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343K Wohlers Hall
1206 South Sixth Street
Champaign IL 61820

(217) 244-0474

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Mao Ye

Assistant Professor of Finance


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


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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