Marius Zoican
Marius Zoican
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liquidity
The Value of ETF Liquidity
The Review of Financial Studies
, 2024, 37(10): 3092-3148
Marta Khomyn
,
Talis Putnins
,
Marius Zoican
Last updated on Sep 18, 2024
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Fragmentation and optimal liquidity supply on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour.
Revise & Resubmit at The Review of Financial Studies
Last updated on Oct 21, 2024
Fragmentation and optimal liquidity supply on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour.
Revise & Resubmit at The Review of Financial Studies
Last updated on Oct 21, 2024
Queuing and inventories in limit-order markets
Joint with Corey Garriott and Vincent van Kervel.
Revise & Resubmit at Journal of Financial Markets
Last updated on Jan 25, 2025
Speed and learning in high-frequency auctions
Journal of Financial Markets
, 2021, 54 (June), 100583 (Lead Article).
Marlene Haas
,
Mariana Khapko
,
Marius Zoican
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Need for Speed? Exchange Latency and Liquidity
The Review of Financial Studies
, 2017, 30(4), 1188-1228.
Albert Menkveld
,
Marius Zoican
Last updated on Sep 18, 2024
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