Michael Brolley
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Theory
Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets
Joint with David Cimon (Bank of Canada).
Retail Segmentation and Liquidity
Joint with David Cimon (Bank of Canada).
Liquidity Provision Under Flat Commissions in a Maker-Taker World
Joint with Katya Malinova (McMaster).
Cyber Risk and Security Investment
Joint with Toni Ahnert (ECB), David Cimon (Bank of Canada), and Ryan Riordan (Queen's).
Informed Trading and Maker-Taker Fees in a Low-Latency Limit Order Market
Joint with Katya Malinova (McMaster). 2013 WFA paper.
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