Dr. Katya Malinova
Associate Professor / Mackenzie Investments Chair in Evidence-Based Investment Management / Director, Master of Finance
Finance & Business Economics
CONTACT INFORMATION
JOURNAL PUBLICATIONS
January 2021
Informed Liquidity Provision In A Limit Order Market
JOURNAL : JOURNAL OF FINANCIAL MARKETS
CONTRIBUTORS: Michael Brolley, Katya Malinova
November 2018
Regulating Dark Trading: Order Flow Segmentation And Market Quality
JOURNAL : JOURNAL OF FINANCIAL ECONOMICS
CONTRIBUTORS: Carole Comerton-forde, Katya Malinova, Andreas Park
January 2017
Regulating Dark Trading: Order Flow Segmentation And Market Quality
CONTRIBUTORS: Carole Comerton-forde, Katya Malinova, Andreas Park
2016
Taxing High Frequency Market Making: Who Pays The Bill
JOURNAL : SSRN ELECTRONIC JOURNAL
CONTRIBUTORS: Katya Malinova, Andreas Park, Ryan Riordan
2016
’modern’market Makers
JOURNAL : UNPUBLISHED MANUSCRIPT, UNIVERSITY OF TORONTO
CONTRIBUTORS: Katya Malinova, Andreas Park
2015
Subsidizing Liquidity: The Impact Of Make/take Fees On Market Quality
JOURNAL : THE JOURNAL OF FINANCE
CONTRIBUTORS: Katya Malinova, Andreas Park
July 2014
The Impact Of Competition And Information On Intraday Trading
JOURNAL : JOURNAL OF BANKING & FINANCE
CONTRIBUTORS: Katya Malinova, Andreas Park
2013
Liquidity, Volume And Price Efficiency: The Impact Of Order Vs. Quote Driven Trading
JOURNAL : JOURNAL OF FINANCIAL MARKETS
CONTRIBUTORS: Katya Malinova, Andreas Park
January 2012
The Impact Of Competition And Information On Intraday Trading
CONTRIBUTORS: Katya Malinova, Andreas Park
January 2012
Do Retail Traders Suffer From High Frequency Traders?
CONTRIBUTORS: Katya Malinova, Andreas Park, Ryan Riordan
January 2012
Dark Trading On Public Exchanges
CONTRIBUTORS: Sean Foley, Katya Malinova, Andreas Park
January 2012
Informed Trading And Maker-taker Fees In A Low-latency Limit Order Market
CONTRIBUTORS: Michael Brolley, Katya Malinova
January 2011
Subsidizing Liquidity: The Impact Of Make/take Fees On Market Quality
CONTRIBUTORS: Katya Malinova, Andreas Park
December 2010
Trading Volume In Dealer Markets
JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
CONTRIBUTORS: Katya Malinova, Andreas Park
January 2010
Liquidity, Volume And Price Efficiency: The Impact Of Order Vs. Quote Driven Trading
CONTRIBUTORS: Katya Malinova, Andreas Park
January 2005
A Brownian Motion Foundation For Informational Diversity And Proximity, With Application To Rational Expectations Equilibrium.
CONTRIBUTORS: Katya Malinova, Lones Smith
2003
Dynamic Rational Expectations Equilibrium With Private Information: How Not To Forecast The Forecasts Of Others
JOURNAL : ANN ARBOR
CONTRIBUTORS: Katya Malinova, Lones SmithOTHER PUBLICATIONS
January 2020
Maker-taker Fees And Liquidity: The Role Of Commission Structures
CONTRIBUTORS: Michael Brolley, Katya Malinova
January 2019
Snowbirds In Securities Trading: Canadian Brokers' U.s.-bound Order Routing
CONTRIBUTORS: Katya Malinova, Andreas Park
January 2017
Informed Trading In A Low-latency Limit Order Market
CONTRIBUTORS: Michael Brolley, Katya Malinova
January 2009