6
H index
4
i10 index
136
Citations
University of Toronto | 6 H index 4 i10 index 136 Citations RESEARCH PRODUCTION: 7 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Katya Malinova. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Markets | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Modelling crypto markets by multi-agent reinforcement learning. (2024). Vrizzi, Stefano ; Palminteri, Stefano ; Lussange, Johann ; Gutkin, Boris. In: Papers. RePEc:arx:papers:2402.10803. Full description at Econpapers || Download paper |
| 2025 | EconAgentic in DePIN Markets: A Large Language Model Approach to the Sharing Economy of Decentralized Physical Infrastructure. (2025). Liu, Yulin ; Schweitzer, Mocca. In: Papers. RePEc:arx:papers:2508.21368. Full description at Econpapers || Download paper |
| 2024 | Where does ex‐dividend trading occur: An examination of trading venues around dividends. (2024). van Ness, Robert ; Fuller, Kathleen P ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:31-55. Full description at Econpapers || Download paper |
| 2024 | Utility Tokens as a Commitment to Competition. (2024). Sverchkov, Ruslan ; Gupta, Deeksha ; Goldstein, Itay. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4197-4246. Full description at Econpapers || Download paper |
| 2025 | Dark trading volume and market quality: A natural experiment. (2025). Puckett, Andy ; Kelley, Eric K ; Farley, Ryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000100. Full description at Econpapers || Download paper |
| 2025 | Impact of government’s support policy on decision-making of platform participants under ESG. (2025). Fei, Chen ; Li, Renzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002286. Full description at Econpapers || Download paper |
| 2025 | Message traffic and short-term illiquidity in high-speed markets. (2025). Pascual, Roberto ; Yage, Jos ; Nawn, Samarpan ; Massot, Magdalena ; Abad, David. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001468. Full description at Econpapers || Download paper |
| 2024 | Inverted vs maker-taker routing choice and trader information. (2024). Qin, Yaohua ; Garvey, Ryan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000653. Full description at Econpapers || Download paper |
| 2024 | Trading volume shares and market quality: Pre- and post- zero commissions. (2024). O'Donoghue, Shawn M ; Zhao, LE ; Jain, Pankaj K ; Mishra, Suchismita. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000987. Full description at Econpapers || Download paper |
| 2024 | Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800. Full description at Econpapers || Download paper |
| 2024 | Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure. (2024). Kalev, Petko S ; Mudalige, Priyantha. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001261. Full description at Econpapers || Download paper |
| 2025 | Decoding blockchain data for research in marketing: New insights through an analysis of share of wallet. (2025). Kraft, Thilo Gerwien ; Hinz, Oliver ; Skiera, Bernd ; Hanneke, Bjrn. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:3:p:711-727. Full description at Econpapers || Download paper |
| 2024 | Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality. (2024). Galati, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001390. Full description at Econpapers || Download paper |
| 2024 | How free is free? Retail trading costs with zero commissions. (2024). Adams, Samuel W ; Kelley, Eric K ; Kasten, Connor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001432. Full description at Econpapers || Download paper |
| 2025 | Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence. (2025). Swan, Peter L ; De, Frederick H ; Lin, Yiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002449. Full description at Econpapers || Download paper |
| 2025 | Competing for dark trades. (2025). Karmaziene, Egle ; Irvine, Paul J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001293. Full description at Econpapers || Download paper |
| 2024 | Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Baldauf, Markus ; Mollner, Joshua ; Yueshen, Bart Zhou. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308. Full description at Econpapers || Download paper |
| 2025 | Differential access to dark markets and execution outcomes. (2025). Comerton-Forde, Carole ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25000947. Full description at Econpapers || Download paper |
| 2025 | Stealthy shorts: Informed liquidity supply. (2025). Goyal, Amit ; Reed, Adam V ; Smajlbegovic, Esad ; Soebhag, Amar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001631. Full description at Econpapers || Download paper |
| 2025 | The role of market makers in hybrid markets. (2025). Kong, AO ; Zhang, Jinqing ; Li, Jiayi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001027. Full description at Econpapers || Download paper |
| 2025 | Incentives in decentralised autonomous organisations. (2025). Shalpegin, Timofey ; Piyarisi, Mevni Manarangi. In: International Journal of Production Economics. RePEc:eee:proeco:v:280:y:2025:i:c:s0925527324003293. Full description at Econpapers || Download paper |
| 2025 | The new supply chain information sharing Renaissance through crypto valuation mechanism of digital assets. (2025). Harish, Arjun Rachana ; Liu, Xinlai ; Zhong, Ray Y ; Huang, George Q. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:195:y:2025:i:c:s1366554525000031. Full description at Econpapers || Download paper |
| 2024 | Portfolio management under capital market frictions: a grey clustering approach. (2024). Tilica, Elena ; Dragotă, Victor ; Ttaru, Rzvan Ioan ; Delcea, Camelia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00634-2. Full description at Econpapers || Download paper |
| 2025 | Communicating tokenomics and monetary policy: A comparative analysis of real and virtual economies. (2025). Heinrich, Timo ; Ter, Kane Falco. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2849-2866. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality In: Journal of Finance. [Full Text][Citation analysis] | article | 61 |
| 2010 | Trading Volume in Dealer Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
| 2009 | Trading Volume in Dealer Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2013 | Liquidity, volume and price efficiency: The impact of order vs. quote driven trading In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 10 |
| 2021 | Informed liquidity provision in a limit order market In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 8 |
| 2014 | The impact of competition and information on intraday trading In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2018 | Regulating dark trading: Order flow segmentation and market quality In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 29 |
| 2023 | Tokenomics: When Tokens Beat Equity In: Management Science. [Full Text][Citation analysis] | article | 8 |
| 2009 | Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Intraday Trading Patterns: The Role of Timing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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