Follow
Katya Malinova
Katya Malinova
DeGroote School of Business, McMaster University
Verified email at mcmaster.ca
Title
Cited by
Cited by
Year
Subsidizing liquidity: The impact of make/take fees on market quality
K Malinova, A Park
The Journal of Finance 70 (2), 509-536, 2015
1632015
Do retail traders suffer from high frequency traders
K Malinova, A Park, R Riordan
Available at SSRN 2183806, 2013
1602013
Tokenomics: When tokens beat equity
K Malinova, A Park
Management Science 69 (11), 6568-6583, 2023
1472023
Market design with blockchain technology
K Malinova, A Park
Available at SSRN 2785626, 2017
1252017
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
902018
Market design for trading with blockchain technology
K Malinova, A Park
Available at SSRN, 2016
602016
Informed trading and maker-taker fees in a low-latency limit order market
M Brolley, K Malinova
Available at SSRN 2178102, 2013
422013
Do retail investors suffer from high frequency traders?
K Malinova, A Park, R Riordan
Available at SSRN 2183806, 2018
392018
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
332013
Dark trading on public exchanges
S Foley, K Malinova, A Park
Available at SSRN 2182839, 2012
312012
Trading volume in dealer markets
K Malinova, A Park
Journal of Financial and Quantitative Analysis 45 (6), 1447-1484, 2010
242010
Taxing high frequency market making: Who pays the bill
K Malinova, A Park, R Riordan
SSRN Electronic Journal, 2016
202016
The impact of competition and information on intraday trading
K Malinova, A Park
Journal of Banking & Finance 44, 55-71, 2014
202014
Learning from DEFI: Would automated market makers improve equity trading?
K Malinova, A Park
Available at SSRN 4531670, 2024
192024
Informed liquidity provision in a limit order market
M Brolley, K Malinova
Journal of Financial Markets 52, 100566, 2021
122021
Liquidity, volume, and price behavior: The impact of order vs. quote based trading
K Malinova, A Park
11th Symposium on Finance, Banking, and Insurance, University of Karlsruhe …, 2008
122008
Liquidity provision and market making by HFTs
K Malinova, A Park
Report prepared for the Investment Industry Regulatory Organization of Canada, 2015
112015
“Modern” Market Makers
K Malinova, A Park
Unpublished Manuscript, University of Toronto, 2016
102016
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
102006
Informed trading in a low-latency limit order market
M Brolley, K Malinova
Available at SSRN, 2017
82017
The system can't perform the operation now. Try again later.
Articles 1–20