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Do momentum strategies work? : Australian evidence
Drew, Michael E.; Veeraraghavan, Madhu; Ye, Min - 2004
Persistent link: https://www.econbiz.de/10002018386
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What's not there : odd lots and market data
O'Hara, Maureen; Yao, Chen; Ye, Mao - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2199-2236
Persistent link: https://www.econbiz.de/10010489668
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Who provides liquidity, and when?
Li, Sida; Wang, Xin; Ye, Mao - In: Journal of financial economics 141 (2021) 3, pp. 968-980
Persistent link: https://www.econbiz.de/10012873103
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Designated market makers still matter : evidence from two natural experiments
Clark-Joseph, Adam D.; Ye, Mao; Zi, Chao - In: Journal of financial economics 126 (2017) 3, pp. 652-667
Persistent link: https://www.econbiz.de/10011818240