Marius Zoican
Marius Zoican
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liquidity
Fragmentation and optimal liquidity supply on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour.
Last updated on Feb 12, 2024
Fragmentation and optimal liquidity supply on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour.
Last updated on Feb 12, 2024
The Value of ETF Liquidity
Joint with Marta Khomyn and Tālis J. Putniņš.
Revise & Resubmit at Review of Financial Studies (Round 3)
Last updated on Apr 21, 2024
The queuing friction in limit order book markets
Joint with Corey Garriott and Vincent van Kervel.
Reject & Resubmit at JFQA
Last updated on Feb 23, 2024
Speed and learning in high-frequency auctions
Journal of Financial Markets
, 2021, 54 (June), 100583 (Lead Article).
Marlene Haas
,
Mariana Khapko
,
Marius Zoican
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Need for Speed? Exchange Latency and Liquidity
The Review of Financial Studies
, 2017, 30(4), 1188-1228.
Albert Menkveld
,
Marius Zoican
Last updated on Oct 28, 2021
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