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Ye, Mao's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,672 |
Total
Citations
16 |
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1.
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Ye, Mao
University of Illinois at Urbana-Champaign Yao, Chen
University of Illinois at Urbana-Champaign Gai, Jiading
University of Illinois at Urbana-Champaign
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26 May 12
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Last Revised:
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03 Dec 12
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1,271
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6
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Externality, Positional Game, High-Frequency Trading, Liquidity, Price Efficiency, Quote Stuffing , Supercomputing
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2.
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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
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23 Jul 11
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Last Revised:
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27 Jun 12
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802
(13,077)
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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
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17 Mar 12
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Last Revised:
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27 Jun 12
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176
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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
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23 Jul 11
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Last Revised:
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16 Sep 11
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626
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TAQ data, Odd-lots, Price Discovery, Transparency, Order Imbalance, Retail Trading
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3.
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Ye, Mao
University of Illinois at Urbana-Champaign
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10 Jan 10
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Last Revised:
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19 Jun 11
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402
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7
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Crossing Network, Dark Pool, Price Discovery, Liquidity
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4.
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Ye, Mao
University of Illinois at Urbana-Champaign
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116
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2
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Dark Pool, Crossing Network, Non-execution, Execution Probability, Transaction Costs
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5.
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Ye, Mao
University of Illinois at Urbana-Champaign
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81
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1
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crossing network, dark pool, price manipulation, price discovery, liquidity, rational expectation equilibrium
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Records 1 -
5
of 5 matches
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1
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