Marius Zoican

University of Toronto - Finance Area

Assistant Professor

105 St George Street

Toronto, Ontario M5S 3E6

Canada

http://www.mariuszoican.org

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 12,840

SSRN RANKINGS

Top 12,840

in Total Papers Downloads

3,615

CITATIONS

2

Scholarly Papers (8)

1.

Need for Speed? Exchange Latency and Liquidity

Review of Financial Studies (Forthcoming)
Number of pages: 52 Posted: 28 May 2014 Last Revised: 23 Mar 2017
Albert J. Menkveld and Marius Zoican
VU Amsterdam and University of Toronto - Finance Area
Downloads 1,734 (8,862)
Citation 2

Abstract:

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Exchange Speed, High-Frequency Trading, Information Asymmetry

2.

How Fast Should Trades Settle?

Society for Financial Studies (SFS) Cavalcade, 2017, EFA 2017 Mannheim Meetings Paper, Rotman School of Management Working Paper No. 2881331, Swedish House of Finance Research Paper No. 17-4
Number of pages: 56 Posted: 08 Dec 2016 Last Revised: 25 Mar 2019
Mariana Khapko and Marius Zoican
University of Toronto - Finance Area and University of Toronto - Finance Area
Downloads 1,005 (20,826)

Abstract:

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Market design, trade settlement, security lending, counterparty risk

3.

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

Number of pages: 44 Posted: 07 Nov 2013 Last Revised: 28 Oct 2015
VU Amsterdam, Imperial College Business School and University of Toronto - Finance Area
Downloads 325 (89,842)

Abstract:

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

4.

Speed and Learning in High-Frequency Auctions

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 36 Posted: 02 Mar 2016 Last Revised: 26 Oct 2018
Marlene Haas, Mariana Khapko and Marius Zoican
Independent, University of Toronto - Finance Area and University of Toronto - Finance Area
Downloads 320 (91,414)

Abstract:

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

5.

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
Gόrnicka Lucyna and Marius Zoican
IMF and University of Toronto - Finance Area
Downloads 99 (260,023)

Abstract:

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bank regulation, market discipline, moral hazard, contagion

6.

Fund Competition at the Zero-Fee Bound

Number of pages: 35 Posted: 02 Jan 2019 Last Revised: 18 Feb 2019
Marius Zoican
University of Toronto - Finance Area
Downloads 93 (270,733)

Abstract:

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

7.

Do Speed Bumps Curb Speed Investment? Evidence from a Pilot Experiment

Number of pages: 39 Posted: 25 Mar 2019
Mariana Khapko and Marius Zoican
University of Toronto - Finance Area and University of Toronto - Finance Area
Downloads 28 (464,261)

Abstract:

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

8.

Crowded Stock Coverage

Number of pages: 42
Charles Martineau and Marius Zoican
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto - Finance Area
Downloads 11

Abstract:

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analyst coverage, investor attention, information processing, learning, asset pricing