Concepedia

Michael Brolley

MB

Statistics

Publications

5

Citations

127

H-Index

5

Active since

2012

Affiliations

Wilfrid Laurier University(Current)

McMaster University

Michael Brolley is an author at Wilfrid Laurier University specializing in economics, financial economics, and business.

ORCID

Publications per year

2012–2022

5

Publications

5

Price Improvement and Execution Risk in Lit and Dark Markets

Michael Brolley · Management Science · 2019 · 37 citations

, , +15

Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays

Michael Brolley, David A. Cimon · Journal of Financial and Quantitative Analysis · 2020 · 34 citations

, , +17

Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market

Michael Brolley, Katya Malinova · SSRN Electronic Journal · 2012 · 25 citations · Full text

, , +16

Informed liquidity provision in a limit order market

Michael Brolley, Katya Malinova · Journal of Financial Markets · 2020 · 21 citations

, , +14

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

Michael Brolley, Marius Zoican · Journal of Financial Markets · 2022 · 10 citations · Full text

, , +7

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