If users get more benefits from your exchange rather than others, so why not?
Just think over what makes your project special?
Maybe higher operations speed, better interface, guaranted safety, different bonuses for users? There're lots of things to attract both users and investors.
Good luck!

Indeed, there's nothing wrong to create your own exchange as long as you have enough money to build a great one.
I totally agree if your exchange offer a better experience compare to most exchanges such as Poloniex which has bad service right now or high fees on bittrex. In this business, if you can provide; fast, friendly and reliable service for customers, then you've win their heart to always use your service.