.
O'Hara, Maureen's
Scholarly Papers
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column.
Aggregate Statistics
Total 68,776
Total Citations 1,242
1.
Easley, David Cornell University - Department of Economics
Lopez de Prado, Marcos Hess Energy Trading Company
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
22 Oct 10
Last Revised:
31 Jan 11
16,154(62)
16
Flash crash, liquidity, flow toxicity, market microstructure, VPIN
2.
Easley, David Cornell University - Department of Economics
Lopez de Prado, Marcos Hess Energy Trading Company
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Oct 10
Last Revised:
15 Apr 12
14,325(78)
13
Flash crash, liquidity, flow toxicity, volume imbalance, market microstructure, probability of informed trading, VPIN
3.
Easley, David Cornell University - Department of Economics
Lopez de Prado, Marcos Hess Energy Trading Company
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
27 Jan 11
Last Revised:
27 Feb 12
6,144(382)
4
Liquidity Provision, Flow Toxicity, Market Microstructure, VPIN
4.
Macey, Jonathan R. Yale Law School
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
4,509(660)
73
corporate governance, commercial banks, fiduciary duties
5.
Easley, David Cornell University - Department of Economics
Lopez de Prado, Marcos Hess Energy Trading Company
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
05 Apr 12
Last Revised:
20 Aug 12
4,090(792)
3
high frequency trading, volume clock, low frequency trading, market microstructure
6.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Easley, David Cornell University - Department of Economics
2,747(1,604)
386
7.
Easley, David Cornell University - Department of Economics
Lopez de Prado, Marcos Hess Energy Trading Company
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
23 Jan 12
Last Revised:
02 Apr 13
2,103(2,610)
2
Trade Classification, Bulk Volume Classification, flow toxicity, volume imbalance, market microstructure
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
1,992(2,845)
379
9.
Easley, David Cornell University - Department of Economics
Hvidkjaer, Soeren Copenhagen Business School
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
1,805(3,341)
52
10.
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
1,543(4,439)
20
Investment banking, equity offerings, underwriting, analyst recommendations, market making
11.
Time-Varying Arrival Rates of Informed and Uninformed Trades
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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
1,447(4,976)
48
Easley, David Cornell University - Department of Economics
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
Wu, Liuren City University of New York, CUNY Baruch College - Zicklin School of Business
0
C51, C53, G10, G12, G14, Arrival rates, informed trades, uninformed trades, autoregressive process, market depth, liquidity
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
1,447
48
12.
Easley, David Cornell University - Department of Economics
Lopez de Prado, Marcos Hess Energy Trading Company
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
12 Apr 12
Last Revised:
21 Feb 13
1,254(6,361)
1
liquidity, flow toxicity, broker, VWAP, market microstructure, adverse selection, probability of informed trading, VPIN, OEH
13.
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
1,137(7,497)
26
14.
Easley, David Cornell University - Department of Economics
Lopez de Prado, Marcos Hess Energy Trading Company
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Posted:
18 May 12
Last Revised:
07 Feb 13
994(9,372)
Flash crash, liquidity, flow toxicity, market microstructure, probability of informed trading, VPIN
15.
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
967(9,777)
4
Capital Structure, Information Asymmetry, Market Microstructure, Information Risk
16.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Ye, Mao Hewlett-Packard Laboratories
878(11,357)
4
market fragmentation, market quality, microstructure
17.
What’s Not There: The Odd-Lot Bias in TAQ Data
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O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Yao, Chen University of Illinois at Urbana-Champaign
Ye, Mao University of Illinois at Urbana-Champaign
Posted:
23 Jul 11
Last Revised:
27 Jun 12
803(13,068)
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Yao, Chen University of Illinois at Urbana-Champaign
Ye, Mao University of Illinois at Urbana-Champaign
Posted:
17 Mar 12
Last Revised:
27 Jun 12
176
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Yao, Chen University of Illinois at Urbana-Champaign
Ye, Mao University of Illinois at Urbana-Champaign
Posted:
23 Jul 11
Last Revised:
16 Sep 11
627
TAQ data, Odd-lots, Price Discovery, Transparency, Order Imbalance, Retail Trading
18.
How Noise Trading Affects Markets: An Experimental Analysis
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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
747(14,544)
20
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
0
D03, G12, G14
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
747
20
noise traders, liquidity traders, informed traders, experiments, experimental markets, market microstructure, informational efficiency, liquidity, transaction tax, Tobin tax
19.
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
737(14,837)
78
Market microstructure, experimental economics, experiments, electronic markets, limit order book, liquidity, continuous auctions, limit orders, trading strategies, informed traders, information asymmetry
20.
Easley, David Cornell University - Department of Economics
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
649(17,835)
27
liquidity, uncertainty, subprime crisis, fair value accounting
21.
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
599(20,012)
3
securities law, subprime, reves test, crisis, mortgage
22.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Mendiola, Alfredo M. affiliation not provided to SSRN
537(23,182)
9
23.
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
424(31,646)
2
Price Data Selling, Cost of Capital, Liquidity, Volatility, Information Acquisition, Complementarities
24.
Aslan, Hadiye University of Houston - C.T. Bauer School of Business
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
410(33,073)
21
25.
Hidden Liquidity: Some New Light on Dark Trading
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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:
28 Jun 12
391(35,053)
2
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:
11 Mar 12
Last Revised:
28 Jun 12
135
2
transparency, dark liquidity, hidden liquidity, iceberg markets, experiments, liquidity, informational efficiency, market microstructure
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 Mar 12
256
2
26.
Macey, Jonathan R. Yale Law School
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
329(43,293)
1
Brokers, best execution, traders, securities law
27.
Easley, David Cornell University - Department of Economics
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
317(45,225)
19
28.
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:
11 Dec 12
281(52,007)
Opaque trading, asset prices, welfare, regulation
29.
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
201(74,475)
30.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
191(78,302)
31.
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
40(219,987)
32
32.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
31(240,772)
33.
Easley, David Cornell University - Department of Economics
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
G1, G2, D8
34.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
35.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
36.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
37.
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
Stock splits, market microstructure, information asymmetry, optimal tick size, trading range
38.
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
39.
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Market microstructure, experimental economics, stock market competition
40.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
41.
Bloomfield, Robert J. Cornell University - Samuel Curtis Johnson Graduate School of Management
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
42.
Easley, David Cornell University - Department of Economics
Kiefer, Nicholas M. Cornell University
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
43.
Easley, David Cornell University - Department of Economics
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Srinivas, P. S. World Bank
44.
O'Hara, Maureen Cornell University - Samuel Curtis Johnson Graduate School of Management
Macey, Jonathan R. Yale Law School
45.
Liquidity, Information, and Infrequently Traded Stocks
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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
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
0
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
0
