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Michael Brolley
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Order flow segmentation, liquidity and price discovery: The role of latency delays
M Brolley, DA Cimon
Journal of Financial and Quantitative Analysis 55 (8), 2555-2587, 2020
45*2020
Informed trading and maker-taker fees in a low-latency limit order market
M Brolley, K Malinova
Available at SSRN 2178102, 2013
422013
Price Improvement and Execution Risk in Lit and Dark Markets
M Brolley
Management Science 66 (2), 863-886, 2020
36*2020
Informed liquidity provision in a limit order market
M Brolley, K Malinova
Journal of Financial Markets 52, 100566, 2021
18*2021
The quadratic oil extraction oligopoly
JM Hartwick, M Brolley
Resource and Energy Economics 30 (4), 568-577, 2008
102008
Liquid speed: A micro-burst fee for low-latency exchanges
M Brolley, M Zoican
Journal of Financial Markets, 2022
7*2022
Liquidity Provision Under Flat Commissions in a Maker-Taker World
M Brolley, K Malinova
Available at SSRN 3726190, 2020
6*2020
On-demand fast trading on decentralized exchanges
M Brolley, M Zoican
Finance Research Letters 51, 103350, 2023
5*2023
Cyber Risk and Security Investment
T Ahnert, M Brolley, D Cimon, R Riordan
2*2024
Diamonds in the rough: The value of scouting for early-stage funding
D Amaya, M Brolley, BF Smith
The North American Journal of Economics and Finance, 101131, 2020
2020
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Articles 1–10