Maureen O'Hara

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

ORCID: 0000-0003-2563-7748

Cornell University

Publications

• The Market Inside the Market: Odd-Lot Quotes — The Review of Financial Studies 2025
• Mutual Fund Fragility, Dealer Liquidity Provision, and the Pricing of Municipal Bonds — Management Science 2024
• Tiny trades, big questions: Fractional shares — Journal of Financial Economics 2024
• StableFees: A Predictable Fee Market for Cryptocurrencies — Management Science 2023
• Financial Market Ethics — The Review of Financial Studies 2023
• The Active World of Passive Investing — Review of Finance 2021
• Microstructure in the Machine Age — The Review of Financial Studies 2021
• The electronic evolution of corporate bond dealers — Journal of Financial Economics 2021 (name-matched, not ORCID-linked)
• Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis — Journal of Financial Economics 2021
• Innovation and Informed Trading: Evidence from Industry ETFs — The Review of Financial Studies 2021
• Differential Access to Price Information in Financial Markets — Journal of Financial and Quantitative Analysis 2016
• Hidden Liquidity: Some New Light on Dark Trading — The Journal of Finance 2015
• High frequency market microstructure — Journal of Financial Economics 2015
• What's Not There: Odd Lots and Market Data — The Journal of Finance 2014
• Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation — The Review of Financial Studies 2014
• Flow Toxicity and Liquidity in a High-frequency World — The Review of Financial Studies 2012
• Is market fragmentation harming market quality? — Journal of Financial Economics 2011 (name-matched, not ORCID-linked)
• Factoring Information into Returns — Journal of Financial and Quantitative Analysis 2010
• Microstructure and Ambiguity — The Journal of Finance 2010
• How Noise Trading Affects Markets: An Experimental Analysis — The Review of Financial Studies 2009
• Ambiguity and Nonparticipation: The Role of Regulation — The Review of Financial Studies 2009
• Bubbles: Some Perspectives (and Loose Talk) from History — The Review of Financial Studies 2008
• A Note from the Editor — The Review of Financial Studies 2006
• Information and the Cost of Capital — The Journal of Finance 2004
• Presidential Address: Liquidity and Price Discovery — The Journal of Finance 2003
• Is Information Risk a Determinant of Asset Returns? — The Journal of Finance 2002
• The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks — The Journal of Finance 2002
• How Stock Splits Affect Trading: AMicrostructure Approach — Journal of Financial and Quantitative Analysis 2001
• The Accuracy of Trade Classification Rules:Evidence from Nasdaq — Journal of Financial and Quantitative Analysis 2000
• When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket — The Journal of Finance 2000
• Market Transparency: Who Wins and Who Loses? — The Review of Financial Studies 1999
• Option Volume and Stock Prices: Evidence on Where Informed Traders Trade — The Journal of Finance 1998
• One Day in the Life of a Very Common Stock — The Review of Financial Studies 1997
• Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow — The Journal of Finance 1996
• Liquidity, Information, and Infrequently Traded Stocks — The Journal of Finance 1996
• Market Statistics and Technical Analysis: The Role of Volume — The Journal of Finance 1994
• Time and the Process of Security Price Adjustment — The Journal of Finance 1992
• Adverse Selection and Large Trade Volume: The Implications for Market Efficiency — Journal of Financial and Quantitative Analysis 1992
• Order Form and Information in Securities Markets — The Journal of Finance 1991
• Deposit Insurance and Wealth Effects: The Value of Being “Too Big to Fail” — The Journal of Finance 1990
• Primes and Scores: An Essay on Market Imperfections — The Journal of Finance 1989
• DISCUSSION — The Journal of Finance 1987
• The Microeconomics of Market Making — Journal of Financial and Quantitative Analysis 1986
• Commodity Bonds and Consumption Risks — The Journal of Finance 1984
• A Dynamic Theory of the Banking Firm — The Journal of Finance 1983
• Information Flows and Systematic Risk — Review of Finance