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

63

DOWNLOADS
Rank 66

SSRN RANKINGS

Top 66

in Total Papers Downloads

123,066

SSRN CITATIONS
Rank 770

SSRN RANKINGS

Top 770

in Total Papers Citations

938

CROSSREF CITATIONS

498

Scholarly Papers (63)

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: 21 May 2019 Last Revised: 30 May 2019
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 18,538 (189)
Citation 37

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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
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 16,877 (232)
Citation 31

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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) , Johnson School Research Paper Series No. 9-2012
Number of pages: 23 Posted: 21 May 2019 Last Revised: 30 May 2019
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 13,374 (360)
Citation 21

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

4.

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 10,989 (533)
Citation 13

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corporate governance, commercial banks, fiduciary duties

5.

The Exchange of Flow Toxicity

The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011; https://doi.org/10.3905/jot.2011.6.2.008. , Johnson School Research Paper Series No. 10-2011
Number of pages: 12 Posted: 17 Jul 2019
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,865 (1,219)
Citation 14

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Liquidity Provision, Flow Toxicity, Market Microstructure, VPIN

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
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 6,766 (1,256)
Citation 32

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

7.
Downloads 3,796 ( 3,396)
Citation 10

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
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 3,795 (3,326)
Citation 8

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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 1 (829,408)
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liquidity, flow toxicity, broker, VWAP, market microstructure, adverse selection, probability of informed trading, VPIN, OEH

8.

Information and the Cost of Capital

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 3,218 (4,519)
Citation 307

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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
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial EngineeringAbu Dhabi Investment Authority and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 3,048 (4,973)
Citation 5

Abstract:

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

10.

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

Number of pages: 55 Posted: 04 Mar 2016 Last Revised: 27 Apr 2018
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 2,590 (6,470)
Citation 46

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

11.

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 2,412 (7,257)
Citation 68

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12.

Microstructure in the Machine Age

Number of pages: 63 Posted: 25 Mar 2019
Cornell University - Department of Economics, Harvard University, Cornell University - Samuel Curtis Johnson Graduate School of Management and New York University (NYU) - NYU Tandon School of Engineering
Downloads 2,391 (7,387)
Citation 16

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Market Microstructure, Machine Learning, Features Importance, MDI, MDA, Futures

13.

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 2,282 (7,962)
Citation 43

Abstract:

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14.

The Active World of Passive Investing

Review of Finance (forthcoming)
Number of pages: 57 Posted: 27 Jul 2018 Last Revised: 15 Jul 2021
Cornell University - Department of Economics, University of Technology Sydney (UTS) - School of Finance and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Technology Sydney (UTS)
Downloads 1,820 (11,472)
Citation 5

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exchange-traded fund, ETF, Activeness Index, passive investing, index investing

15.
Downloads 1,780 ( 11,874)
Citation 7

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, WBS Finance Group Research Paper No. 167
Number of pages: 47 Posted: 23 Jul 2011 Last Revised: 26 Dec 2019
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 1,263 (19,872)
Citation 5

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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, WBS Finance Group Research Paper No. 176
Number of pages: 57 Posted: 17 Mar 2012 Last Revised: 26 Dec 2019
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 517 (67,854)
Citation 14

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16.

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), The University of Hong Kong and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,765 (12,040)
Citation 7

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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 (NYU) - Department of Finance and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 1,701 (12,548)
Citation 51

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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 (NYU) - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and City University of New York, CUNY Baruch College - Zicklin School of Business

Abstract:

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

18.

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 1,681 (13,005)
Citation 46

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19.

From Mining to Markets: The Evolution of Bitcoin Transaction Fees

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 19 Oct 2017 Last Revised: 01 Mar 2019
David Easley, Maureen O'Hara and Soumya Basu
Cornell University - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University - Department of Computer Science
Downloads 1,546 (14,818)
Citation 70

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Bitcoin, transaction fees, mining revenue, game theory

20.

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 1,381 (17,696)
Citation 10

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Capital Structure, Information Asymmetry, Market Microstructure, Information Risk

21.

Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62 Posted: 31 May 2020 Last Revised: 30 Sep 2020
Maureen O'Hara and Xing (Alex) Zhou
Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 1,322 (18,874)
Citation 25

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Corporate bonds, liquidity crisis, COVID-19, PDCF, SMCCF, electronic trading, customer-to-customer, market maker of last resort.

22.

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 1,238 (20,860)
Citation 8

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market fragmentation, market quality, microstructure

23.

Differential Access to Price Information in Financial Markets

Journal of Financial and Quantitative Analysis (JFQA), 2016, 51(4), 1071–1110, Johnson School Research Paper Series No. 11-2011
Number of pages: 59 Posted: 18 Mar 2011 Last Revised: 21 Nov 2017
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 1,211 (21,550)
Citation 18

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

24.
Downloads 1,189 ( 22,123)
Citation 97

The Volcker Rule and Market-Making in Times of Stress

Journal of Financial Economics (JFE), Forthcoming, Fourth Annual Conference on Financial Market Regulation
Number of pages: 50 Posted: 11 Sep 2016 Last Revised: 26 Jan 2018
Jack Bao, Maureen O'Hara and Xing (Alex) Zhou
University of Delaware - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 854 (34,990)
Citation 15

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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
University of Delaware - Department of Finance, Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 335 (113,131)
Citation 65

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

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 1,164 (22,419)
Citation 15

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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

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D03, G12, G14

26.
Downloads 1,004 ( 28,289)
Citation 9

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 556 (61,917)
Citation 6

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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 448 (80,866)
Citation 4

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

27.

Relative Tick Size and the Trading Environment

Review of Asset Pricing Studies, Forthcoming
Number of pages: 52 Posted: 09 Jul 2014 Last Revised: 18 Oct 2018
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 925 (31,849)
Citation 26

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

28.

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

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 867 (34,780)
Citation 92

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

29.

Innovation and Informed Trading: Evidence from Industry ETFs

Number of pages: 87 Posted: 04 Mar 2018 Last Revised: 10 Aug 2020
Shiyang Huang, Maureen O'Hara and Zhuo Zhong
The University of Hong Kong - Faculty of Business and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and University of Melbourne - Department of Finance
Downloads 814 (37,900)
Citation 13

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ETF, hedge funds, short interest, market efficiency, financial innovation

30.

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 782 (40,071)
Citation 34

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liquidity, uncertainty, subprime crisis, fair value accounting

31.

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 709 (45,737)
Citation 8

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32.

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 683 (48,112)

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securities law, subprime, reves test, crisis, mortgage

33.

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 680 (48,408)
Citation 15

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Opaque trading, asset prices, welfare, regulation

34.

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 636 (52,849)
Citation 8

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

35.

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 592 (57,862)
Citation 12

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36.

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 583 (59,107)
Citation 33

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37.

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 541 (64,784)
Citation 7

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38.

StableFees: A Predictable Fee Market for Cryptocurrencie

Number of pages: 30 Posted: 30 Jan 2019 Last Revised: 24 Jul 2021
Soumya Basu, David Easley, Maureen O'Hara and Emin Sirer
Cornell University - Department of Computer Science, Cornell University - Department of Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management and Cornell University
Downloads 500 (71,575)
Citation 17

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bitcoin, auction, cryptocurrencies, transaction fees

39.

Footprints on the Blockchain: Information Leakage in Distributed Ledgers

Number of pages: 19 Posted: 12 Jan 2017
Rune Aune, Maureen O'Hara and Ouziel Slama
Independent, Cornell University - Samuel Curtis Johnson Graduate School of Management and Independent
Downloads 449 (81,617)
Citation 5

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40.

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 Last Revised: 16 Dec 2017
Jonathan R. Macey and Maureen O'Hara
Yale Law School and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 410 (90,566)
Citation 4

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

41.

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 407 (91,310)

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Brokers, best execution, traders, securities law

42.

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 291 (132,391)

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43.

Mutual Fund Fragility, Dealer Liquidity Provisions, and the Pricing of Municipal Bonds

Number of pages: 59 Posted: 13 Nov 2020 Last Revised: 02 Sep 2021
Yi Li, 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 265 (145,824)
Citation 6

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Municipal Bonds, Mutual Fund Fragility, Dealer, Liquidity, Pricing, COVID-19

44.

The Electronic Evolution of Corporate Bond Dealers

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 04 Jun 2020
Maureen O'Hara and Xing (Alex) Zhou
Cornell University - Samuel Curtis Johnson Graduate School of Management and Board of Governors of the Federal Reserve System
Downloads 224 (171,744)

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Electronic trading, Voice trading, RFQ, Corporate bond markets, Bond dealers, Transaction costs, Execution quality, Inter-dealer trade, Rating downgrade

45.

ETFs and Systemic Risks

CFA Institute Research Foundation Briefs, January 2020, ISBN 978-1-944960-91-9
Number of pages: 28 Posted: 07 Aug 2020
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 203 (189,214)

Abstract:

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46.

Information Flows and Systematic Risk

Society for Financial Studies Cavalcade
Number of pages: 39 Posted: 08 Jul 2021
Cornell University - Department of Economics, University of Technology Sydney (UTS) - School of Finance and Economics, Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Technology Sydney (UTS) and University of Technology Sydney (UTS)
Downloads 176 (213,810)

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information flows, asset pricing, return premium, systematic risk

47.

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 142 (255,679)

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48.

Market Ethics

Number of pages: 49 Posted: 09 Jul 2019 Last Revised: 23 Sep 2019
David Easley and Maureen O'Hara
Cornell University - Department of Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 140 (258,536)
Citation 1

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ethics, contagion, regulation, market structure

49.

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 68 (413,842)

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50.

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 (570,483)
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51.

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

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G1, G2, D8

52.

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

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53.

Presidential Address: Liquidity and Price Discovery

Posted: 04 Nov 2003
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management

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54.

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

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55.

How Stock Splits Affect Trading: A Microstructure Approach

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

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

56.

The Accuracy of Trade Classification Rules: Evidence from NASDAQ

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 The University of Hong Kong

Abstract:

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57.

Can Transparent Markets Survive?

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

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Market microstructure, experimental economics, stock market competition

58.

Market Value Accounting

Posted: 11 May 2000
Maureen O'Hara
Cornell University - Samuel Curtis Johnson Graduate School of Management

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59.

Market Transparency: Who Wins and Who Loses?

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:

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60.

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

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61.

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

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62.

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:

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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:

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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

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Other Papers (1)

Total Downloads: 194
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 194

Abstract:

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