Katya Malinova

Dr. Katya Malinova

Associate Professor

Finance & Business Economics

Faculty

CONTACT INFORMATION

BIO

Professor Malinova specializes in financial market microstructure and FinTech, with her empirical work focused on Canadian equity markets.

JOURNAL PUBLICATIONS

November 2018

Regulating Dark Trading: Order Flow Segmentation And Market Quality

JOURNAL : JOURNAL OF FINANCIAL ECONOMICS

CONTRIBUTORS: Carole Comerton-forde, Katya Malinova, Andreas Park
June 2017

Regulating Dark Trading: Order Flow Segmentation And Market Quality

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: Carole Comerton-forde, Katya Malinova, Andreas Park
September 2016

Taxing High Frequency Market Making: Who Pays The Bill

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: Katya Malinova, Andreas Park, Ryan Riordan
September 2016

’Modern’Market Makers

JOURNAL : UNPUBLISHED MANUSCRIPT, UNIVERSITY OF TORONTO

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
December 2012

Dark Trading On Public Exchanges

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: Sean Donahugh Vanderfield Foley, Katya Malinova, Andreas Park
December 2012

Do Retail Traders Suffer From High Frequency Traders?

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: Katya Malinova, Andreas Park, Ryan Riordan
November 2012

Informed Trading And Maker-Taker Fees In A Low-Latency Limit Order Market

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: Michael Brolley, Katya Malinova
December 2011

The Impact Of Competition And Information On Intraday Trading

JOURNAL : SSRN ELECTRONIC JOURNAL

CONTRIBUTORS: Katya Malinova, Andreas Park
December 2010

Trading Volume In Dealer Markets

JOURNAL : JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

CONTRIBUTORS: Katya Malinova, Andreas Park
September 2003

Dynamic Rational Expectations Equilibrium With Private Information: How Not To Forecast The Forecasts Of Others

JOURNAL : ANN ARBOR

CONTRIBUTORS: Katya Malinova, Lones Smith

OTHER PUBLICATIONS

September 2017

Does High Frequency Trading Add Noise To Prices?

CONTRIBUTORS: Katya Malinova, Andreas Park