David Cimon

Wilfrid Laurier University - School of Business & Economics

Waterloo, Ontario N2L 3C5

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

376

CITATIONS

0

Scholarly Papers (3)

1.

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

Number of pages: 55 Posted: 24 Jul 2017 Last Revised: 03 Oct 2018
Michael Brolley and David Cimon
Wilfrid Laurier University and Wilfrid Laurier University - School of Business & Economics
Downloads 141 (192,896)

Abstract:

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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
Wilfrid Laurier University - School of Business & Economics and Bank of Canada
Downloads 126 (210,950)

Abstract:

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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
Wilfrid Laurier University - School of Business & Economics
Downloads 109 (234,661)

Abstract:

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