Browsing by Author O'Hara, M

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Showing results 1 to 17 of 17
Issue DateTitleAuthor(s)
Aug-2016Bank corporate governance: a proposal for the post-crisis worldMacey, JR; O'Hara, M
1-Dec-2011The characteristics of informed trading: Implications for asset pricingAslan, H; Easley, D; Hvidkjaer, S; O'Hara, M
1-Aug-2016Differential Access to Price Information in Financial MarketsEasley, D; O'Hara, M; Yang, L
1-May-2016Discerning information from trade dataEasley, D; de Prado, ML; O'Hara, M
17-Jan-2011The Exchange of Flow ToxicityEasley, D; Lopez de Prado, M; O'Hara, M
1-May-2012Flow toxicity and liquidity in a high-frequency worldEasley, D; López De Prado, MM; O'Hara, M
1-Jan-2015Hidden Liquidity: Some New Light on Dark TradingBloomfield, R; O'Hara, M; Saar, G
1-Jan-2015High frequency market microstructureO'Hara, M
1-Jan-2014High-frequency Trading and its impact on marketsO'Hara, M
1-Jan-2017An improved version of the volume-synchronized probability of informed trading: A commentEasley, D; De Prado, ML; O'Hara, M
1-Jan-2014Opaque trading, Disclosure, and asset prices: Implications for hedge fund regulationEasley, D; O'Hara, M; Yang, L
1-Jan-2015Optimal execution horizonEasley, D; de Prado, ML; O'Hara, M
1-Jan-2019Relative tick size and the trading environmentO'Hara, M; Saar, G; Zhong, Z
1-Oct-2018The Volcker Rule and corporate bond market making in times of stressBao, J; O'Hara, M; (Alex) Zhou, X
1-Sep-2012The volume clock: Insights into the high-frequency paradigmEasley, D; De Prado, MML; O'Hara, M
1-Jan-2014VPIN and the Flash Crash: A rejoinderEasley, D; López de Prado, MM; O'Hara, M
1-Jan-2014What's not there: Odd lots and market dataO'Hara, M; Yao, C; Ye, M