Marius Andrei Zoican : Citation Profile


Are you Marius Andrei Zoican?

University of Toronto (50% share)
University of Toronto (50% share)

5

H index

2

i10 index

73

Citations

RESEARCH PRODUCTION:

3

Articles

11

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 8
   Journals where Marius Andrei Zoican has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 2 (2.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzo33
   Updated: 2020-02-16    RAS profile: 2019-08-27    
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Relations with other researchers


Works with:

Menkveld, Albert (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marius Andrei Zoican.

Is cited by:

Hautsch, Nikolaus (6)

Pelizzon, Loriana (6)

Bellia, Mario (4)

Tonzer, Lena (4)

Foucault, Thierry (3)

Lee, Tomy (2)

leonello, agnese (2)

Strobel, Frank (2)

LINTON, OLIVER (2)

Park, Seongkyu (Gilbert) (2)

Beyer, Andreas (2)

Cites to:

Foucault, Thierry (14)

Tirole, Jean (13)

Biais, Bruno (12)

Rochet, Jean (12)

Schoenmaker, Dirk (11)

Acharya, Viral (11)

Pedersen, Lasse (8)

FREIXAS, XAVIER (8)

Suarez, Javier (7)

Carletti, Elena (7)

Perotti, Enrico (7)

Main data


Where Marius Andrei Zoican has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Tinbergen Institute Discussion Papers / Tinbergen Institute3
Working Papers / HAL2

Recent works citing Marius Andrei Zoican (2019 and 2018)


YearTitle of citing document
2019Market Making and Latency. (2019). Wang, Yunhan ; Gao, Xuefeng. In: Papers. RePEc:arx:papers:1806.05849.

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2018Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2019Libra: Fair Order-Matching for Electronic Financial Exchanges. (2019). Melton, Hayden ; Mavroudis, Vasilios. In: Papers. RePEc:arx:papers:1910.00321.

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2019Do speed bumps curb low-latency trading? Evidence from a laboratory market. (2019). Zoican, Marius ; Khapko, Mariana. In: Papers. RePEc:arx:papers:1910.03068.

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2019To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders. (2019). Dorsman, Andre B ; Pauwels, Eric J ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04012.

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2018Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays. (2018). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:18-16.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2018How special are international banks sponsoring Irish-resident SPEs?. (2018). Maqui, Eduardo ; Golden, Brian. In: Research Technical Papers. RePEc:cbi:wpaper:14/rt/18.

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2019Strategic Speed Choice by High-Frequency Traders under Speed Bumps. (2019). Aoyagi, Jun. In: ISER Discussion Paper. RePEc:dpr:wpaper:1050.

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2019The architecture of supervision. (2019). Marques-Ibanez, David ; leonello, agnese ; Colliard, Jean-Edouard ; Beck, Thorsten ; Beyer, Andreas ; Marques-Ibaez, David ; Maddaloni, Angela ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20192287.

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2019Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290.

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2019National versus supranational bank regulation: Gains and losses of joining a banking union. (2019). Vollmer, Uwe ; Nather, Maria . In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:1-18.

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2018Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Ødegaard, Bernt ; Jorgensen, Kjell ; Skjeltorp, Johannes . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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2019Make-take decisions under high-frequency trading competition. (2019). Bernales, Alejandro. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:1-18.

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2019How rigged are stock markets? Evidence from microsecond timestamps. (2019). McCrary, Justin ; Bartlett, Robert P. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:37-60.

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2019Drivers of systemic risk: Do national and European perspectives differ?. (2019). Buch, Claudia M ; Tonzer, Lena ; Krause, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:160-176.

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2019Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164.

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2019Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207.

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2018Implications of high-frequency trading for security markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, Soheil. In: CeMMAP working papers. RePEc:ifs:cemmap:06/18.

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2019High-frequency trading: a literature review. (2019). Maria, Gianluca Piero. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6.

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2019The Design and Regulation of High Frequency Traders. (2019). Ladley, Daniel. In: Discussion Papers in Economics. RePEc:lec:leecon:19/02.

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2019Who Provides Liquidity, and When?. (2019). Ye, Mao ; Wang, Xin ; Li, Sida. In: NBER Working Papers. RePEc:nbr:nberwo:25972.

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2019The Blockchain Folk Theorem. (2019). Casamatta, Catherine ; Bouvard, Matthieu ; Bisiere, Christophe ; Biais, Bruno. In: Review of Financial Studies. RePEc:oup:rfinst:v:32:y:2019:i:5:p:1662-1715..

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2019Latency in Fragmented Markets. (2019). Lee, Tomy. In: Review of Economic Dynamics. RePEc:red:issued:18-287.

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2018The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming. (2018). Manahov, Viktor . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2286-1.

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2018Is Trading Fast Dangerous?. (2018). Moinas, Sophie ; Foucault, Thierry. In: TSE Working Papers. RePEc:tse:wpaper:32372.

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2018Need for speed: Hard information processing in a high†frequency world. (2018). Zhang, Sarah S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:1:p:3-21.

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2018Limits to arbitrage in markets with stochastic settlement latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: CFS Working Paper Series. RePEc:zbw:cfswop:616.

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2018The pitfalls of central clearing in the presence of systematic risk. (2018). Pelizzon, Loriana ; Getmansky, Mila ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3118.

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2019The demand for central clearing: To clear or not to clear, that is the question. (2019). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:193.

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2019Pitfalls of central clearing in the presence of systematic risk. (2019). Pelizzon, Loriana ; Sherman, Mila Getmansky ; Kubitza, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:235.

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2019Paying for market liquidity: Competition and incentives. (2019). Pelizzon, Loriana ; Bellia, Mario ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:247.

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Works by Marius Andrei Zoican:


YearTitleTypeCited
2008Optimality, Rational Expectations and Time Inconsistency Applied to Inflation Targeting Strategy In: Theoretical and Applied Economics.
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article1
2019Liquid Speed: On-Demand Fast Trading at Distributed Exchanges In: Papers.
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paper0
2016Too-international-to-fail? Supranational bank resolution and market discipline In: Journal of Banking & Finance.
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article6
2016Too-International-to-Fail? Supranational Bank Resolution and Market Discipline In: Post-Print.
[Citation analysis]
paper6
2016Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets In: Post-Print.
[Citation analysis]
paper1
2017Smart Settlement In: Post-Print.
[Citation analysis]
paper4
2017Need for Speed? Exchange Latency and Liquidity In: Post-Print.
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paper17
2016Need for Speed? Exchange Latency and Liquidity In: Working Papers.
[Full Text][Citation analysis]
paper31
2017Need for Speed? Exchange Latency and Liquidity.(2017) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2014Need for Speed? Exchange Latency and Liquidity.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 31
paper
2016Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets In: Working Papers.
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paper6
2014Banking Union Optimal Design under Moral Hazard In: 2014 Papers.
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paper0
2013Central Clearing and Asset Prices In: Tinbergen Institute Discussion Papers.
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paper1
2014Banking Unions: Distorted Incentives and Efficient Bank Resolution In: Tinbergen Institute Discussion Papers.
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paper0

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