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High-frequency trading and its impact on markets

O'Hara, Maureen - In: Financial analysts' journal : FAJ 70 (2014) 3, pp. 18-27

Persistent link: https://www.econbiz.de/10010407394

High frequency market microstructure

O'Hara, Maureen - In: Journal of financial economics 116 (2015) 2, pp. 267-270

Persistent link: https://www.econbiz.de/10011348519

Relative tick size and the trading environment

O'Hara, Maureen; Saar, Gideon; Zhong, Zhou - In: Review of asset pricing studies : RAPS 9 (2019) 1, pp. 47-90

Persistent link: https://www.econbiz.de/10012163291

Reflecting on the VPIN dispute

Andersen, Torben; Bondarenko, Oleg - In: Journal of financial markets 17 (2014), pp. 53-64

Persistent link: https://www.econbiz.de/10010436245

VPIN and the flash crash

Andersen, Torben; Bondarenko, Oleg; O'Hara, Maureen - In: Journal of financial markets 17 (2014), pp. 1-46

Persistent link: https://www.econbiz.de/10010436257

The "make or take" decision in an electronic market : evidence on the evolution of liquidity

Bloomfield, Robert; O'Hara, Maureen; Saar, Gideon - 2002

Persistent link: https://www.econbiz.de/10001682370

The "make or take" decision in an electronic market : evidence on the evolution of liquidity

Bloomfield, Robert; O'Hara, Maureen; Saar, Gideon - In: Journal of financial economics 75 (2005) 1, pp. 165-199

Persistent link: https://www.econbiz.de/10002516029

Flow toxicity and liquidity in a high-frequency world

Easley, David; López de Prado, Marcos M.; O'Hara, Maureen - In: The review of financial studies 25 (2012) 5, pp. 1457-1493

Persistent link: https://www.econbiz.de/10009536413

Relative Tick Size and the Trading Environment

O'Hara, Maureen - 2018

We investigate how and why relative tick sizes influence traders' order strategies, and how this affects liquidity provision in the market. Using unique NYSE data, we find that a larger relative tick size benefits HFT market makers: they leave orders in the book longer, trade more aggressively,...

Persistent link: https://www.econbiz.de/10012937895

Microstructure in the machine age

Easley, David; López de Prado, Marcos M.; O'Hara, Maureen - In: The review of financial studies 34 (2021) 7, pp. 3316-3363

Persistent link: https://www.econbiz.de/10012546383