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Do speed bumps curb low-latency investment? : evidence from a laboratory market

Khapko, Mariana; Zoican, Marius - In: Journal of financial markets 55 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10014543773

Speed and learning in high-frequency auctions

Haas, Marlene; Khapko, Mariana; Zoican, Marius - In: Journal of financial markets 54 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013273138

Asset pricing with dynamically inconsistent agents

Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 1017-1046

Persistent link: https://www.econbiz.de/10014426412

Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577

Persistent link: https://www.econbiz.de/10014392946

In memoriam : Tomas Björk (1947-2021) : on his career and beyond

Gaspar, Raquel M.; Khapko, Mariana - In: Finance and stochastics 27 (2023) 4, pp. 867-885

Persistent link: https://www.econbiz.de/10014426393

"Smart" settlement

Khapko, Mariana; Zoican, Marius A. - 2017

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 impatient traders but increases borrowing needs....

Persistent link: https://www.econbiz.de/10011646316

Should investors learn about the timing of equity risk?

Hasler, Michael; Khapko, Mariana; Marfè, Roberto - In: Journal of financial economics 132 (2019) 3, pp. 182-204

Persistent link: https://www.econbiz.de/10012164005

On time-inconsistent stochastic control in continuous time

Björk, Tomas; Khapko, Mariana; Murgoci, Agatha - In: Finance and stochastics 21 (2017) 2, pp. 331-360

Persistent link: https://www.econbiz.de/10011944378

Retail trading and analyst coverage

Martineau, Charles; Zoican, Marius - In: Journal of financial markets 66 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014472944

Liquid speed : a micro-burst fee for low-latency exchanges

Brolley, Michael; Zoican, Marius - In: Journal of financial markets 64 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014466067