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O'Hara, Maureen


 SSRN Author Rank: 56 by Downloads
 Robert W. Purcell Professor of Management
 

Cornell University - Samuel Curtis Johnson Graduate School of Management


 Ithaca, NY 14853
 United States
 607-255-3645 (Phone)
 607-255-5993 (Fax)
 email address

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. O'Hara, Maureen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
77,782
Total
Citations
1,322
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading | Show Abstract | Download |
The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
22 Oct 10
Last Revised:
31 Jan 11
16,847
(78)
15

2.  
Flow Toxicity and Liquidity in a High Frequency World | Show Abstract | Download |
Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Oct 10
Last Revised:
15 Apr 12
14,935
(92)
22

3.  
The Exchange of Flow Toxicity | Show Abstract | Download |
The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
27 Jan 11
Last Revised:
27 Feb 12
6,299
(491)
6

4.  
The Volume Clock: Insights into the High Frequency Paradigm | Show Abstract | Download |
The Journal of Portfolio Management, (Fall, 2012) Forthcoming , Johnson School Research Paper Series No. 9-2012
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
05 Apr 12
Last Revised:
20 Aug 12
6,113
(522)
6

5.  
The Corporate Governance of Banks | Show Abstract | Download |
Economic Policy Review, Vol. 9, No. 1, April 2003
Accepted Paper Series
Macey, Jonathan R.
Yale Law School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
07 Sep 05
5,480
(620)
83

6.  
Information and the Cost of Capital | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper; Cornell University Johnson Graduate School of Management Working Paper
Working Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Easley, David
Cornell University - Department of Economics
Posted:
17 Feb 02
2,889
(1,906)
396

7.  
Bulk Classification of Trading Activity | Show Abstract | Download |
Johnson School Research Paper Series No. 8-2012
Working Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Jan 12
Last Revised:
02 Apr 13
2,770
(2,059)
6

8.  
Easley, David
Cornell University - Department of Economics
Hvidkjaer, Soeren
Copenhagen Business School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
07 Dec 00
2,079
(3,398)
397

9.  
Factoring Information Into Returns | Show Abstract | Download |
EFA 2004 Maastricht Meetings Paper No. 4118
Working Paper Series
Easley, David
Cornell University - Department of Economics
Hvidkjaer, Soeren
Copenhagen Business School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Jun 04
1,924
(3,896)
56

10.  
Optimal Execution Horizon | Show Abstract | Download |
Mathematical Finance, 2013
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
12 Apr 12
Last Revised:
21 Feb 13
1,918
(3,911)
2

11.  
VPIN and the Flash Crash: A Comment | Show Abstract | Download |
Journal of Financial Markets, Forthcoming, Johnson School Research Paper Series No. 25-2012
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
Lopez de Prado, Marcos
Guggenheim Partners, LLC
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
18 May 12
Last Revised:
29 Sep 13
1,882
(4,027)
1

12.  
Ellis, Katrina
Government of the Commonwealth of Australia - Australian Prudential Regulation Authority (APRA)
Michaely, Roni
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
26 Mar 05
1,593
(5,414)
20

13.   Incl. Electronic Paper
Easley, David
Cornell University - Department of Economics
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Dec 01
Last Revised:
29 Jul 10
1,489
(6,096)
49

14.   Incl. Electronic Paper
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yao, Chen
University of Warwick
Ye, Mao
University of Illinois at Urbana-Champaign
Posted:
23 Jul 11
Last Revised:
18 Mar 14
1,252
(8,115)
 

15.  
Macey, Jonathan R.
Yale Law School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Pompilio, David
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
31 Aug 04
1,232
(8,326)
27

16.  
Agarwal, Prasun
Cornell University - Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Oct 06
Last Revised:
13 Nov 07
1,049
(10,855)
4

17.  
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Ye, Mao
Hewlett-Packard Laboratories
Posted:
12 Mar 09
996
(11,770)
5

18.   Incl. Electronic Paper
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
20 Jun 07
Last Revised:
29 Jul 10
828
(15,585)
22

19.  
The 'Make or Take' Decision in an Electronic Market: Evidence on the Evolution of Liquidity | Show Abstract | Download |
13th Annual Utah Winter Finance Conference; NYU Stern School of Business Working Paper No. FIN-02-029; AFA 2003 Washington, DC Meetings
Working Paper Series
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Oct 02
774
(17,219)
77

20.  
Liquidity and Valuation in an Uncertain World | Show Abstract | Download |
Johnson School Research Paper Series No. 13-08
Working Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
12 Oct 08
695
(20,107)
28

21.   Incl. Electronic Paper
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
06 Dec 11
Last Revised:
12 May 14
682
(20,625)
3

22.  
Helping Law Catch Up to Markets: Applying Broker-Dealer Law to Subprime Mortgages | Show Abstract | Download |
Journal of Corporation Law, Vol. 33, 2009, Yale Law & Economics Research Paper No. 359, Johnson School Research Paper Series No. #12-09
Accepted Paper Series
Macey, Jonathan R.
Yale Law School
Miller, Geoffrey P.
New York University School of Law
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Rosenberg, Gabriel D.
Davis Polk & Wardwell LLP
Posted:
23 Nov 08
Last Revised:
15 Jul 09
622
(23,494)
3

23.  
Differential Access to Price Information in Financial Markets | Show Abstract | Download |
Johnson School Research Paper Series No. 11-2011
Working Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
18 Mar 11
Last Revised:
18 Feb 13
606
(24,416)
3

24.  
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Mendiola, Alfredo M.
affiliation not provided to SSRN
Posted:
14 Oct 03
569
(26,599)
10

25.  
Aslan, Hadiye
Georgia State University
Easley, David
Cornell University - Department of Economics
Hvidkjaer, Soeren
Copenhagen Business School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
29 Jan 09
Last Revised:
10 Feb 09
443
(36,955)
26

26.  
Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation | Show Abstract | Download |
Review of Financial Studies, Forthcoming, AFA 2013 San Diego Meetings Paper, Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Yang, Liyan
University of Toronto - Rotman School of Management
Posted:
17 Oct 11
Last Revised:
03 Jun 13
435
(37,847)
 

27.  
Microstructure and Ambiguity | Show Abstract | Download |
Journal of Finance, Forthcoming, Johnson School Research Paper Series No. 01-2010
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
21 Jan 10
384
(44,172)
21

28.  
From Orders to Markets | Show Abstract | Download |
Regulation, Vol. 28, No. 2, pp. 62-70, Summer 2005, Yale Law & Economics Research Paper No. 321
Accepted Paper Series
Macey, Jonathan R.
Yale Law School
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
10 Aug 05
347
(49,913)
1

29.  
Liquidity and Financial Market Stability | Show Abstract | Download |
National Bank of Belgium Working Paper No. 55
Working Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
14 Oct 10
238
(76,285)
 

30.  
The Limits of Noise Trading: An Experimental Analysis | Show Abstract | Download |
NYU Working Paper No. FIN-05-015
Working Paper Series
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
03 Nov 08
221
(82,480)
 

31.  
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Zhong, Zhuo
University of Melbourne - Department of Finance
Posted:
09 Jul 14
115
(148,159)
 

32.  
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
03 Nov 08
45
(251,609)
33

33.  
Optimal Microstructures | Show Abstract | Download |
European Financial Management, Vol. 13, No. 5, pp. 825-832, November 2007
Accepted Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
26 Oct 07
31
(288,586)
 

34.  
Ambiguity and Nonparticipation: The Role of Regulation | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 5, pp. 1817-1843, 2009
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
13 Apr 09
 

35.  
Bubbles: Some Perspectives (and Loose Talk) from History | Show Abstract |
The Review of Financial Studies, Vol. 21, Issue 1, pp. 11-17, 2008
Accepted Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
26 Jun 08
 

36.  
Presidential Address: Liquidity and Price Discovery | Show Abstract |
Journal of Finance, Vol. 58, pp. 1335-1354, August 2003
Accepted Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
04 Nov 03
 

37.  
Making Market Microstructure Matter | Show Abstract |
Financial Management, Vol. 28, No. 2, Summer 1999
Accepted Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
16 Aug 01
 

38.  
How Stock Splits Affect Trading: A Microstructure Approach | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 36, March 2001
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Apr 01
 

39.  
The Accuracy of Trade Classification Rules: Evidence from Nasdaq | Show Abstract |
Journal of Financial and Quantitative Analysis, December 2000
Accepted Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Ellis, Katrina
Government of the Commonwealth of Australia - Australian Prudential Regulation Authority (APRA)
Michaely, Roni
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
19 Feb 01
 

40.  
Can Transparent Markets Survive? | Show Abstract |
Journal of Financial Economics, Vol. 55, Issue 3, March 2000
Accepted Paper Series
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
01 Feb 01
 

41.  
Market Value Accounting | Show Abstract |
JOURNAL OF FINANCIAL INTERMEDIATION, Vol 3 No 1, 1994
Accepted Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
11 May 00
 

42.  
Market Transparency: Who Wins and Who Loses? | Show Abstract |
Review of Financial Studies, Vol. 12, No. 1
Accepted Paper Series
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
08 Sep 98
 

43.  
Easley, David
Cornell University - Department of Economics
Kiefer, Nicholas M.
Cornell University
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
25 Aug 98
 

44.  
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade | Show Abstract |
Journal of Finance, Vol. 53, No. 2, April 1998
Accepted Paper Series
Easley, David
Cornell University - Department of Economics
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Srinivas, P. S.
World Bank
Posted:
02 Jul 98
 

45.  
The Law and Economics of Best Execution | Show Abstract |
In the Journal of Financial Intermediation, Vol. 6, No. 3 (1997).
Accepted Paper Series
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Macey, Jonathan R.
Yale Law School
Posted:
08 Oct 97
 

46.   Incl. Electronic Paper
Easley, David
Cornell University - Department of Economics
Kiefer, Nicholas M.
Cornell University
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Paperman, Joseph B.
Cornell University
Posted:
27 Jul 95
Last Revised:
10 Feb 98
 


Records 1 - 46 of 46 matches
[ 1 ]
. O'Hara, Maureen's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
181
Total
Citations
0
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
The Limits of Noise Trading: An Experimental Analysis | Show Abstract | Download |
AFA 2006 Boston Meetings Paper
Working Paper Series
Bloomfield, Robert J.
Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen
Cornell University - Samuel Curtis Johnson Graduate School of Management
Saar, Gideon
Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
15 Mar 05
181
 


Records 1 - 1 of 1 matches
[ 1 ]

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