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Mao Ye

Associate Professor of Finance

Educational Background

Ph.D., Economics, Cornell University, 2011
M.A., Economics, University of British Columbia, 2004
M.A., Finance, Renmin University of China, 2002
B.A., Accounting, Southeast University, 1999

Positions Held

Faculty Research Fellow, National Bureau of Economic Research (NBER), 2017
Beckman Fellow, Center for Advanced Studies, 2013
Assistant Professor of Finance, University of Illinois, Urbana-Champaign, 2011
Trustee, Cornell Board of Trustees, 2006-2008

Recent Publications

Chinco, A. , Clark-Joseph, A. , Ye, M. Forthcoming. Sparse Signals in the Cross-section of Returns. Journal of Finance

Ye, M., Chao, Y., Yao, C. Forthcoming. Discrete Pricing and Market Fragmentation: a Tale of Two-Sided Markets. American Economic Review: Papers & Proceedings

Ye, M., Yong, C., Yao, C. Forthcoming. Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures, Conditionally Accepted. Review of Financial Studies

Ye, M., Yao, C. 2018. Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls, Forthcoming. Review of Financial Studies, 31: 21572183

Ye, M., Clark-Joseph, A. , Zi, C. 2017. Designated Market Makers Still Matter: Evidence from Two Natural Experiments. Journal of Financial Economics, 126: 652-667

Honors and Awards

Nano-finance, National Science Fundation: $255,821, Principle Investigator, 2013-2015