transaction costs

Maker-Taker Fees and Liquidity: The Role of Commission Structures

Joint with Katya Malinova (McMaster).

Informed Liquidity Provision in a Limit Order Market

*Journal of Financial Markets* (forthcoming)

Liquid Speed: a Congestion Fee for Low-Latency Exchanges

Joint with Marius Zoican (Rotman).

On-Demand Market-Access, Fast Trading and the Role of Decentralized Exchanges

Joint with Marius Zoican (Rotman).