Mao Ye
Associate Professor of Finance
Educational Background
Ph.D., Economics, Cornell University, 2011M.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), 2017Beckman 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 FinanceYe, 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