I am currently an Assistant Professor of Finance in the Lazaridis School of Business and Economics at Wilfrid Laurier University. My research focuses primarily on theoretical modelling of issues in market microstructure, with a particular interest in problems of asymmetric information. My current work analyses the theoretical impact of recent innovations to equity markets: dark pools, maker-taker fees, and high-frequency trading.

Office - LH4071; Tel - (519) 884-0710 x4836
E-mail: mbrolley[at]wlu.ca; mikerostructure[at]gmail.com
On The Web: SSRN, ResearchGate, Google Scholar, @mikerostructure

Current Working Papers

[1] Informed Trading in a Low-Latency Limit Order Market (joint with Katya Malinova)
    - Revise and Resubmit at the Journal of Financial Markets

[2] Diamonds in the Rough: The Value of Scouting for Early-Stage Funding (joint with D. Amaya and B. Smith)