Sida Li

University of Illinois at Urbana-Champaign

601 E John St

Champaign, IL 61820

United States

SCHOLARLY PAPERS

4

DOWNLOADS

734

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.
Downloads 564 ( 59,816)
Citation 1

Who Provides Liquidity and When?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 54 Posted: 21 Jan 2017 Last Revised: 08 Jun 2020
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 553 (60,694)
Citation 1

Abstract:

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Algorithmic trading, High-frequency trading, Liquidity, Tick Size

Who Provides Liquidity, and When?

NBER Working Paper No. w25972
Number of pages: 65 Posted: 26 Jun 2019 Last Revised: 20 Jun 2021
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 11 (720,398)
Citation 3

Abstract:

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Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types

Number of pages: 51 Posted: 16 Feb 2021 Last Revised: 10 Mar 2021
Sida Li, Mao Ye and Miles Zheng
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 84 (362,199)

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Order Types, Regulation NMS, Information, Make/Take Fees, Speed Competition

Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types

NBER Working Paper No. w28515
Number of pages: 52 Posted: 01 Mar 2021 Last Revised: 31 May 2021
Sida Li, Mao Ye and Miles Zheng
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1 (812,712)
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3.

Who Supplies Liquidity, and When?

Number of pages: 63 Posted: 15 Aug 2018
Sida Li, Xin Wang and Mao Ye
University of Illinois at Urbana-Champaign, Nanyang Technological University (NTU) - Division of Banking & Finance and University of Illinois at Urbana-Champaign
Downloads 47 (480,508)
Citation 5

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4.

The Tradeoff between Discrete Pricing and Discrete Quantities: Evidence from U.S.-listed Firms

Number of pages: 62 Posted: 08 Mar 2021 Last Revised: 28 Apr 2021
Sida Li and Mao Ye
University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign
Downloads 38 (521,095)

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Nominal price, liquidity, tick and lot sizes, stock split