Marius Zoican – Medium

Marius Zoican

Marius Zoican

Dealing with micro-bursts: A congestion fee for high-speed markets

A message congestion fee that targets micro-bursts can simultaneously improve liquidity, as well as reduce the risk of a congested market.

May 22, 2020

Dealing with micro-bursts: A congestion fee for high-speed markets

May 22, 2020

Marius Zoican

The value of ETF liquidity

ETFs tracking the same index charge different fees. Also, more expensive ETFs seem to attract more investors. Why? Better liquidity.

Mar 26, 2020

The value of ETF liquidity

Mar 26, 2020

Marius Zoican

Distributed Exchanges and Fragmentation

Can we sustain a single distributed exchange across geographic regions?

Oct 24, 2019

Distributed Exchanges and Fragmentation

Oct 24, 2019

Marius Zoican

Do exchange “speed bumps” curb the HFT arms’ race?

Asymmetric speed bumps partially reduce investment in low-latency technology, with longer delays having a stronger impact.

Oct 7, 2019

Do exchange “speed bumps” curb the HFT arms’ race?

Oct 7, 2019

Marius Zoican

Liquid trading speed on decentralized exchanges

Surge pricing of low-latency technology can reduce high-frequency trading externalities.

Jul 25, 2019

Liquid trading speed on decentralized exchanges

Jul 25, 2019

Marius Zoican

Is stock analyst coverage too “crowded?”

The most-covered 5% of U.S. equity account for more than 25% of analyst coverage.

Apr 25, 2019

Is stock analyst coverage too “crowded?”

Apr 25, 2019

Marius Zoican

Are zero-fee funds truly “free”?

Asset managers, particularly passive investment firms, race towards offering zero-fee funds. On August 1st 2018, Fidelity Investments —…

Dec 5, 2018

Are zero-fee funds truly “free”?

Dec 5, 2018

Marius Zoican

Marius Zoican

Marius is an Assistant Professor of Finance at University of Toronto Mississauga and Rotman School of Management, focusing on market structure and technology.

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