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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.


Lecturer, University of Illinois, Urbana-Champaign, 2010
Trustee, Cornell Board of Trustees, 2006 - 2008


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

Honors and Awards

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

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


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

(217) 244-0474

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