4
H index
2
i10 index
122
Citations
University of Toronto (50% share) | 4 H index 2 i10 index 122 Citations RESEARCH PRODUCTION: 3 Articles 11 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 Marius Andrei Zoican. | Is cited by: | Cites to: |
| 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 |
| Year | Title of citing document |
|---|---|
| 2024 | Evolution of Chinese futures markets from a high frequency perspective. (2024). Tao, Xuan ; Drapeau, Samuel ; Wang, Tao ; Li, Zhengqiang. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1416-1449. Full description at Econpapers || Download paper |
| 2025 | The good and evil of algos: Investment-to-price sensitivity and the learning hypothesis. (2025). Aliyev, Nihad ; Huseynov, Fariz ; Rzayev, Khaladdin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001026. Full description at Econpapers || Download paper |
| 2024 | Sharks in the dark: Quantifying HFT dark pool latency arbitrage. (2024). Aquilina, Matteo ; Ruf, Thomas ; Foley, Sean ; O'Neill, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001926. Full description at Econpapers || Download paper |
| 2024 | Competition among high-frequency traders and market quality. (2024). Breckenfelder, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001143. Full description at Econpapers || Download paper |
| 2024 | Technological disparity and its impact on market quality. (2024). Kim, Seo Young ; Chung, Kiseo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001111. Full description at Econpapers || Download paper |
| 2024 | Strategic liquidity provision in high-frequency trading. (2024). Hayashi, Takaki ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001005. Full description at Econpapers || Download paper |
| 2024 | The short-term predictability of returns in order book markets: A deep learning perspective. (2024). Veraart, Almut ; Pakkanen, Mikko S ; Lucchese, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1587-1621. Full description at Econpapers || Download paper |
| 2025 | International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408. Full description at Econpapers || Download paper |
| 2024 | High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001235. Full description at Econpapers || Download paper |
| 2025 | The role of market makers in hybrid markets. (2025). Zhang, Jinqing ; Li, Jiayi ; Kong, AO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001027. Full description at Econpapers || Download paper |
| 2024 | The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Ge, Hengshun ; Yang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679. Full description at Econpapers || Download paper |
| 2024 | High-frequency trading in the stock market and the costs of options market making. (2024). Sagade, Satchit ; Nimalendran, Mahendrarajah ; Rzayev, Khaladdin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124228. Full description at Econpapers || Download paper |
| 2025 | Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events. (2025). PETITJEAN, Mikael ; Desagre, Christophe ; Laly, Floris. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00726-z. Full description at Econpapers || Download paper |
| 2024 | What ‘special purposes’ explain cross-border debt funding by banks? Evidence from Ireland. (2024). Maqui, Eduardo ; Golden, Brian. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00513-5. Full description at Econpapers || Download paper |
| 2024 | Cross‐Asset Tandem Trading and Extraordinary Volatility. (2024). Paddrik, Mark ; Garrison, Robert ; Jain, Pankaj K. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1508-1542. Full description at Econpapers || Download paper |
| 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 | 11 |
| 2016 | Too-International-to-Fail? Supranational Bank Resolution and Market Discipline.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 11 | 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 | 4 |
| 2017 | Need for Speed? Exchange Latency and Liquidity In: Post-Print. [Citation analysis] | paper | 95 |
| 2016 | Need for Speed? Exchange Latency and Liquidity.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
| 2017 | Need for Speed? Exchange Latency and Liquidity.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | 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: 95 | 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 |
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