| Order flow segmentation, liquidity and price discovery: The role of latency delays M Brolley, DA Cimon Journal of Financial and Quantitative Analysis 55 (8), 2555-2587, 2020 | 51* | 2020 |
| Informed trading and maker-taker fees in a low-latency limit order market M Brolley, K Malinova Available at SSRN 2178102, 2013 | 42 | 2013 |
| Price Improvement and Execution Risk in Lit and Dark Markets M Brolley Management Science 66 (2), 863-886, 2020 | 40* | 2020 |
| Informed liquidity provision in a limit order market M Brolley, K Malinova Journal of Financial Markets 52, 100566, 2021 | 21* | 2021 |
| Liquid speed: A micro-burst fee for low-latency exchanges M Brolley, M Zoican Journal of Financial Markets, 2022 | 13* | 2022 |
| Cyber Risk and Security Investment T Ahnert, M Brolley, D Cimon, R Riordan Bank of Canada, 2022 | 10* | 2022 |
| The quadratic oil extraction oligopoly JM Hartwick, M Brolley Resource and Energy Economics 30 (4), 568-577, 2008 | 10 | 2008 |
| On-demand fast trading on decentralized exchanges M Brolley, M Zoican Finance Research Letters 51, 103350, 2023 | 8* | 2023 |
| Liquidity provision under flat commissions in a maker-taker world M Brolley, K Malinova Available at SSRN 3726190, 2020 | 6* | 2020 |
| Diamonds in the rough: The value of scouting for early-stage funding D Amaya, M Brolley, BF Smith The North American Journal of Economics and Finance, 101131, 2020 | 1 | 2020 |
| Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets M Brolley, D Cimon Bank of Canada, 2025 | | 2025 |
| Essays in Market Microstructure M Brolley University of Toronto (Canada), 2015 | | 2015 |
Katya MalinovaDeGroote School of Business, McMaster UniversityVerified email at mcmaster.ca
