Mao Ye
Mao Ye
University of Illinois, Urbana-Champaign
Keine bestätigte E-Mail-Adresse - Startseite
Zitiert von
Zitiert von
Is market fragmentation harming market quality?
M O'Hara, M Ye
Journal of Financial Economics 100 (3), 459-474, 2011
Sparse signals in the cross‐section of returns
A Chinco, AD Clark‐Joseph, M Ye
The Journal of Finance 74 (1), 449-492, 2019
What's not there: Odd lots and market data
M O'hara, C Yao, M Ye
The Journal of Finance 69 (5), 2199-2236, 2014
The externalities of high frequency trading
M Ye, C Yao, J Gai
WBS Finance Group Research Paper, 2013
Why trading speed matters: A tale of queue rationing under price controls
C Yao, M Ye
The Review of Financial Studies 31 (6), 2157-2183, 2018
A glimpse into the dark: Price formation, transaction cost and market share of the crossing network
M Ye
Transaction Cost and Market Share of the Crossing Network (June 9, 2011), 2011
Big data in finance
I Goldstein, CS Spatt, M Ye
The Review of Financial Studies 34 (7), 3213-3225, 2021
Why discrete price fragments US stock exchanges and disperses their fee structures
Y Chao, C Yao, M Ye
The Review of Financial Studies 32 (3), 1068-1101, 2019
Who provides liquidity, and when?
S Li, X Wang, M Ye
Journal of financial economics 141 (3), 968-980, 2021
Designated market makers still matter: Evidence from two natural experiments
AD Clark-Joseph, M Ye, C Zi
Journal of Financial Economics 126 (3), 652-667, 2017
What’s not there: The odd-lot bias in TAQ data
M O'Hara, C Yao, M Ye
Johnson School Research Paper Series, 2012
The effect of tick size on managerial learning from stock prices
M Ye, MY Zheng, W Zhu
Journal of Accounting and Economics 75 (1), 101515, 2023
Discrete pricing and market fragmentation: A tale of two-sided markets
Y Chao, C Yao, M Ye
American Economic Review 107 (5), 196-199, 2017
Price manipulation, price discovery and transaction costs in the crossing network
M Ye
Price Discovery and Transaction Costs in the Crossing Network (March 14, 2012), 2012
Information diffusion on social media: Does it affect trading, return, and liquidity?
N Chawla, Z Da, J Xu, M Ye
Return, and Liquidity, 2021
Non-execution and market share of crossing networks
M Ye
Available at SSRN 1719016, 2010
Strategic informed trading and dark pools
M Ye, W Zhu
Available at SSRN 3292516, 2020
Price ceilings, market structure, and payout policies
X Li, M Ye, M Zheng
Journal of Financial Economics 155, 103818, 2024
Tick size constraints, market structure
C Yao, M Ye
and liquidity. Working Paper, Chinese University of Hong Kong and University …, 2014
Tick size constraints, market structure, and liquidity
M Ye, C Yao
WBS Finance Group Research Paper, 2014
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