Katya Malinova
Katya Malinova
DeGroote School of Business, McMaster University
Verified email at mcmaster.ca
Title
Cited by
Cited by
Year
Do retail traders suffer from high frequency traders
K Malinova, A Park, R Riordan
Available at SSRN 2183806, 2013
1192013
Subsidizing liquidity: The impact of make/take fees on market quality
K Malinova, A Park
The Journal of Finance 70 (2), 509-536, 2015
1132015
Market design with blockchain technology
K Malinova, A Park
Available at SSRN 2785626, 2017
762017
Regulating dark trading: Order flow segmentation and market quality
C Comerton-Forde, K Malinova, A Park
Journal of Financial Economics 130 (2), 347-366, 2018
362018
Market design for trading with blockchain technology
K Malinova, A Park
Available at SSRN, 2016
362016
Tokenomics: when tokens beat equity
K Malinova, A Park
Available at SSRN 3286825, 2018
352018
Informed trading and maker-taker fees in a low-latency limit order market
M Brolley, K Malinova
Available at SSRN 2178102, 2013
282013
Liquidity, volume and price efficiency: The impact of order vs. quote driven trading
K Malinova, A Park
Journal of Financial Markets 16 (1), 104-126, 2013
252013
Dark trading on public exchanges
S Foley, K Malinova, A Park
Available at SSRN 2182839, 2012
232012
Trading volume in dealer markets
K Malinova, A Park
Journal of Financial and Quantitative Analysis, 1447-1484, 2010
202010
Taxing high frequency market making: Who pays the bill
K Malinova, A Park, R Riordan
SSRN Electronic Journal, 2016
182016
The impact of competition and information on intraday trading
K Malinova, A Park
Journal of Banking & Finance 44, 55-71, 2014
182014
Do retail investors suffer from high frequency traders?
K Malinova, A Park, R Riordan
Available at SSRN 2183806, 2018
162018
Liquidity, volume, and price behavior: The impact of order vs. quote based trading
K Malinova, A Park
University of Toronto, Department of Economics Working Papers, 2009
102009
“Modern” Market Makers
K Malinova, A Park
Unpublished Manuscript, University of Toronto, 2016
92016
Liquidity provision and market making by HFTs
K Malinova, A Park
Report prepared for the Investment Industry Regulatory Organization of Canada, 2015
92015
A brownian motion foundation for informational diversity and proximity, with application to rational expectations equilibrium
K Malinova, L Smith
Ann Arbor 1001, 48109-1220, 2006
92006
Informed trading in a low-latency limit order market
M Brolley, K Malinova
Available at SSRN 3095649, 2017
62017
The impact of the dark trading rules
C Comerton-Forde, K Malinova, A Park
Report prepared for IIROC, 2015
62015
Do retail traders benefit from improvements in liquidity?
K Malinova, A Park, R Riordan
Unpublished working paper. University of Toronto, 2013
52013
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Articles 1–20