Dermot Murphy

University of Illinois at Chicago - Department of Finance

Assistant Professor

2431 University Hall (UH)

601 S. Morgan Street

Chicago, IL 60607-7124

United States

http://sites.google.com/site/murphyderm

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 8,023

SSRN RANKINGS

Top 8,023

in Total Papers Downloads

6,126

SSRN CITATIONS
Rank 15,745

SSRN RANKINGS

Top 15,745

in Total Papers Citations

20

CROSSREF CITATIONS

38

Scholarly Papers (9)

1.

Financing Dies in Darkness? The Impact of Newspaper Closures on Public Finance

Journal of Financial Economics, (2020) vol. 135, no. 2, 445-467
Number of pages: 71 Posted: 15 May 2018 Last Revised: 02 Feb 2020
Pengjie Gao, Chang Lee and Dermot Murphy
University of Notre Dame - Mendoza College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and University of Illinois at Chicago - Department of Finance
Downloads 2,616 (4,936)
Citation 4

Abstract:

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media, monitoring, public financing, municipal bonds

2.

High Frequency Market Making to Large Institutional Trades

Review of Financial Studies, (2019) vol. 32, no. 3, 1034-1067
Number of pages: 52 Posted: 28 Feb 2015 Last Revised: 08 Feb 2019
Robert A. Korajczyk and Dermot Murphy
Northwestern University and University of Illinois at Chicago - Department of Finance
Downloads 1,144 (18,806)
Citation 28

Abstract:

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High Frequency Trading, HFT, Institutional Trades, Implementation Shortfall, Market Making, Liquidity Provision

3.

The Impact of High-Frequency Trading on Stock Market Liquidity Measures

Number of pages: 38 Posted: 13 Jun 2013 Last Revised: 26 Oct 2015
Soohun Kim and Dermot Murphy
Georgia Institute of Technology - Scheller College of Business and University of Illinois at Chicago - Department of Finance
Downloads 829 (30,028)
Citation 5

Abstract:

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microstructure, liquidity, high-frequency trading, HFT

4.

Political Uncertainty and Public Financing Costs: Evidence from U.S. Gubernatorial Elections and Municipal Bond Markets

Number of pages: 62 Posted: 26 Jan 2012 Last Revised: 11 Feb 2019
Pengjie Gao, Dermot Murphy and Yaxuan Qi
University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 688 (38,731)
Citation 22

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Political Uncertainty, Elections, Public Financing Costs, Municipal Bonds

5.

Municipal Borrowing Costs and State Policies for Distressed Municipalities

Journal of Financial Economics, (2019) vol. 132, no. 2, 404-426
Number of pages: 59 Posted: 30 Sep 2016 Last Revised: 02 Feb 2020
Pengjie Gao, Chang Lee and Dermot Murphy
University of Notre Dame - Mendoza College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and University of Illinois at Chicago - Department of Finance
Downloads 315 (100,858)
Citation 5

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Default Risk, Municipal Bonds, Government Policy, Risk Sharing

6.

Short-Term Return Predictability and Repetitive Institutional Net Order Activity

Journal of Financial Research, (2017) vol. 40, no. 4, 455-477
Number of pages: 37 Posted: 14 May 2013 Last Revised: 08 Feb 2019
Dermot Murphy and Ramabhadran S. Thirumalai
University of Illinois at Chicago - Department of Finance and Indian School of Business
Downloads 207 (161,864)

Abstract:

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momentum, return predictability, institutional traders

7.

Retail Clientele and Dividend Policy

Number of pages: 32 Posted: 21 Feb 2014 Last Revised: 09 Mar 2016
Dermot Murphy and Ramabhadran S. Thirumalai
University of Illinois at Chicago - Department of Finance and Indian School of Business
Downloads 194 (164,314)

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dividend policy, retail clientele, trader behavior, stock splits

8.

Do High-Frequency Traders Improve your Implementation Shortfall?

Journal of Investment Management, 18 (First Quarter 2020): 18-33.
Number of pages: 29 Posted: 16 Apr 2019 Last Revised: 25 Feb 2020
Robert A. Korajczyk and Dermot Murphy
Northwestern University and University of Illinois at Chicago - Department of Finance
Downloads 85 (308,780)

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high-frequency trading, institutional orders, implementation shortfall, transaction costs, transaction tax

9.

Good for your Fiscal Health? The Effect of the Affordable Care Act on Healthcare Borrowing Costs

Number of pages: 56 Posted: 30 Sep 2019 Last Revised: 03 Feb 2020
Pengjie Gao, Chang Lee and Dermot Murphy
University of Notre Dame - Mendoza College of Business, Korea Advanced Institute of Science and Technology (KAIST) - College of Business and University of Illinois at Chicago - Department of Finance
Downloads 48 (414,298)

Abstract:

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public finance, health economics, municipal bonds, Affordable Care Act, Medicaid