Subsidizing liquidity: The impact of make/take fees on market quality K Malinova, A Park The Journal of Finance 70 (2), 509-536, 2015 | 159 | 2015 |
Do retail traders suffer from high frequency traders K Malinova, A Park, R Riordan Available at SSRN 2183806, 2013 | 155 | 2013 |
Tokenomics: when tokens beat equity K Malinova, A Park Management Science 69 (11), 6568-6583, 2023 | 125 | 2023 |
Market design with blockchain technology K Malinova, A Park Available at SSRN 2785626, 2017 | 119 | 2017 |
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 | 85 | 2018 |
Market design for trading with blockchain technology K Malinova, A Park Available at SSRN, 2016 | 61 | 2016 |
Informed trading and maker-taker fees in a low-latency limit order market M Brolley, K Malinova Available at SSRN 2178102, 2013 | 42 | 2013 |
Do retail investors suffer from high frequency traders? K Malinova, A Park, R Riordan Available at SSRN 2183806, 2018 | 36 | 2018 |
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 | 32 | 2013 |
Dark trading on public exchanges S Foley, K Malinova, A Park Available at SSRN 2182839, 2012 | 31 | 2012 |
Trading volume in dealer markets K Malinova, A Park Journal of Financial and Quantitative Analysis 45 (6), 1447-1484, 2010 | 24 | 2010 |
Taxing high frequency market making: Who pays the bill K Malinova, A Park, R Riordan SSRN Electronic Journal, 2016 | 20 | 2016 |
The impact of competition and information on intraday trading K Malinova, A Park Journal of Banking & Finance 44, 55-71, 2014 | 20 | 2014 |
Informed liquidity provision in a limit order market M Brolley, K Malinova Journal of Financial Markets 52, 100566, 2021 | 11 | 2021 |
Liquidity provision and market making by HFTs K Malinova, A Park Report prepared for the investment industry regulatory Organization of …, 2015 | 11 | 2015 |
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 | 11 | 2008 |
“Modern” Market Makers K Malinova, A Park Unpublished Manuscript, University of Toronto, 2016 | 10 | 2016 |
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 | 10 | 2006 |
Learning from DeFi: Would Automated Market Makers Improve Equity Trading? K Malinova, A Park Available at SSRN 4531670, 2023 | 9 | 2023 |
Informed trading in a low-latency limit order market M Brolley, K Malinova Available at SSRN, 2017 | 7 | 2017 |