Chen Yao
PhD Candidate in Finance and Graduate Research Assistant
Education
BSc
Mathematics,
Tulane University,
2007.
Research Interests
Asset Pricing, Liquidity, Market Microstructure, Derivatives, Behavioral Finance
Research
Journal Articles
"What's Not There: The Odd-Lot Bias in TAQ Data (Conditionally accepted)"
M. Ye,
M. O'Hara,
C. Yao,
Journal of Finance,
2013.
Working Papers
"What is Not There: The Odd-lot Bias in TAQ data"
M. Ye,
M. O'Hara,
C. Yao,
2012.
"Should We Slow Down the Market?"
M. Ye,
C. Yao,
J. Gai,
2012.
Honors and Awards