Michael Brolley

Wilfrid Laurier University

Frank Peters Building

75 University Avenue

Waterloo, Ontario N2L 3C5

Canada

http://www.mikerostructure.com

SCHOLARLY PAPERS

3

DOWNLOADS

568

CITATIONS

0

Scholarly Papers (3)

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 (61,573)

Abstract:

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 (166,351)

Abstract:

dark trading, limit order book, informed trading, regulation

3.

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

Number of pages: 41 Posted: 24 Jul 2017
Michael Brolley and David A. Cimon
Wilfrid Laurier University and Bank of Canada
Downloads 0 (393,442)

Abstract:

Latency delays, speed bumps, market fragmentation