Research coAuthored with College of Business Faculty

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

"What is Not There: The Odd-lot Bias in TAQ data" M. Ye, M. O'Hara, C. Yao, 2012.

 


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