College of Business: University of Illinois at Urbana-Champaign

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Mao Ye

Assistant Professor of Finance

All Publications


Articles in Journals

Ye, M., O'Hara, M., Yao, C. Forthcoming. What's Not There: The Odd-Lot Bias in TAQ Data (Conditionally accepted). Journal of Finance

Ye, M., O'Hara, M. 2011. Is Market Fragmentation Harming Market Quality? Journal of Financial Economics, 100: 459-474

Working Papers

Ye, M., Yao, C. , Gai, J. 2012. Should We Slow Down the Market?

Ye, M., O'Hara, M., Yao, C. 2012. What is Not There: The Odd-lot Bias in TAQ data. Journal of Finance

Ye, M. 2010. A Glimpse into the Dark: Price Formation, Transaction Cost and Market Share of the Crossing Network

Ye, M. 2010. Non-Execution and Market Share of Crossing Networks

Presentations

Ye, M. Forthcoming. What is Not There: The Odd-Lot Bias in TAQ DataSociety for Financial Studies, SFS Cavalcade 2012 , University of Virginia.

Ye, M., O'Hara, M., Yao, C. Forthcoming. What is Not There: The Odd-lot Bias of TAQ DataEuropean Finance Association Annual Meeting, Copenhagan.

Ye, M. Forthcoming. Discussion for "Do Dark Pools Harm Price Discovery?" by Haoxiang Zhu, Stanford UniversityWestern Finance Association Annual Meetings, 2011, Santa Fe.

Ye, M. Forthcoming. Transaction Cost and Market Share of Crossing NetworksFinancial Management Association, Denver.

Ye, M., Yao, C. , Gai, J. 2013. The Externalities of High Frequency TradingChina International Conference in Finance, Shanghai.

Ye, M., Yao, C. , Gai, J. 2013. The Externalities of High Frequency TradingCFTC/ Amercian University, Washington.

Ye, M., Yao, C. , Gai, J. 2013. The Externalities of High Frequency TradingMid-Atlantic Research Conference in Finance, Philadelphia.

Ye, M., Gai, J. , Yao, C. 2013. The Externalities of High Frequency TradingFinancial Intermediation Research Society, Dnbrovnik.

Ye, M., Gai, J. , Yao, C. 2013. The Externalities of High Frequency TradingSEC, Washington.

Ye, M., O'Hara, M., Yao, C. 2013. What is Not There: The Odd-lot Bias of TAQ DataAmerican Finance Association Annual Meetings, San Diego.

Ye, M. 2012. Discussion for "Smooth Plaid Models: A Dynamic Clustering Algorithm with Application to Electronic Financial Markets American Finance Association Annual Meetings, Chicago.

Ye, M. 2012. DiscussionNBER Market Microstructure Meeting, Boston.

Ye, M. 2012. DiscussionMid-Atlantic Research Conference in Finance, Ottawa.

Ye, M., Yao, C. , Gai, J. 2012. The Externalities of High Frequency TradingUniversity of Toronto, Toronto.

Ye, M., Yao, C. , Gai, J. 2012. The Externalities of High Frequency TradingUniversity of Memphis, Memphis.

Ye, M. 2011. What is Not There: The Odd-Lot Bias in TAQ DataNBER, Boston.

Ye, M. 2011. What is Not There: The Odd-Lot Bias in TAQ DataVienna Graduate School of Finance, Vienna.

Ye, M. 2011. What is Not There: The Odd-Lot Bias in TAQ DataSUNY-Buffalo, Buffalo.

Ye, M. 2011. What is Not There: The Odd-Lot Bias in TAQ DataSyracuse University, Research Seminar, Syracuse.

Ye, M. 2011. What is Not There: The Odd-Lot Bias in TAQ DataGoldman Sachs, New York.

Ye, M. 2011. What is Not There: The Odd-Lot Bias in TAQ DataNASDAQ, Washington.

Ye, M. 2010. A Glimpse into the Dark: Price Formation, Transaction Cost and Market Share of the Dark PoolFinancial Management Association, New York.

Ye, M., O'Hara, M. 2010. Is market fragmentation harming market quality?Western Finance Association Annual Meetings, 2011, Victoria.

 

Contact Information:

343K Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 244-0474
maoye@illinois.edu


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