Marius Andrei Zoican : Citation Profile

Are you Marius Andrei Zoican?

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

4

H index

2

i10 index

113

Citations

RESEARCH PRODUCTION:

3

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 10
   Journals where Marius Andrei Zoican has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 2 (1.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzo33
   Updated: 2024-12-03    RAS profile: 2024-10-09    
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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:

Pelizzon, Loriana (9)

Bellia, Mario (5)

Kubitza, Christian (3)

Friedman, Daniel (3)

Breckenfelder, Johannes (2)

LINTON, OLIVER (2)

Marques-Ibanez, David (2)

Buch, Claudia (2)

Ladley, Daniel (2)

Park, Seongkyu (Gilbert) (2)

Voigt, Stefan (2)

Cites to:

Acharya, Viral (15)

Tirole, Jean (13)

Schoenmaker, Dirk (13)

Biais, Bruno (11)

Rochet, Jean (10)

Foucault, Thierry (9)

Pedersen, Lasse (8)

Carletti, Elena (7)

Yorulmazer, Tanju (7)

Perotti, Enrico (6)

FREIXAS, XAVIER (6)

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 (2024 and 2023)

YearTitle of citing document
2023Sharks 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.

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2023High‐Frequency Trading and Market Performance. (2020). Mollner, Joshua ; Baldauf, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1495-1526.

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2024Sharks in the dark: Quantifying HFT dark pool latency arbitrage. (2024). O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo ; Ruf, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001926.

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2023A 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.

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2024Technological disparity and its impact on market quality. (2024). Kim, Seoyoung ; Chung, Kiseo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001111.

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2024Strategic liquidity provision in high-frequency trading. (2024). Nishide, Katsumasa ; Hayashi, Takaki. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001005.

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2023On-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.

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2023Voice 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.

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2023Liquid 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.

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2023The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave. (2023). Steffen, Tom ; Ibikunle, Gbenga ; Rzayev, Khaladdin. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000514.

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2023Stock 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.

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2023Market-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.

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2023High-frequency traders’ evolving role as market makers. (2023). Roy, Prince ; Banerjee, Anirban. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300255x.

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2023High 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.

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2024The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Yang, Haijun ; Ge, Hengshun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679.

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2023Order 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.

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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.
[Full Text][Citation analysis]		article1
2019Liquid Speed: On-Demand Fast Trading at Distributed Exchanges In: Papers.
[Full Text][Citation analysis]		paper2
2016Too-international-to-fail? Supranational bank resolution and market discipline In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2016Too-International-to-Fail? Supranational Bank Resolution and Market Discipline.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
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.
[Citation analysis]		paper87
2016Need for Speed? Exchange Latency and Liquidity.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		paper
2017Need for Speed? Exchange Latency and Liquidity.(2017) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		article
2014Need for Speed? Exchange Latency and Liquidity.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		paper
2016Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets In: Working Papers.
[Full Text][Citation analysis]		paper7
2014Banking Union Optimal Design under Moral Hazard In: 2014 Papers.
[Full Text][Citation analysis]		paper0
2013Central Clearing and Asset Prices In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2014Banking Unions: Distorted Incentives and Efficient Bank Resolution In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team