David Cimon

Bank of Canada

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

http://sites.google.com/site/dcimon

SCHOLARLY PAPERS

3

DOWNLOADS

342

CITATIONS

0

Scholarly Papers (3)

1.

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

Number of pages: 52 Posted: 24 Jul 2017 Last Revised: 17 Jun 2018
Michael Brolley and David Cimon
Wilfrid Laurier University and Bank of Canada
Downloads 126 (210,106)

Abstract:

Loading...

Latency delays, speed bumps, market fragmentation, asymmetric information

2.

Banking Regulation and Market Making

Number of pages: 44 Posted: 10 Dec 2016 Last Revised: 08 Aug 2018
David Cimon and Corey Garriott
Bank of Canada and Bank of Canada
Downloads 114 (222,264)

Abstract:

Loading...

market making, market microstructure, fixed income, liquidity, regulation, Basel III, Volcker rule, securities financing

3.

Broker Routing Decisions in Limit Order Markets

Number of pages: 42 Posted: 08 Jun 2016 Last Revised: 01 Aug 2018
David Cimon
Bank of Canada
Downloads 102 (242,149)

Abstract:

Loading...

brokers, market quality, market microstructure, market fragmentation, make/take fees