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Katya Malinova

Observed names: KATYA MALINOVA, Malinova, Katya
Institution: McMaster University
ORCID: 0000-0001-7264-8744
Observed ORCID: 0000-0001-7264-8744
OpenAlex ID: A5019299561
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
2014 · KATYA MALINOVA, ANDREAS PARK · The Journal of Finance · 124
Tokenomics: When Tokens Beat Equity
2023 · Katya Malinova, Andreas Park · Management Science · 121
Do Retail Investors Suffer from High Frequency Traders?
2012 · Katya Malinova, Andreas Park, et al. · SSRN Electronic Journal · 97
Market Design with Blockchain Technology
2016 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 90
Regulating dark trading: Order flow segmentation and market quality
2018 · Carole Comerton-Forde, Katya Malinova, et al. · Journal of Financial Economics · 71
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
2011 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 34
Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market
2012 · Michael Brolley, Katya Malinova · SSRN Electronic Journal · 24
Informed liquidity provision in a limit order market
2020 · Michael Brolley, Katya Malinova · Journal of Financial Markets · 21
Dark Trading on Public Exchanges
2012 · Sean Donahugh Vanderfield Foley, Katya Malinova, et al. · SSRN Electronic Journal · 19
Trading Volume in Dealer Markets
2010 · Katya Malinova, Andreas Park · Journal of Financial and Quantitative Analysis · 19
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The impact of competition and information on intraday trading
2014 · Katya Malinova, Andreas Park · Journal of Banking & Finance · 18
Learning from DeFi: Would Automated Market Makers Improve Equity Trading?
2023 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 17
Liquidity, volume and price efficiency: The impact of order vs. quote driven trading
2012 · Katya Malinova, Andreas Park · Journal of Financial Markets · 15
Tokenized stocks for trading and capital raising
2026 · Katya Malinova, Andreas Park · Research Policy · 11
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
2011 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 10
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
2011 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 7
'Sniping' in Fragmented Markets
2020 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 6
The Impact of Competition and Information on Intraday Trading
2008 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 6
Liquidity Provision Under Flat Commissions in a Maker-Taker World
2020 · Michael Brolley, Katya Malinova · SSRN Electronic Journal · 3
Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
2009 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 3
A Brownian Motion Foundation for Informational Diversity and Proximity, with Application to Rational Expectations Equilibrium.
2005 · Katya Malinova, Lones Smith · SSRN Electronic Journal · 3
Liquidity, Volume and Price Efficiency: The impact of order vs. Quote Driven Trading
2010 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 2
Liquidity, Volume and Price Efficiency: The Impact of Order vs. Quote Driven Trading
2009 · Katya Malinova, Andreas Park · SSRN Electronic Journal · 2
Why Allow Internalization?
2012 · Katya Malinova · SSRN Electronic Journal · 1
Dethroning the Dollar? Optimal Multi-Asset Market Making *
2026 · Andreas Park, Katya Malinova · SSRN Electronic Journal
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Works count: 40
Citation count: 724
H-index: 13
I10-index: 15
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