Michael Brolley

Wilfrid Laurier University

Lazaridis Hall, 4071

75 University Avenue

Waterloo, Ontario N2L 3C5

Canada

http://www.mikerostructure.com

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 46,830

SSRN RANKINGS

Top 46,830

in Total Papers Downloads

722

CITATIONS

1

Scholarly Papers (4)

1.

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 University of Toronto
Downloads 297 (61,030)
Citation 1

Abstract:

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

2.

Mandatory Price Improvement in Dark Pools

Number of pages: 58 Posted: 18 Sep 2015 Last Revised: 06 Jul 2016
Michael Brolley
Wilfrid Laurier University
Downloads 17 (129,911)

Abstract:

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dark trading, limit order book, informed trading, regulation

3.

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 University of Toronto
Downloads 0 (455,891)

Abstract:

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

4.

Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays

Number of pages: 41 Posted: 24 Jul 2017
Michael Brolley and David Cimon
Wilfrid Laurier University and Bank of Canada
Downloads 0 (248,460)

Abstract:

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Latency delays, speed bumps, market fragmentation