Tatiana V. Zabotina
Clinical Assistant Professor
Department of Finance
601 S. Morgan St., Chicago, IL 60607
- Fin 310 Investments
- Fin 320 Managerial Finance
- Fin 330 Quantitative Methods in Finance
“Intraday liquidity provision in the futures markets: LIFFE without the pits,” (with Ron Spahr and Nancy Scannell), Review of Futures Markets, Winter 2005-2006, Volume 14, number 3, pp. 369-389.
“Is it Time to Reduce the Minimum Tick Sizes of the E-Mini Futures?” (with Alex Kurov), Journal of Futures Markets, 2005, vol. 25, Issue 1, January, pp. 79-104.
“Do designated market makers improve liquidity in open-outcry futures markets?” (with Yiuman Tse), Journal of Futures Markets, 2004, vol. 24, Issue 5, May, pp. 479-502.
“Price discovery and common factor models,” (with Richard T. Baillie, G. Geoffrey Booth, and Yiuman Tse), Journal of Financial Markets, 2002, vol. 5, July.
“Smooth transition in aggregate Consumption,” (with Yiuman Tse), Applied Economic Letters, 2002, vol. 9, June, pp. 415-418.
“Transaction costs and market quality: Open outcry versus electronic trading,” (with Yiuman Tse), Journal of Futures Markets, 2001, vol. 21, August, pp. 713-35.
PhD, Finance, State University of New York (SUNY), Binghamton, 2002
MA, Economics, State University of New York (SUNY), Binghamton, 1998
BS, Operations Research, Kazan State University, Russia, 1996