1 citations · 1 across the 1 of their papers we have counts for
3 papers
q-fin.TR2019
Fragmentation of Distributed Exchanges
Marius Zoican, Sorin Zoican
Distributed securities exchanges may become de facto fragmented if they span geographical regions with asymmetric computer infrastructure. First, we build an economic model of a de…
q-fin.TR2019★ 1 cited
Do speed bumps curb low-latency trading? Evidence from a laboratory market
Mariana Khapko, Marius Zoican
Exchanges implement intentional trade delays to limit the harmful impact of low-latency trading. Do such "speed bumps" curb investment in fast trading technology? Data is scarce si…
q-fin.TR2019
Liquid Speed: On-Demand Fast Trading at Distributed Exchanges
Michael Brolley, Marius Zoican
Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity co…