Mao Ye

University of Illinois at Urbana-Champaign

SCHOLARLY PAPERS

6

DOWNLOADS

97

SSRN CITATIONS
Rank 28,699

SSRN RANKINGS

Top 28,699

in Total Papers Citations

23

CROSSREF CITATIONS

7

Scholarly Papers (6)

1.
Downloads 42 ( 38,115)
Citation 27

Sparse Signals in the Cross-Section of Returns

NBER Working Paper No. w23933
Number of pages: 55 Posted: 16 Oct 2017
University of Chicago - Booth School of Business, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 42 (491,235)
Citation 19

Abstract:

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2.
Downloads 10 ( 64,948)
Citation 3

Who Provides Liquidity, and When?

NBER Working Paper No. w25972
Number of pages: 65 Posted: 26 Jun 2019
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 10 (699,418)
Citation 2
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Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types

Number of pages: 51 Posted: 16 Feb 2021 Last Revised: 03 Mar 2021
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 28 (566,253)

Abstract:

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Order Types, Regulation NMS, Information, Make/Take Fees, Speed Competition

Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types

NBER Working Paper No. w28515
Number of pages: 52 Last Revised: 04 Mar 2021
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 0
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Abstract:

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4.

Investment-Horizon Spillovers

NBER Working Paper No. w23650
Number of pages: 37 Posted: 11 Aug 2017 Last Revised: 14 Feb 2021
Alex Chinco and Mao Ye
University of Chicago - Booth School of Business and University of Illinois at Urbana-Champaign
Downloads 14 (643,182)

Abstract:

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5.

Price Ceiling, Market Structure, and Payout Policies

NBER Working Paper No. w28054
Number of pages: 46 Posted: 09 Nov 2020 Last Revised: 26 Feb 2021
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 3 (724,216)
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Abstract:

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6.

The Tradeoff between Discrete Pricing and Discrete Quantities: Evidence from U.S.-listed Firms

Sida Li and Mao Ye
University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign

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