Details about Katya Malinova

Access statistics for papers by Katya Malinova.

Last updated 2025-01-20. Update your information in the RePEc Author Service.

Short-id: pma1060

Working Papers

2009

1. Intraday Trading Patterns: The Role of Timing
   Working Papers, University of Toronto, Department of Economics
2. Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
   Working Papers, University of Toronto, Department of Economics View citations (2)
3. Trading Volume in Dealer Markets
   Working Papers, University of Toronto, Department of Economics View citations (6)
   See also Journal Article Trading Volume in Dealer Markets, Journal of Financial and Quantitative Analysis, Cambridge University Press (2010) View citations (7) (2010)

Journal Articles

2023

1. Tokenomics: When Tokens Beat Equity
   Management Science, 2023, 69, (11), 6568-6583 View citations (2)

2021

2. Informed liquidity provision in a limit order market
   Journal of Financial Markets, 2021, 52, (C) View citations (5)

2018

3. Regulating dark trading: Order flow segmentation and market quality
   Journal of Financial Economics, 2018, 130, (2), 347-366 View citations (24)

2015

4. Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
   Journal of Finance, 2015, 70, (2), 509-536 View citations (56)

2014

5. The impact of competition and information on intraday trading
   Journal of Banking & Finance, 2014, 44, (C), 55-71 View citations (4)

2013

6. Liquidity, volume and price efficiency: The impact of order vs. quote driven trading
   Journal of Financial Markets, 2013, 16, (1), 104-126 View citations (10)

2010

7. Trading Volume in Dealer Markets
   Journal of Financial and Quantitative Analysis, 2010, 45, (6), 1447-1484 View citations (7)
   See also Working Paper Trading Volume in Dealer Markets, Working Papers (2009) View citations (6) (2009)