David A. Cimon

Bank of Canada

234 Wellington Street

Ottawa, Ontario K1A 0G9

Canada

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

SCHOLARLY PAPERS

3

DOWNLOADS

243

CITATIONS

0

Scholarly Papers (3)

1.

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 (261,510)

Abstract:

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Latency delays, speed bumps, market fragmentation

2.

Banking Regulation and Market Making

Number of pages: 50 Posted: 10 Dec 2016 Last Revised: 01 Oct 2017
David A. Cimon and Corey Garriott
Bank of Canada and Bank of Canada
Downloads 0 (265,451)

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: 55 Posted: 08 Jun 2016 Last Revised: 04 Nov 2017
David A. Cimon
Bank of Canada
Downloads 0 (257,659)

Abstract:

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