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
Rank 8,476

SSRN RANKINGS

Top 8,476

in Total Papers Downloads

5,486

CITATIONS
Rank 14,559

SSRN RANKINGS

Top 14,559

in Total Papers Citations

35

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 2,295 (5,616)
Citation 4

Abstract:

Loading...

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 1,099 (18,537)
Citation 24

Abstract:

Loading...

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 796 (29,531)
Citation 4

Abstract:

Loading...

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 567 (46,577)
Citation 13

Abstract:

Loading...

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 289 (103,591)
Citation 2

Abstract:

Loading...

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 197 (161,864)

Abstract:

Loading...

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 189 (157,835)

Abstract:

Loading...

dividend policy, retail clientele, trader behavior, stock splits

8.

Do High-Frequency Traders Improve your Implementation Shortfall?

Journal of Investment Management, forthcoming
Number of pages: 29 Posted: 16 Apr 2019 Last Revised: 09 May 2019
Robert A. Korajczyk and Dermot Murphy
Northwestern University and University of Illinois at Chicago - Department of Finance
Downloads 54 (370,342)

Abstract:

Loading...

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