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

8

DOWNLOADS
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Top 8,796

in Total Papers Downloads

5,259

CITATIONS
Rank 36,086

SSRN RANKINGS

Top 36,086

in Total Papers Citations

5

Scholarly Papers (8)

1.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71 Posted: 15 May 2018 Last Revised: 10 Feb 2019
Pengjie Gao, Chang Lee and Dermot Murphy
University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and University of Illinois at Chicago - Department of Finance
Downloads 2,180 (5,979)

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 1,086 (18,490)
Citation 1

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 783 (29,724)
Citation 2

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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 534 (49,375)
Citation 2

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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 (JFE), Forthcoming
Number of pages: 59 Posted: 30 Sep 2016 Last Revised: 11 Jul 2018
Pengjie Gao, Chang Lee and Dermot Murphy
University of Notre Dame - Mendoza College of Business, University of Illinois at Chicago - Department of Finance and University of Illinois at Chicago - Department of Finance
Downloads 278 (106,236)

Abstract:

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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 195 (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 184 (159,212)

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dividend policy, retail clientele, trader behavior, stock splits

8.

Do High-Frequency Traders Improve your Implementation Shortfall?

Number of pages: 28 Posted: 16 Apr 2019
Robert A. Korajczyk and Dermot Murphy
Northwestern University and University of Illinois at Chicago - Department of Finance
Downloads 19 (512,510)

Abstract:

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