Mao Ye

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Research Output

  • 8 Article
  • 2 Conference contribution

Sparse Signals in the Cross-Section of Returns

Chinco, A., Clark-Joseph, A. D. & Ye, M., Feb 1 2019, In : Journal of Finance. 74, 1, p. 449-492 44 p.

Research output: Contribution to journalArticle

  • Why discrete price fragments U.S. Stock exchanges and disperses their fee structures

    Chao, Y., Yao, C. & Ye, M., Jan 1 2019, In : Review of Financial Studies. 32, 3, p. 1068-1101 34 p.

    Research output: Contribution to journalArticle

  • Why trading speed matters: A tale of queue rationing under price controls

    Yao, C. & Ye, M., Jun 1 2018, In : Review of Financial Studies. 31, 6, p. 2157-2183 27 p.

    Research output: Contribution to journalArticle

  • Designated market makers still matter: Evidence from two natural experiments

    Clark-Joseph, A. D., Ye, M. & Zi, C., Dec 2017, In : Journal of Financial Economics. 126, 3, p. 652-667 16 p.

    Research output: Contribution to journalArticle

  • Discrete pricing and market fragmentation: A tale of two-sided markets

    Chao, Y., Yao, C. & Ye, M., May 2017, In : American Economic Review. 107, 5, p. 196-199 4 p.

    Research output: Contribution to journalArticle