Mao Ye
Assistant Professor of Finance
Education
Research Interests
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.
"Is Market Fragmentation Harming Market Quality?"
M. Ye,
M. O'Hara,
Journal of Financial Economics,
(100)
June,
3
459-474
2011.
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.
"A Glimpse into the Dark: Price Formation, Transaction Cost and Market Share of the Crossing Network
"
M. Ye,
2010.
"Non-Execution and Market Share of Crossing Networks
"
M. Ye,
2010.
Honors and Awards
Price Discovery and Liquidity in a Fragmented Stock Market
, NASDAQ Education Foundation Ph.D. Dissertation Fellowship, $15,000
, 2009