financial Markets, Elsevier, vol. 55(C).
- Aldrich, Eric M & Friedman, Daniel, 2019.
"Order Protection through Delayed Messaging,"
Santa Cruz Department of Economics, Working Paper Series
qt4938f518, Department of Economics, UC Santa Cruz.
- Aldrich, Eric M. & Friedman, Daniel, 2017. "Order protection through delayed messaging," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics SP II 2017-502, WZB Berlin Social Science Center.
- Vasilios Mavroudis & Hayden Melton, 2019. "Libra: Fair Order-Matching for Electronic Financial Exchanges," Papers 1910.00321, arXiv.org.
- Michael Brolley & Marius Zoican, 2019. "Liquid Speed: On-Demand Fast Trading at Distributed Exchanges," Papers 1907.10720, arXiv.org.
- Rif, Alexandru & Utz, Sebastian, 2021. "Short-term stock price reversals after extreme downward price movements," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 123-133.
- Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Yuferova, Darya, 2020. "Designated Market Makers: Competition and Incentives," SAFE Working Paper Series 247, Leibniz Institute for Financial Research SAFE.
- Vincent Grégoire & Charles Martineau, 2022. "How is Earnings News Transmitted to Stock Prices?," Journal of Accounting Research, Wiley Blackwell, vol. 60(1), pages 261-297, March.
- Sida Li & Xin Wang & Mao Ye, 2019. "Who Provides Liquidity, and When?," NBER Working Papers 25972, National Bureau of Economic Research, Inc.
- Yan Chen & Peter Cramton & John A. List & Axel Ockenfels, 2020.
"Market Design, Human Behavior, and Management,"
NBER Working Papers
26873, National Bureau of Economic Research, Inc.
- Yan Chen & Peter Cramton & John List & Axel Ockenfels, 2020. "Market Design, Human Behavior and Management," Artefactual Field Experiments 00685, The Field Experiments Website.
- Christopher D. Clack & Elias Court & Dmitrijs Zaparanuks, 2020. "Dynamic Coupling and Market Instability," Papers 2005.13621, arXiv.org.
- Fabrice Rousseau & Herve Boco & Laurent Germain, 2020. "High Frequency Trading: Strategic Competition Between Slow and Fast Traders," Economics Department Working Paper Series n296-20.pdf, Department of Economics, National University of Ireland - Maynooth.
- Chakrabarty, Bidisha & Moulton, Pamela C. & Pascual, Roberto, 2017. "Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation," Journal of Empirical Finance, Elsevier, vol. 43(C), pages 74-90.
- Haeringer, Guillaume & Melton, Hayden, 2020. "High Frequency Fairness," MPRA Paper 103907, University Library of Munich, Germany.
- Raymond P. H. Fishe & Richard Haynes & Esen Onur, 2022. "Resiliency in the E‐mini futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 5-23, January.
- Park, Seongkyu Gilbert & Ryu, Doojin, 2019. "Speed and trading behavior in an order-driven market," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 145-164.
- Markus Baldauf & Joshua Mollner, 2020. "High‐Frequency Trading and Market Performance," Journal of Finance, American Finance Association, vol. 75(3), pages 1495-1526, June.
- Yang, Haijun & Ge, Hengshun & Luo, Ying, 2020. "The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity," Research in International Business and Finance, Elsevier, vol. 53(C).
- Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
- Haas, Marlene & Khapko, Mariana & Zoican, Marius, 2021. "Speed and learning in high-frequency auctions," Journal of Financial Markets, Elsevier, vol. 54(C).
- Marlene Haas & Marius Andrei Zoican, 2016. "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print hal-01484805, HAL.
- Jørgensen, Kjell & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2018. "Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange," Journal of Financial Markets, Elsevier, vol. 37(C), pages 1-16.
- Friederich, Sylvain & Payne, Richard, 2015. "Order-to-trade ratios and market liquidity," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 214-223.
- Bartlett, Robert P. & McCrary, Justin, 2019. "How rigged are stock markets? Evidence from microsecond timestamps," Journal of Financial Markets, Elsevier, vol. 45(C), pages 37-60.
- P. B. Lerner, 2020. "Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010," Papers 2004.06200, arXiv.org, revised May 2020.
- Ladley, Daniel, 2020. "The high frequency trade off between speed and sophistication," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
- Kemme, David M. & McInish, Thomas H. & Zhang, Jiang, 2022. "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Zhou, Hao & Kalev, Petko S., 2019. "Algorithmic and high frequency trading in Asia-Pacific, now and the future," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 186-207.
- Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018. "Building Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets," Papers 1812.00595, arXiv.org, revised Feb 2021.
- Andriy Shkilko & Konstantin Sokolov, 2020. "Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs," Journal of Finance, American Finance Association, vol. 75(6), pages 2899-2927, December.
- Daniel Ladley, 2019. "The Design and Regulation of High Frequency Traders," Discussion Papers in Economics 19/02, Division of Economics, School of Business, University of Leicester.
- Sánchez Serrano Antonio, 2020. "High-Frequency Trading and Systemic Risk: A Structured Review of Findings and Policies," Review of Economics, De Gruyter, vol. 71(3), pages 169-195, December.
- Mariana Khapko & Marius Zoican, 2019. "Do speed bumps curb low-latency trading? Evidence from a laboratory market," Papers 1910.03068, arXiv.org.
- Aït-Sahalia, Yacine & Brunetti, Celso, 2020. "High frequency traders and the price process," Journal of Econometrics, Elsevier, vol. 217(1), pages 20-45.
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo‐Barrera & Lorenzo Moneta, 2021. "When two worlds collide: Using particle physics tools to visualize the limit order book," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1715-1734, November.
- Eric M. Aldrich & Kristian López Vargas, 2020. "Experiments in high-frequency trading: comparing two market institutions," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 322-352, June.
- Tomy Lee, 2019.
"Latency in Fragmented Markets,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 128-153, July.
- Tomy Lee, 2019. "Code and data files for "Latency in Fragmented Markets"," Computer Codes 18-287, Review of Economic Dynamics.
- Alasdair Brown & Fuyu Yang, 2015. "Adverse Selection, Speed Bumps and Asset Market Quality," University of East Anglia Applied and Financial Economics Working Paper Series 070, School of Economics, University of East Anglia, Norwich, UK..
- Declerck, F., 2016. "High-frequency trading, geographical concerns and the curvature of the Earth," Financial Stability Review, Banque de France, issue 20, pages 153-160, April.
- Breckenfelder, Johannes, 2020. "How does competition among high-frequency traders affect market liquidity?," Research Bulletin, European Central Bank, vol. 78.
- Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013.
"Central Clearing and Asset Prices,"
Tinbergen Institute Discussion Papers
13-181/IV/DSF67, Tinbergen Institute.
Cited by:
- Asaf Bernstein & Eric Hughson & Marc D. Weidenmier, 2014. "Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse," NBER Working Papers 20459, National Bureau of Economic Research, Inc.
Articles
- Albert J. Menkveld & Marius A. Zoican, 2017.
"Need for Speed? Exchange Latency and Liquidity,"
Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1188-1228.
See citations under working paper version above.
- Albert Menkveld & Marius Andrei Zoican, 2016. "Need for Speed? Exchange Latency and Liquidity," Working Papers hal-01253615, HAL.
- Albert J. Menkveld & Marius A. Zoican, 2014. "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers 14-097/IV, Tinbergen Institute.
- Albert Menkveld & Marius Andrei Zoican, 2017. "Need for Speed? Exchange Latency and Liquidity," Post-Print hal-01501352, HAL.
- Górnicka, Lucyna A. & Zoican, Marius A., 2016.
"Too-international-to-fail? Supranational bank resolution and market discipline,"
Journal of Banking & Finance, Elsevier, vol. 65(C), pages 41-58.
See citations under working paper version above.
- Lucyna Anna Gornicka & Marius Andrei Zoican, 2016. "Too-International-to-Fail? Supranational Bank Resolution and Market Discipline," Post-Print hal-01253632, HAL.
- Marius-Corneliu Marinas & Marius Andrei Zoican, 2008.
"Optimality, Rational Expectations and Time Inconsistency Applied to Inflation Targeting Strategy,"
Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 10(10(527)), pages 17-30, October.
- Marinas, Marius & Zoican, Marius Andrei, 2008. "Optimality, rational expectations and time inconsistency applied to inflation targeting strategy," MPRA Paper 17298, University Library of Munich, Germany.
Cited by:
- Rasekhi, Saeed & Rastgar, Majid, 2016. "Policy Time-Inconsistency: A Comparison of Managed Floating Exchange Rate and Controlled Exchange Rate Regimes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(4), pages 351-373, October.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MST: Market Microstructure (3) 2015-04-25 2016-02-12 2019-08-12
- NEP-BAN: Banking (2) 2014-11-22 2015-04-25
- NEP-CFN: Corporate Finance (2) 2015-04-25 2015-04-25
- NEP-CTA: Contract Theory & Applications (1) 2014-11-22
- NEP-HME: Heterodox Microeconomics (1) 2014-11-22
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