Maureen O'Hara

Cornell University - Samuel Curtis Johnson Graduate School of Management

Robert W. Purcell Professor of Management

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

52

DOWNLOADS
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Top 67

in Total Papers Downloads

91,866

CITATIONS
Rank 312

SSRN RANKINGS

Top 312

in Total Papers Citations

1,287

Scholarly Papers (52)

1.

The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading

The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118-128, Winter 2011
Number of pages: 15 Posted: 22 Oct 2010 Last Revised: 31 Jan 2011
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 16,974 (116)
Citation 14

Abstract:

Flash crash, liquidity, flow toxicity, market microstructure, VPIN

2.

Flow Toxicity and Liquidity in a High Frequency World

Review of Financial Studies, Vol. 25, No. 5, pp. 1457-1493, 2012.
Number of pages: 71 Posted: 23 Oct 2010 Last Revised: 15 Apr 2012
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 15,038 (143)
Citation 22

Abstract:

Flash crash, liquidity, flow toxicity, volume imbalance, market microstructure, probability of informed trading, VPIN

3.

The Volume Clock: Insights into the High Frequency Paradigm

The Journal of Portfolio Management, (Fall, 2012) Forthcoming , Johnson School Research Paper Series No. 9-2012
Number of pages: 23 Posted: 05 Apr 2012 Last Revised: 20 Aug 2012
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,878 (476)
Citation 5

Abstract:

high frequency trading, volume clock, low frequency trading, market microstructure

4.

The Exchange of Flow Toxicity

The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
Number of pages: 12 Posted: 27 Jan 2011 Last Revised: 27 Feb 2012
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,310 (734)
Citation 5

Abstract:

Liquidity Provision, Flow Toxicity, Market Microstructure, VPIN

5.

The Corporate Governance of Banks

Economic Policy Review, Vol. 9, No. 1, April 2003
Number of pages: 17 Posted: 07 Sep 2005
Jonathan R. Macey and Maureen O'Hara
Yale Law School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,150 (493)
Citation 82

Abstract:

corporate governance, commercial banks, fiduciary duties

6.

Discerning Information from Trade Data

Journal of Financial Economics, 120(2), pp. 269-286. May 2016, Johnson School Research Paper Series No. 8-2012
Number of pages: 56 Posted: 23 Jan 2012 Last Revised: 16 May 2016
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 3,135 (1,433)
Citation 1

Abstract:

Trade Classification, Bulk Volume Classification, flow toxicity, volume imbalance, market microstructure

7.

Information and the Cost of Capital

EFA 2002 Berlin Meetings Presented Paper; Cornell University Johnson Graduate School of Management Working Paper
Number of pages: 44 Posted: 17 Feb 2002
Maureen O'Hara and David Easley
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Department of Economics
Downloads 2,938 (2,709)
Citation 385

Abstract:

8.
Downloads 2,746 ( 3,279)
Citation 2

Optimal Execution Horizon

Mathematical Finance, 25(3), pp. 640-672. July 2015.
Number of pages: 43 Posted: 12 Apr 2012 Last Revised: 06 Jun 2015
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,746 (3,205)
Citation 2

Abstract:

liquidity, flow toxicity, broker, VWAP, market microstructure, adverse selection, probability of informed trading, VPIN, OEH

Optimal Execution Horizon

Mathematical Finance, Vol. 25, Issue 3, pp. 640-672, 2015
Number of pages: 33 Posted: 05 Jun 2015
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Harvard University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 0
Citation 2
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Abstract:

liquidity, flow toxicity, broker, VWAP, market microstructure, adverse selection, probability of informed trading, VPIN, OEH

9.

VPIN and the Flash Crash: A Comment

Journal of Financial Markets, Forthcoming, Johnson School Research Paper Series No. 25-2012
Number of pages: 8 Posted: 18 May 2012 Last Revised: 29 Sep 2013
David Easley, Marcos Lopez de Prado and Maureen O'Hara
Cornell University - Department of Economics, Guggenheim Partners, LLC and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,512 (3,802)
Citation 1

Abstract:

Flash crash, liquidity, flow toxicity, market microstructure, probability of informed trading, VPIN

10.

Is Information Risk a Determinant of Asset Returns?

EFA 0101
Number of pages: 51 Posted: 07 Dec 2000
David Easley, Soeren Hvidkjaer and Maureen O'Hara
Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 2,123 (4,494)
Citation 390

Abstract:

11.

Factoring Information Into Returns

EFA 2004 Maastricht Meetings Paper No. 4118
Number of pages: 27 Posted: 23 Jun 2004
David Easley, Soeren Hvidkjaer and Maureen O'Hara
Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,988 (5,072)
Citation 55

Abstract:

12.

Competition in Investment Banking

Number of pages: 34 Posted: 26 Mar 2005
Katrina Ellis, Roni Michaely and Maureen O'Hara
Government of the Commonwealth of Australia - Australian Prudential Regulation Authority (APRA), Johnson@Cornell Tech, Cornell University and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,624 (7,652)
Citation 16

Abstract:

Investment banking, equity offerings, underwriting, analyst recommendations, market making

Time-Varying Arrival Rates of Informed and Uninformed Trades

AFA 2002 Atlanta Meetings
Number of pages: 38 Posted: 21 Dec 2001
David Easley, Liuren Wu, Robert F. Engle and Maureen O'Hara
Cornell University - Department of Economics, City University of New York, CUNY Baruch College - Zicklin School of Business, New York University - Leonard N. Stern School of Business - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,574 (8,296)
Citation 48

Abstract:

Time-Varying Arrival Rates of Informed and Uninformed Trades

Journal of Financial Econometrics, Vol. 6, Issue 2, pp. 171-207, 2008
Posted: 10 Jul 2008
David Easley, Robert F. Engle, Maureen O'Hara and Liuren Wu
Cornell University - Department of Economics, New York University - Leonard N. Stern School of Business - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and City University of New York, CUNY Baruch College - Zicklin School of Business

Abstract:

C51, C53, G10, G12, G14, Arrival rates, informed trades, uninformed trades, autoregressive process, market depth, liquidity

What’s Not There: The Odd-Lot Bias in TAQ Data

Johnson School Research Paper Series No. 31-2011, Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 47 Posted: 23 Jul 2011 Last Revised: 18 Mar 2014
Maureen O'Hara, Chen Yao and Mao Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Illinois at Urbana-Champaign
Downloads 1,111 (14,508)

Abstract:

TAQ data, Odd-lots, Price Discovery, Transparency, Order Imbalance, Retail Trading

What’s Not There: The Odd-Lot Bias in TAQ Data

Johnson School Research Paper Series No. 16-2012, AFA 2013 San Diego Meetings Paper
Number of pages: 57 Posted: 17 Mar 2012 Last Revised: 18 Mar 2014
Maureen O'Hara, Chen Yao and Mao Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management, The Chinese University of Hong Kong (CUHK) - CUHK Business School and University of Illinois at Urbana-Champaign
Downloads 424 (55,348)

Abstract:

15.

Down and Out in the Stock Market: The Law and Finance of the Delisting Process

Number of pages: 51 Posted: 31 Aug 2004
Jonathan R. Macey, Maureen O'Hara and David Pompilio
Yale Law School, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,323 (9,148)
Citation 26

Abstract:

16.

Information Risk and Capital Structure

Number of pages: 54 Posted: 25 Oct 2006 Last Revised: 13 Nov 2007
Prasun Agarwal and Maureen O'Hara
Cornell University - Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,099 (13,026)
Citation 4

Abstract:

Capital Structure, Information Asymmetry, Market Microstructure, Information Risk

17.

Is Market Fragmentation Harming Market Quality?

Number of pages: 42 Posted: 12 Mar 2009
Maureen O'Hara and Mao Ye
Cornell University - Samuel Curtis Johnson Graduate School of Management and Hewlett-Packard Laboratories
Downloads 1,036 (14,562)
Citation 5

Abstract:

market fragmentation, market quality, microstructure

18.

Differential Access to Price Information in Financial Markets

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Johnson School Research Paper Series No. 11-2011
Number of pages: 59 Posted: 18 Mar 2011 Last Revised: 26 Feb 2016
David Easley, Maureen O'Hara and Liyan Yang
Cornell University - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Toronto - Rotman School of Management
Downloads 978 (17,992)
Citation 5

Abstract:

Price Data Selling, Cost of Capital, Liquidity, Volatility, Information Acquisition, Complementarities

How Noise Trading Affects Markets: An Experimental Analysis

Number of pages: 63 Posted: 20 Jun 2007
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 910 (19,658)
Citation 20

Abstract:

noise traders, liquidity traders, informed traders, experiments, experimental markets, market microstructure, informational efficiency, liquidity, transaction tax, Tobin tax

How Noise Trading Affects Markets: An Experimental Analysis

The Review of Financial Studies, Vol. 22, No. 6, pp. 2275-2302, 2009
Posted: 01 Jun 2009
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

D03, G12, G14

20.
Downloads 894 ( 20,572)
Citation 4

Hidden Liquidity: Some New Light on Dark Trading

Johnson School Research Paper Series No. 46-2011
Number of pages: 49 Posted: 06 Dec 2011 Last Revised: 12 Mar 2012
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 522 (42,610)
Citation 4

Abstract:

Hidden Liquidity: Some New Light on Dark Trading

Johnson School Research Paper Series No. 15-2012
Number of pages: 63 Posted: 11 Mar 2012 Last Revised: 12 May 2014
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 372 (64,800)
Citation 4

Abstract:

transparency, dark liquidity, hidden liquidity, iceberg markets, experiments, liquidity, informational efficiency, market microstructure

21.

The 'Make or Take' Decision in an Electronic Market: Evidence on the Evolution of Liquidity

13th Annual Utah Winter Finance Conference; NYU Stern School of Business Working Paper No. FIN-02-029; AFA 2003 Washington, DC Meetings
Number of pages: 56 Posted: 23 Oct 2002
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 792 (23,439)
Citation 76

Abstract:

Market microstructure, experimental economics, experiments, electronic markets, limit order book, liquidity, continuous auctions, limit orders, trading strategies, informed traders, information asymmetry

22.

Liquidity and Valuation in an Uncertain World

Johnson School Research Paper Series No. 13-08
Number of pages: 32 Posted: 12 Oct 2008
David Easley and Maureen O'Hara
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 710 (27,616)
Citation 27

Abstract:

liquidity, uncertainty, subprime crisis, fair value accounting

23.

Helping Law Catch Up to Markets: Applying Broker-Dealer Law to Subprime Mortgages

Journal of Corporation Law, Vol. 33, 2009, Yale Law & Economics Research Paper No. 359, Johnson School Research Paper Series No. #12-09
Number of pages: 55 Posted: 23 Nov 2008 Last Revised: 15 Jul 2009
Yale Law School, New York University School of Law, Cornell University - Samuel Curtis Johnson Graduate School of Management and Davis Polk & Wardwell LLP
Downloads 634 (31,899)
Citation 3

Abstract:

securities law, subprime, reves test, crisis, mortgage

24.

Taking Stock in Stock Markets: The Changing Governance of Exchanges

Number of pages: 38 Posted: 14 Oct 2003
Maureen O'Hara and Alfredo M. Mendiola
Cornell University - Samuel Curtis Johnson Graduate School of Management and affiliation not provided to SSRN
Downloads 582 (33,286)
Citation 10

Abstract:

The Volcker Rule and Market-Making in Times of Stress

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 11 Sep 2016 Last Revised: 14 Jul 2017
Jack Bao, Maureen O'Hara and Xing (Alex) Zhou
Board of Governors of the Federal Reserve System, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 329 (74,917)

Abstract:

Volcker Rule, Corporate Bond Illiquidity, Regulation, Capital Commitment, Dealer Inventory, Market-Making, Financial Crisis

The Volcker Rule and Market-Making in Times of Stress

FEDS Working Paper No. 2016-102
Number of pages: 46 Posted: 28 Dec 2016
Jack Bao, Maureen O'Hara and Xing (Alex) Zhou
Board of Governors of the Federal Reserve System, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 238 (106,940)

Abstract:

Volcker Rule, Corporate Bond Illiquidity, Regulation, Capital Commitment, Dealer Inventory, Market-Making, Financial Crisis

26.

Opaque Trading, Disclosure and Asset Prices: Implications for Hedge Fund Regulation

Review of Financial Studies, 2014, 27(4): 1190-1237, AFA 2013 San Diego Meetings Paper, Rotman School of Management Working Paper No. 1945347, Johnson School Research Paper Series No. 53-2011
Number of pages: 60 Posted: 17 Oct 2011 Last Revised: 26 Feb 2016
David Easley, Maureen O'Hara and Liyan Yang
Cornell University - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Toronto - Rotman School of Management
Downloads 474 (37,984)
Citation 1

Abstract:

Opaque trading, asset prices, welfare, regulation

27.

Firm Characteristics and Informed Trading: Implications for Asset Pricing

Journal of Empirical Finance, Vol. 18, No. 5, 2011
Number of pages: 53 Posted: 29 Jan 2009 Last Revised: 11 Aug 2015
Georgia State University - Department of Finance, Cornell University - Department of Economics, Copenhagen Business School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 469 (44,749)
Citation 25

Abstract:

28.

Microstructure and Ambiguity

Journal of Finance, Forthcoming, Johnson School Research Paper Series No. 01-2010
Number of pages: 54 Posted: 21 Jan 2010
David Easley and Maureen O'Hara
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 417 (48,554)
Citation 21

Abstract:

29.

From Orders to Markets

Regulation, Vol. 28, No. 2, pp. 62-70, Summer 2005, Yale Law & Economics Research Paper No. 321
Number of pages: 11 Posted: 10 Aug 2005
Jonathan R. Macey and Maureen O'Hara
Yale Law School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 355 (64,176)
Citation 1

Abstract:

Brokers, best execution, traders, securities law

30.

Liquidity and Financial Market Stability

National Bank of Belgium Working Paper No. 55
Number of pages: 19 Posted: 14 Oct 2010
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 272 (70,469)

Abstract:

31.

Relative Tick Size and the Trading Environment

Number of pages: 45 Posted: 09 Jul 2014 Last Revised: 30 Jul 2015
Maureen O'Hara, Gideon Saar and Zhuo Zhong
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Melbourne - Department of Finance
Downloads 256 (42,210)
Citation 1

Abstract:

tick size, capital formation, liquidity, high-frequency trading, HFT, market makers, exchanges, market microstructure, financial regulation, SEC

32.

The Limits of Noise Trading: An Experimental Analysis

NYU Working Paper No. FIN-05-015
Number of pages: 62 Posted: 03 Nov 2008
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 252 (101,195)

Abstract:

33.

The ¬Smake or Take� Decision in an Electronic Market: Evidence on the Evolution of Liquidity

NYU Working Paper No. FIN-02-029
Number of pages: 44 Posted: 03 Nov 2008
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 46 (300,973)
Citation 32

Abstract:

34.

Optimal Microstructures

European Financial Management, Vol. 13, No. 5, pp. 825-832, November 2007
Number of pages: 8 Posted: 26 Oct 2007
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 31 (396,273)
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Abstract:

35.

How Much Trading Volume is Too Much?

Number of pages: 18 Posted: 12 Jan 2017
David Easley and Maureen O'Hara
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 0 (263,031)

Abstract:

36.

Footprints on the Blockchain: Information Leakage in Distributed Ledgers

Number of pages: 19 Posted: 12 Jan 2017
Rune Tevasvold Aune, Maureen O'Hara and Ouziel Slama
Independent, Cornell University - Samuel Curtis Johnson Graduate School of Management and Independent
Downloads 0 (163,785)

Abstract:

37.

Bank Corporate Governance: A Proposal for the Post-Crisis World

Economic Policy Review, Issue Aug, pp. 85-105, 2016
Number of pages: 21 Posted: 23 Aug 2016
Jonathan R. Macey and Maureen O'Hara
Yale Law School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 0 (141,849)

Abstract:

banks, corporate governance, risk management, bank holding companies, BHC

38.

Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets

Number of pages: 52 Posted: 04 Mar 2016 Last Revised: 03 Sep 2017
Ayan Bhattacharya and Maureen O'Hara
Baruch College, The City University of New York and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 0 (25,133)

Abstract:

ETF, Market stability, Learning, Market fragility, Herding, Market microstructure

39.

The Execution Quality of Corporate Bonds

Fordham University Schools of Business Research Paper No. 2680480
Number of pages: 50 Posted: 27 Oct 2015 Last Revised: 09 Jul 2016
Maureen O'Hara, Yihui Wang and Xing (Alex) Zhou
Cornell University - Samuel Curtis Johnson Graduate School of Management, Fordham University and Board of Governors of the Federal Reserve System
Downloads 0 (57,232)

Abstract:

Best execution, Corporate bonds, Market Microstructure, Dealer market, Trading Network, Transparency

40.

Ambiguity and Nonparticipation: The Role of Regulation

The Review of Financial Studies, Vol. 22, Issue 5, pp. 1817-1843, 2009
Posted: 13 Apr 2009
David Easley and Maureen O'Hara
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

G1, G2, D8

41.

Bubbles: Some Perspectives (and Loose Talk) from History

The Review of Financial Studies, Vol. 21, Issue 1, pp. 11-17, 2008
Posted: 26 Jun 2008
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

42.

Presidential Address: Liquidity and Price Discovery

Journal of Finance, Vol. 58, pp. 1335-1354, August 2003
Posted: 04 Nov 2003
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

43.

Making Market Microstructure Matter

Financial Management, Vol. 28, No. 2, Summer 1999
Posted: 16 Aug 2001
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

44.

How Stock Splits Affect Trading: A Microstructure Approach

Journal of Financial and Quantitative Analysis, Vol. 36, March 2001
Posted: 25 Apr 2001
David Easley, Maureen O'Hara and Gideon Saar
Cornell University - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

Stock splits, market microstructure, information asymmetry, optimal tick size, trading range

45.

The Accuracy of Trade Classification Rules: Evidence from Nasdaq

Journal of Financial and Quantitative Analysis, December 2000
Posted: 19 Feb 2001
Maureen O'Hara, Katrina Ellis and Roni Michaely
Cornell University - Samuel Curtis Johnson Graduate School of Management, Government of the Commonwealth of Australia - Australian Prudential Regulation Authority (APRA) and Johnson@Cornell Tech, Cornell University

Abstract:

46.

Can Transparent Markets Survive?

Journal of Financial Economics, Vol. 55, Issue 3, March 2000
Posted: 01 Feb 2001
Robert J. Bloomfield and Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

Market microstructure, experimental economics, stock market competition

47.

Market Value Accounting

JOURNAL OF FINANCIAL INTERMEDIATION, Vol 3 No 1, 1994
Posted: 11 May 2000
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

48.

Market Transparency: Who Wins and Who Loses?

Review of Financial Studies, Vol. 12, No. 1
Posted: 08 Sep 1998
Robert J. Bloomfield and Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

49.

Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow

Memo 1995-5
Posted: 25 Aug 1998
David Easley, Nicholas M. Kiefer and Maureen O'Hara
Cornell University - Department of Economics, Cornell University and Cornell University - Samuel Curtis Johnson Graduate School of Management

Abstract:

50.

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

Journal of Finance, Vol. 53, No. 2, April 1998
Posted: 02 Jul 1998
David Easley, Maureen O'Hara and P. S. Srinivas
Cornell University - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and World Bank

Abstract:

51.

The Law and Economics of Best Execution

In the Journal of Financial Intermediation, Vol. 6, No. 3 (1997).
Posted: 08 Oct 1997
Maureen O'Hara and Jonathan R. Macey
Cornell University - Samuel Curtis Johnson Graduate School of Management and Yale Law School

Abstract:

Liquidity, Information, and Infrequently Traded Stocks

J. OF FINANCE, Vol. 51 No. 4, September 1996
Posted: 06 Nov 1996
Cornell University - Department of Economics, Cornell University, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University

Abstract:

Liquidity, Information, and Infrequently Traded Stocks

Memo 1995-6
Posted: 27 Jul 1995
Cornell University - Department of Economics, Cornell University, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University

Abstract:

Other Papers (1)

Total Downloads: 184    Citations: 0
1.

The Limits of Noise Trading: An Experimental Analysis

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 15 Mar 2005
Robert J. Bloomfield, Maureen O'Hara and Gideon Saar
Cornell University - Samuel Curtis Johnson Graduate School of Management, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 0 (101,195)

Abstract:

behavioral finance, noise, limits to arbitrage, day trading, experiments, Tobin tax, securities transactions tax, informational efficiency, liquidity, volatility