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

4,474

SSRN CITATIONS

15

CROSSREF CITATIONS

13

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
VU Amsterdam and University of Toronto at Mississauga - Department of Management
Downloads 1,847 (9,130)
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 at Mississauga - Department of Management
Downloads 1,118 (19,922)
Citation 8

Abstract:

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Market design, trade settlement, security lending, counterparty risk

3.

Speed and Learning in High-Frequency Auctions

Journal of Financial Markets, Forthcoming, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 32 Posted: 02 Mar 2016 Last Revised: 27 Apr 2020
Marlene Haas, Mariana Khapko and Marius Zoican
Independent, University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 375 (84,697)
Citation 2

Abstract:

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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
VU Amsterdam, Imperial College Business School and University of Toronto at Mississauga - Department of Management
Downloads 357 (89,622)

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

5.

Crowded Analyst Coverage

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 46 Posted: 29 Apr 2019 Last Revised: 23 Mar 2020
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 238 (138,311)

Abstract:

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

6.

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 148 (212,178)

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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
Lucyna Górnicka and Marius Zoican
IMF and University of Toronto at Mississauga - Department of Management
Downloads 109 (267,697)
Citation 1

Abstract:

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bank regulation, market discipline, moral hazard, contagion

8.

Liquid speed: A congestion fee for low-latency exchanges

Rotman School of Management Working Paper No. 3377346, European Finance Association 2020 Helsinki
Number of pages: 38 Posted: 26 Jul 2019 Last Revised: 22 May 2020
Michael Brolley and Marius Zoican
Wilfrid Laurier University and University of Toronto at Mississauga - Department of Management
Downloads 97 (289,779)

Abstract:

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high-frequency trading, trade surges, congestion pricing, market design

9.

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

Number of pages: 34 Posted: 25 Mar 2019 Last Revised: 07 Oct 2019
Mariana Khapko and Marius Zoican
University of Toronto - Finance Area and University of Toronto at Mississauga - Department of Management
Downloads 89 (305,978)
Citation 1

Abstract:

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

10.

The Value of ETF Liquidity

European Finance Association 2020 Helsinki
Number of pages: 41 Posted: 06 Apr 2020 Last Revised: 05 May 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 75 (339,141)

Abstract:

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ETFs, liquidity, competition, trading volume

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 21 (551,530)

Abstract:

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