Marta Khomyn

University of Technology Sydney (UTS)

PhD Student

14/28 Ultimo Rd

Sydney, Ultimo 2007

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

171

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Ideas:
“  Market Microstructure, ETFs, passive investing, liquidity crashes  ”

Scholarly Papers (2)

1.

The Value of ETF Liquidity

European Finance Association 2020 Helsinki
Number of pages: 41 Posted: 06 Apr 2020 Last Revised: 18 Jun 2020
University of Technology Sydney (UTS), University of Technology Sydney (UTS) and University of Toronto at Mississauga - Department of Management
Downloads 170 (197,191)

Abstract:

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ETFs, liquidity, competition, trading volume

2.

Algos gone wild: What drives the extreme order cancellation rates in modern markets?

Number of pages: 46
Marta Khomyn and Tālis J. Putniņš
University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 1

Abstract:

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order-to-trade ratio, market fragmentation, regulation, liquidity, HFT