Marius Zoican
Marius Zoican
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liquidity
Risk sharing in time priority markets
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Mar 31, 2022
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Risk sharing in time-priority markets
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Mar 30, 2022
Code
The Value of ETF Liquidity
Joint with Marta Khomyn and Tālis J. Putniņš.
R&R at Journal of Finance (Round 2)
.
Last updated on Nov 24, 2021
Liquid speed: A micro-burst fee for low-latency exchanges
Joint with Michael Brolley.
R&R at Journal of Financial Markets
Last updated on Apr 27, 2022
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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