Contact Information
343K Wohlers Hall
1206 South Sixth Street
Champaign IL 61820

(217) 244-0474
maoye@illinois.edu

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Mao Ye

Assistant Professor of Finance

Education

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.

Research Interests

Research

Journal Articles

"What's Not There: The Odd-Lot Bias in TAQ Data (forthcoming)" 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

"Catching fire: An intraday analysis of information diffusion using retweet data" M. Ye, Z. Da, N. Chawla, J. Xu, 2014.


"Tick Size Constraints, Market Structure, and liquidity" M. Ye, C. Yao, 2013.


"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


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


Price Discovery and Liquidity in a Fragmented Stock Market , NASDAQ Education Foundation Ph.D. Dissertation Fellowship, $15,000 , 2009


 


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