Mao Ye

University of Illinois at Urbana-Champaign

SCHOLARLY PAPERS

7

DOWNLOADS

753

SSRN CITATIONS
Rank 26,703

SSRN RANKINGS

Top 26,703

in Total Papers Citations

26

CROSSREF CITATIONS

8

Scholarly Papers (7)

1.
Downloads 91 ( 38,562)
Citation 32

Sparse Signals in the Cross-Section of Returns

NBER Working Paper No. w23933
Number of pages: 55 Posted: 16 Oct 2017 Last Revised: 25 May 2022
City University of NY, Baruch College, Zicklin School of Business, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 91 (393,629)
Citation 22

Abstract:

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2.
Downloads 21 ( 46,627)
Citation 2

Who Provides Liquidity, and When?

NBER Working Paper No. w25972
Number of pages: 65 Posted: 26 Jun 2019 Last Revised: 19 Nov 2021
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 21 (728,137)
Citation 3

Abstract:

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3.
Downloads 25 (108,886)

Big Data in Finance

NBER Working Paper No. w28615
Number of pages: 21 Posted: 29 Mar 2021 Last Revised: 10 Mar 2022
University of Pennsylvania - The Wharton School - Finance Department, Carnegie Mellon University - David A. Tepper School of Business and University of Illinois at Urbana-Champaign
Downloads 25 (694,592)
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Abstract:

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4.

The Optimal Price of a Stock: A Tale of Two Discretenesses

Number of pages: 63 Posted: 08 Mar 2021 Last Revised: 06 Nov 2021
Sida Li and Mao Ye
University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 321 (135,175)

Abstract:

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Nominal price, liquidity, tick and lot sizes, stock split

5.
Downloads 269 (161,802)

Refusing the Best Price?

Number of pages: 56 Posted: 16 Feb 2021 Last Revised: 17 Sep 2022
Sida Li, Mao Ye and Miles Zheng
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 267 (162,354)

Abstract:

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Regulation NMS, Order Types, Routing, Make/Take Fees, High-Frequency Trading

Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types

NBER Working Paper No. w28515
Number of pages: 52 Posted: 01 Mar 2021 Last Revised: 01 Jun 2022
Sida Li, Mao Ye and Miles Zheng
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 2 (934,864)
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Abstract:

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6.

Investment-Horizon Spillovers

NBER Working Paper No. w23650
Number of pages: 37 Posted: 11 Aug 2017 Last Revised: 15 Aug 2022
Alex Chinco and Mao Ye
City University of NY, Baruch College, Zicklin School of Business and University of Illinois at Urbana-Champaign
Downloads 20 (713,780)

Abstract:

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7.

Price Ceiling, Market Structure, and Payout Policies

NBER Working Paper No. w28054
Number of pages: 46 Posted: 09 Nov 2020 Last Revised: 28 Aug 2022
Mao Ye, Miles Zheng and Xiongshi Li
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign - Department of Finance and Guangxi University of Finance and Economics
Downloads 6 (847,001)

Abstract:

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