Marius Zoican

University of Toronto at Mississauga - Department of Management

Canada

University of Toronto - Rotman School of Management

Assistant Professor

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

http://www.mariuszoican.org

SCHOLARLY PAPERS

11

DOWNLOADS

5,241

SSRN CITATIONS

28

CROSSREF CITATIONS

16

Scholarly Papers (11)

1.

Need for Speed? Exchange Latency and Liquidity

Review of Financial Studies 30 (2017), 1188--1228
Number of pages: 52 Posted: 28 May 2014 Last Revised: 09 Jun 2019
Albert J. Menkveld and Marius Zoican
Vrije Universiteit Amsterdam and University of Toronto at Mississauga - Department of Management
Downloads 1,977 (9,571)
Citation 28

Abstract:

Loading...

Exchange Speed, High-Frequency Trading, Information Asymmetry

2.

How Fast Should Trades Settle?

Management Science, Forthcoming
Number of pages: 56 Posted: 08 Dec 2016 Last Revised: 24 May 2019
Mariana Khapko and Marius Zoican
University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 1,180 (21,505)
Citation 11

Abstract:

Loading...

Market design, trade settlement, security lending, counterparty risk

3.

Speed and Learning in High-Frequency Auctions

Journal of Financial Markets, Volume 54, June 2021, 100583
Number of pages: 32 Posted: 02 Mar 2016 Last Revised: 03 Jun 2021
Marlene Haas, Mariana Khapko and Marius Zoican
Independent, University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 403 (89,161)
Citation 4

Abstract:

Loading...

high-frequency trading, batch auction markets, liquidity, adverse selection

4.

Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets

Number of pages: 44 Posted: 07 Nov 2013 Last Revised: 28 Oct 2015
Vrije Universiteit Amsterdam, Imperial College Business School and University of Toronto at Mississauga - Department of Management
Downloads 386 (93,653)

Abstract:

Loading...

Central clearing, price stability, equity volatility, margin requirement, counterparty risk, liquidity

5.

Retail Trading and Analyst Coverage

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 42 Posted: 29 Apr 2019 Last Revised: 07 May 2021
Charles Martineau and Marius Zoican
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto at Mississauga - Department of Management
Downloads 354 (103,411)
Citation 1

Abstract:

Loading...

retail trading, analyst coverage, price impact, investor attention, learning

6.

The Value of ETF Liquidity

European Finance Association 2020 Helsinki
Number of pages: 41 Posted: 06 Apr 2020 Last Revised: 18 Jun 2020
Marta Khomyn, Tālis J. Putniņš and Marius Zoican
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and University of Toronto at Mississauga - Department of Management
Downloads 309 (120,011)
Citation 2

Abstract:

Loading...

ETFs, liquidity, competition, trading volume

7.

Asset Management at the Zero-Fee Bound

Number of pages: 37 Posted: 02 Jan 2019 Last Revised: 21 Nov 2019
Marius Zoican
University of Toronto at Mississauga - Department of Management
Downloads 184 (199,085)
Citation 1

Abstract:

Loading...

asset management, security lending, robo-advisors, moral hazard

8.

Liquid speed: A micro-burst fee for low-latency exchanges

Rotman School of Management Working Paper No. 3377346, European Finance Association 2020 Helsinki
Number of pages: 43 Posted: 26 Jul 2019 Last Revised: 12 Feb 2021
Michael Brolley and Marius Zoican
Wilfrid Laurier University - Lazaridis School of Business and Economics and University of Toronto at Mississauga - Department of Management
Downloads 167 (216,387)
Citation 1

Abstract:

Loading...

high-frequency trading, latency arbitrage, dynamic pricing, market design, FinTech

9.

Do Speed Bumps Curb Low-Latency Investment? Evidence From a Laboratory Market

Journal of Financial Markets, Forthcoming
Number of pages: 40 Posted: 25 Mar 2019 Last Revised: 24 Aug 2020
Mariana Khapko and Marius Zoican
University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 144 (244,857)
Citation 1

Abstract:

Loading...

high-frequency trading, experimental finance, speed bumps, trading technology

10.

Too-International-to-Fail? Supranational Bank Resolution and Market Discipline

Journal of Banking and Finance, 65 (2016) 41–58, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 50 Posted: 13 Nov 2013 Last Revised: 17 Feb 2016
Lucyna Górnicka and Marius Zoican
IMF and University of Toronto at Mississauga - Department of Management
Downloads 113 (293,492)
Citation 1

Abstract:

Loading...

bank regulation, market discipline, moral hazard, contagion

11.

Fragmentation of Distributed Exchanges

Number of pages: 8 Posted: 04 Nov 2019 Last Revised: 07 Nov 2019
Marius Zoican and Sorin Zoican
University of Toronto at Mississauga - Department of Management and Polytechnic University of Bucharest
Downloads 24 (595,416)

Abstract:

Loading...

distributed exchange, fragmentation, P2P network, Monte Carlo simulation, financial markets