Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Marius Zoican"'
Autor:
Marius Zoican, Mariana Khapko
Publikováno v:
Management Science. 66:4573-4593
Recent regulatory and industry initiatives aim to streamline post-trade infrastructures. Does faster settlement benefit markets? We build a model of intermediated trading with imperfectly competitive securities lending. Faster settlement benefits imp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac9245869b1c226e3c7ee960523d5ae3
https://doi.org/10.1287/mnsc.2019.3408
https://doi.org/10.1287/mnsc.2019.3408
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5958ab8a383104463ae206bc06c6b0ae
https://doi.org/10.2139/ssrn.3991930
https://doi.org/10.2139/ssrn.3991930
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf595bda60540193c3bc541002fe0b07
https://doi.org/10.2139/ssrn.4267429
https://doi.org/10.2139/ssrn.4267429
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::241827fe0c6fa8c29363626180ba7d5f
https://doi.org/10.2139/ssrn.4260874
https://doi.org/10.2139/ssrn.4260874
Autor:
Michael Brolley, Marius Zoican
Publikováno v:
Finance Research Letters. 51:103350
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f42dd80b5fb7d45eca28d549d9e3b4a0
https://doi.org/10.1016/j.frl.2022.103350
https://doi.org/10.1016/j.frl.2022.103350
Autor:
Marius Zoican, Charles Martineau
Publikováno v:
SSRN Electronic Journal.
How to quantify the informational content of analyst reports? In this short methodological paper, we propose a measure of information contribution (IC), defined in the spirit of Shapley values. We use natural language processing to identify topics fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1348b0c5c4ce11b60187343eadc538e5
https://doi.org/10.2139/ssrn.3925176
https://doi.org/10.2139/ssrn.3925176
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3ed016e7c4f3ae13d7ec015ce31182b
https://doi.org/10.2139/ssrn.3971868
https://doi.org/10.2139/ssrn.3971868
Publikováno v:
SSRN Electronic Journal.
We model same-index ETF competition. Heterogeneity in investor horizons allows ETFs to build liquidity clienteles, leading to fee differentials. More liquid ETFs charge higher fees in equilibrium, attracting short-horizon investors who are more sensi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5709149fefe60cb2d6b83ca24614c13
https://doi.org/10.2139/ssrn.3561531
https://doi.org/10.2139/ssrn.3561531
Autor:
Michael Brolley, Marius Zoican
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d2268b05efb4c00fa68fc2634383fa0e
https://doi.org/10.2139/ssrn.3377346
https://doi.org/10.2139/ssrn.3377346
Autor:
Marius Zoican, Mariana Khapko
Publikováno v:
Journal of Financial Markets. 55:100601
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 are scarce since trading technologies are proprietary. We build an experimenta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::93696d8427ea437eef08f0abb32fb656
https://doi.org/10.1016/j.finmar.2020.100601
https://doi.org/10.1016/j.finmar.2020.100601