Marius Zoican

University of Toronto - Rotman School of Management

Assistant Professor

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

http://www.mariuszoican.org

University of Toronto at Mississauga - Department of Management

Canada

SCHOLARLY PAPERS

8

DOWNLOADS

3,805

CITATIONS

30

Scholarly Papers (8)

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
VU Amsterdam and University of Toronto - Rotman School of Management
Downloads 1,752 (8,854)
Citation 24

Abstract:

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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 - Rotman School of Management
Downloads 1,032 (20,293)
Citation 8

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 - Rotman School of Management
Downloads 330 (89,729)

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 - Rotman School of Management
Downloads 327 (90,616)
Citation 2

Abstract:

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

5.

Crowded Analyst Coverage

Number of pages: 43 Posted: 29 Apr 2019 Last Revised: 02 Jun 2019
Charles Martineau and Marius Zoican
University of Toronto - Rotman School of Management and UTSC Management and University of Toronto - Rotman School of Management
Downloads 113 (240,601)

Abstract:

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analyst coverage, rational inattention, career concerns, information processing, learning

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 - Rotman School of Management
Downloads 105 (253,414)

Abstract:

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

7.

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 - Rotman School of Management
Downloads 104 (255,055)

Abstract:

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bank regulation, market discipline, moral hazard, contagion

8.

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 - Rotman School of Management
Downloads 42 (411,712)

Abstract:

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