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Publications of Ekaterina Malinova

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Forthcoming

  • Ekaterina Malinova, Carole Comerton-Forde, Andreas Park, "Regulating Dark Trading: Order Flow Segmentation and Market Quality", Journal of Financial Economics, forthcoming.
  • Ekaterina Malinova and Andreas Park, "Volume in Dealer Markets", Journal of Finanial and Quantitative Analysis, forthcoming. (Freely available.)

2015

2014

2013

2010

  • Ekaterina Malinova and Andreas Park, "Trading Volume in Dealer Markets", Journal of Financial and Quantitative Analysis 45 (6) (2010), 1447–1484.