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Michael Brolley
Observed name:
Brolley, Michael
Institution:
Wilfrid Laurier University
Observed institutions:
Queen's University,
Wilfrid Laurier University
ORCID:
0000-0002-7242-4238
Observed ORCID:
0000-0002-7242-4238
OpenAlex ID:
A5047715340
Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays
2017
·
Michael Brolley
, David A. Cimon
·
Journal of Financial and Quantitative Analysis
·
41
Price Improvement and Execution Risk in Lit and Dark Markets
2019
·
Michael Brolley
·
Management Science
·
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
Liquid speed: A micro-burst fee for low-latency exchanges
2020
·
Michael Brolley
, Marius Zoican
·
Journal of Financial Markets
·
9
The quadratic oil extraction oligopoly
2008
·
John M. Hartwick
, Michael Brolley
·
Resource and Energy Economics
·
8
On-demand fast trading on decentralized exchanges
2022
·
Michael Brolley
, Marius Zoican
·
Finance research letters
·
7
Liquid speed: A congestion fee for low-latency exchanges
2020
·
Michael Brolley
, Marius Zoican
·
SSRN Electronic Journal
·
4
Cyber Risk and Security Investment
2022
·
Toni Ahnert
, Michael Brolley
, et al.
·
SSRN Electronic Journal
·
3
Liquidity Provision Under Flat Commissions in a Maker-Taker World
2020
·
Michael Brolley
, Katya Malinova
·
SSRN Electronic Journal
·
3
Price Improvement and Execution Risk in Lit and Dark Markets
2015
·
Michael Brolley
·
SSRN Electronic Journal
·
3
Liquid Speed: On-Demand Fast Trading at Distributed Exchanges
2025
·
Michael Brolley
, Marius Zoican
·
2
Mandatory Price Improvement in Dark Pools
2016
·
Michael Brolley
·
SSRN Electronic Journal
·
2
Diamonds in the rough: The value of scouting for early-stage funding
2019
·
Diego Amaya
, Michael Brolley
, et al.
·
The North American Journal of Economics and Finance
Price Improvement and Execution Risk in Lit and Dark Markets
2018
·
Michael Brolley
·
SSRN Electronic Journal
Essays in Market Microstructure
2015
·
Michael Brolley
·
TSpace (University of Toronto)
PDF
Sunnier, Denser and More Productive Cities
2008
·
Michael Brolley
, John M. Hartwick
·
RePEc: Research Papers in Economics
PDF
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Works count:
20
Citation count:
161
H-index:
7
I10-index:
4
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