Katya Malinova

McMaster University - Michael G. DeGroote School of Business

1280 Main Street West

Hamilton, Ontario L8S 4M4

Canada

  • McMaster University - Michael G. DeGroote School of Business

SCHOLARLY PAPERS

12

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12

Scholarly Papers (12)

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1.

Market Design with Blockchain Technology

Number of pages: 40 Posted: 30 May 2016 Last Revised: 27 Jul 2017
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 1,996 (6,668)
Citation 1

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market design, trading, blockhchain, distributed ledger, transparency

2.

Do Retail Investors Suffer from High Frequency Traders?

Number of pages: 52 Posted: 06 Dec 2012 Last Revised: 11 Jan 2018
Katya Malinova, Andreas Park and Ryan Riordan
McMaster University - Michael G. DeGroote School of Business, University of Toronto - Finance Area and Smith School of Business
Downloads 1,312 (13,340)
Citation 4

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high frequency trading, message tax, market quality, retail traders

3.

Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

Downloads 642 ( 37,548)
Citation 5

Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

Journal of Finance, Forthcoming
Number of pages: 44 Posted: 28 Apr 2011 Last Revised: 11 Jan 2018
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 286 (99,469)
Citation 5

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Liquidity credits, market quality, trading, make/take fees, maker-taker, rebates, bid-ask spread

Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

Journal of Finance, Forthcoming, AFA 2012 Chicago Meetings Paper
Number of pages: 44 Posted: 21 Mar 2011 Last Revised: 10 Sep 2014
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 277 (102,801)
Citation 5

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Liquidity credits, market quality, trading, make/take fees, maker-taker, rebates, bid-ask spread

Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

Journal of Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 44 Posted: 14 Oct 2011 Last Revised: 10 Sep 2014
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 79 (293,218)
Citation 5

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Liquidity credits, market quality, trading, make/take fees, maker-taker, rebates, bid-ask spread

4.

Dark Trading on Public Exchanges

Number of pages: 45 Posted: 03 Dec 2012 Last Revised: 23 Feb 2013
Sean Foley, Katya Malinova and Andreas Park
University of Sydney Business School, McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 487 (53,612)
Citation 1

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dark trading, midpoint orders, limit order book trading

5.

Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market

Number of pages: 49 Posted: 20 Nov 2012 Last Revised: 06 Nov 2013
Michael Brolley and Katya Malinova
Wilfrid Laurier University and McMaster University - Michael G. DeGroote School of Business
Downloads 429 (62,732)
Citation 1

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Maker-Taker Fees, Informed Trading, Low-Latency Trading, Limit Order Book

6.

Regulating Dark Trading: Order Flow Segmentation and Market Quality

FIRN Research Paper No. 2755392
Number of pages: 50 Posted: 31 Mar 2016 Last Revised: 10 Jun 2017
Carole Comerton-Forde, Katya Malinova and Andreas Park
UNSW Business School, McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 396 (69,075)

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dark trading, high frequency trading, retail investors, trade-at rule, price improvement, segmentation, internalization

7.

Liquidity, Volume and Price Efficiency: The impact of order vs. Quote Driven Trading

Downloads 365 ( 75,985)

Liquidity, Volume and Price Efficiency: The impact of order vs. Quote Driven Trading

Journal of Financial Markets, Forthcoming
Number of pages: 39 Posted: 17 Mar 2010 Last Revised: 29 Jul 2012
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 217 (132,106)

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market microstructure, trading volume, liquidity, dealer market, limit order book

Liquidity, Volume and Price Efficiency: The Impact of Order vs. Quote Driven Trading

EFA 2009 Bergen Meetings Paper
Number of pages: 39 Posted: 19 Feb 2009 Last Revised: 30 Jul 2012
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 148 (186,838)

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order and quote driven trading, dealer market, execution costs

8.

The Impact of Competition and Information on Intraday Trading

Number of pages: 39 Posted: 01 Feb 2008 Last Revised: 10 Jan 2014
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 297 (95,926)

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Trading, Market Participation, Intraday Patterns, Heterogeneous Information

9.

Why Allow Internalization?

Number of pages: 44 Posted: 30 Jul 2012
Katya Malinova
McMaster University - Michael G. DeGroote School of Business
Downloads 103 (245,438)

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internalization, transparency, limit order book, price discovery, liquidity

10.

Tokenomics: When Tokens Beat Equity

Number of pages: 37 Posted: 02 Dec 2018 Last Revised: 06 Dec 2018
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
Downloads 80 (290,426)

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blockchain, cryptoeconomics, ICO, FinTech, coin offerings, capital structure, optimal contracts, moral hazard, cryptocurrency, tokens

11.

Informed Trading in a Low-Latency Limit Order Market

Number of pages: 51 Posted: 03 Jan 2018
Michael Brolley and Katya Malinova
Wilfrid Laurier University and McMaster University - Michael G. DeGroote School of Business
Downloads 65 (323,720)

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Limit Order Book, Informed Trading, Transaction Costs, Low-Latency Trading

12.

Trading Volume in Dealer Markets

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 06 May 2009
Katya Malinova and Andreas Park
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area

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market microstructure, trading volume, liquidity