4
H index
2
i10 index
105
Citations
Marius Andrei Zoican : Citation Profile
University of Toronto (50% share) | RESEARCH PRODUCTION: 3 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2008 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marius Andrei Zoican. | Is cited by:
| Cites to:
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Main data
Where Marius Andrei Zoican has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 4 |
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 3 |
| Working Papers / HAL | 2 |
Recent works citing Marius Andrei Zoican (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper |
| 2023 | Sharks in the dark: quantifying HFT dark pool latency arbitrage. (2023). Ruf, Matteo Thomas ; O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1115. Full description at Econpapers || Download paper |
| 2023 | A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers || Download paper |
| 2023 | On-demand fast trading on decentralized exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005281. Full description at Econpapers || Download paper |
| 2023 | Voice or noise? Repetitive information and stock performance. (2023). Jingmei, Zhao ; Jun, Wang ; Qing, LI ; Xiaoman, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007358. Full description at Econpapers || Download paper |
| 2023 | Liquid speed: A micro-burst fee for low-latency exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200074x. Full description at Econpapers || Download paper |
| 2023 | Stock liquidity and algorithmic market making during the COVID-19 crisis. (2023). Pascual, Roberto ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000152. Full description at Econpapers || Download paper |
| 2023 | Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102. Full description at Econpapers || Download paper |
| 2023 | High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397. Full description at Econpapers || Download paper |
| 2023 | Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Marius Andrei Zoican:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Optimality, Rational Expectations and Time Inconsistency Applied to Inflation Targeting Strategy In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Liquid Speed: On-Demand Fast Trading at Distributed Exchanges In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Too-international-to-fail? Supranational bank resolution and market discipline In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2016 | Too-International-to-Fail? Supranational Bank Resolution and Market Discipline.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2016 | Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets In: Post-Print. [Citation analysis] | paper | 1 |
| 2017 | Smart Settlement In: Post-Print. [Citation analysis] | paper | 5 |
| 2017 | Need for Speed? Exchange Latency and Liquidity In: Post-Print. [Citation analysis] | paper | 78 |
| 2016 | Need for Speed? Exchange Latency and Liquidity.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2017 | Need for Speed? Exchange Latency and Liquidity.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
| 2014 | Need for Speed? Exchange Latency and Liquidity.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2016 | Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Banking Union Optimal Design under Moral Hazard In: 2014 Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Central Clearing and Asset Prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Banking Unions: Distorted Incentives and Efficient Bank Resolution In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team