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Maureen O’Hara · Study
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Author
Maureen O’Hara
58 works
· latest 2021
· 5 institutions
cluster: provisional
ORCID 0000-0003-2563-7748
Works
58 shown
The electronic evolution of corporate bond dealers
Journal of Financial Economics
·
2021
·
2 authors
·
Open access
105
citations
Innovation and Informed Trading: Evidence from Industry ETFs
Review of Financial Studies
·
2020
·
3 authors
·
Open access
134
citations
Microstructure in the Machine Age
Review of Financial Studies
·
2020
·
4 authors
·
Open access
111
citations
Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis
Journal of Financial Economics
·
2020
·
2 authors
·
Open access
340
citations
The Microstructure of the ‘Flash Crash’: Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading
SSRN Electronic Journal
·
2019
·
3 authors
·
preprint
·
Open access
110
citations
The Volcker Rule and corporate bond market making in times of stress
Journal of Financial Economics
·
2018
·
3 authors
283
citations
The Active World of Passive Investing
European Finance Review
·
2018
·
4 authors
·
Open access
94
citations
Can ETFs Increase Market Fragility? Effect of Information Linkages in ETF Markets
SSRN Electronic Journal
·
2017
·
2 authors
·
preprint
·
Open access
126
citations
Discerning information from trade data
Journal of Financial Economics
·
2016
·
3 authors
101
citations
Hidden Liquidity: Some New Light on Dark Trading
The Journal of Finance
·
2015
·
3 authors
83
citations
High frequency market microstructure
Journal of Financial Economics
·
2015
·
1 author
592
citations
What's Not There: Odd Lots and Market Data
The Journal of Finance
·
2014
·
2 authors
231
citations
The Volume Clock: Insights into theHigh-Frequency Paradigm
The Journal of Portfolio Management
·
2012
·
3 authors
124
citations
Flow Toxicity and Liquidity in a High-frequency World
Review of Financial Studies
·
2012
·
3 authors
·
Open access
573
citations
The characteristics of informed trading: Implications for asset pricing
Journal of Empirical Finance
·
2011
·
4 authors
153
citations
Is market fragmentation harming market quality?
Journal of Financial Economics
·
2011
·
1 author
·
Open access
578
citations
The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading
The Journal of Portfolio Management
·
2011
·
3 authors
389
citations
Microstructure and Ambiguity
The Journal of Finance
·
2010
·
2 authors
·
Open access
157
citations
Liquidity and valuation in an uncertain world☆
Journal of Financial Economics
·
2010
·
2 authors
·
Open access
235
citations
Factoring Information into Returns
Journal of Financial and Quantitative Analysis
·
2010
·
3 authors
·
Open access
297
citations
Liquidity and Financial Market Stability
SSRN Electronic Journal
·
2010
·
1 author
·
preprint
·
Open access
143
citations
How Noise Trading Affects Markets: An Experimental Analysis
Review of Financial Studies
·
2009
·
3 authors
·
Open access
323
citations
Ambiguity and Nonparticipation: The Role of Regulation
Review of Financial Studies
·
2009
·
2 authors
334
citations
Down and Out in the Stock Market: The Law and Economics of the Delisting Process
The Journal of Law and Economics
·
2008
·
3 authors
·
Open access
190
citations
Time-Varying Arrival Rates of Informed and Uninformed Trades
Journal of Financial Econometrics
·
2007
·
4 authors
·
Open access
264
citations
The Corporate Governance of Banks
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
589
citations
The “make or take” decision in an electronic market: Evidence on the evolution of liquidity
Journal of Financial Economics
·
2004
·
3 authors
·
Open access
483
citations
Information and the Cost of Capital
The Journal of Finance
·
2004
·
2 authors
·
Open access
3,057
citations
Presidential Address: Liquidity and Price Discovery
The Journal of Finance
·
2003
·
1 author
652
citations
The Corporate Governance of Banks. (Part 2: The Governance of Banks)
Federal Reserve Bank of New York Economic policy review
·
2003
·
2 authors
113
citations
Is Information Risk a Determinant of Asset Returns?
The Journal of Finance
·
2002
·
3 authors
·
Open access
1,862
citations
The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks
The Journal of Finance
·
2002
·
2 authors
123
citations
The Economics of Stock Exchange Listing Fees and Listing Requirements
Journal of Financial Intermediation
·
2002
·
2 authors
79
citations
Information and the Cost of Capital
SSRN Electronic Journal
·
2002
·
2 authors
·
preprint
·
Open access
477
citations
How Stock Splits Affect Trading: A Microstructure Approach
Journal of Financial and Quantitative Analysis
·
2001
·
3 authors
·
Open access
255
citations
Time-Varying Arrival Rates of Informed and Uninformed Trades
SSRN Electronic Journal
·
2001
·
4 authors
·
preprint
·
Open access
129
citations
The Accuracy of Trade Classification Rules: Evidence from Nasdaq
Journal of Financial and Quantitative Analysis
·
2000
·
2 authors
454
citations
When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket
The Journal of Finance
·
2000
·
2 authors
510
citations
Market Transparency: Who Wins and Who Loses?
Review of Financial Studies
·
1999
·
2 authors
·
Open access
390
citations
Financial analysts and information-based trade
Journal of Financial Markets
·
1998
·
3 authors
·
Open access
309
citations
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
111
citations
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
The Journal of Finance
·
1998
·
3 authors
·
Open access
1,089
citations
One Day in the Life of a Very Common Stock
Review of Financial Studies
·
1997
·
3 authors
634
citations
The Law and Economics of Best Execution
Journal of Financial Intermediation
·
1997
·
2 authors
·
Open access
145
citations
High frequency data in financial markets: Issues and applications
Journal of Empirical Finance
·
1997
·
2 authors
·
Open access
411
citations
The information content of the trading process
Journal of Empirical Finance
·
1997
·
3 authors
·
Open access
364
citations
Liquidity, Information, and Infrequently Traded Stocks
The Journal of Finance
·
1996
·
4 authors
1,591
citations
Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow
The Journal of Finance
·
1996
·
3 authors
537
citations
Market Microstructure Theory.
The Journal of Finance
·
1996
·
2 authors
·
other
1,152
citations
Market microstructure theory
·
1995
·
1 author
1,305
citations
Market Statistics and Technical Analysis: The Role of Volume
The Journal of Finance
·
1994
·
3 authors
1,105
citations
Time and the Process of Security Price Adjustment
The Journal of Finance
·
1992
·
2 authors
1,225
citations
Adverse Selection and Large Trade Volume: The Implications for Market Efficiency
Journal of Financial and Quantitative Analysis
·
1992
·
2 authors
134
citations
Order Form and Information in Securities Markets
The Journal of Finance
·
1991
·
2 authors
88
citations
Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail"
The Journal of Finance
·
1990
·
2 authors
527
citations
Price, trade size, and information in securities markets
Journal of Financial Economics
·
1987
·
2 authors
2,169
citations
Building blocks
Journal of Banking & Finance
·
1987
·
2 authors
103
citations
The Microeconomics of Market Making
Journal of Financial and Quantitative Analysis
·
1986
·
2 authors
348
citations