Chen Yao

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0009-0008-6327-1189

CUHK Business School, The Chinese University of Hong Kong, Shatin, Hong Kong

Publications

• The price effects of liquidity shocks: A study of the SEC’s tick size experiment — Journal of Financial Economics 2020 (name-matched, not ORCID-linked)
• Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures — The Review of Financial Studies 2019 (name-matched, not ORCID-linked)
• Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls — The Review of Financial Studies 2018 (name-matched, not ORCID-linked)
• Discrete Pricing and Market Fragmentation: A Tale of Two-Sided Markets — American Economic Review 2017
• What's Not There: Odd Lots and Market Data — The Journal of Finance 2014 (name-matched, not ORCID-linked)