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1

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

David Easley, Maureen O'Hara, P.S. Srinivas

Journal:

The Journal of Finance

Year:

1998

Language:

english

File:

PDF, 216 KB

english, 1998

2

Flow Toxicity and Liquidity in a High-frequency World

David Easley, Marcos M. López de Prado and Maureen O'Hara

Journal:

Review of Financial Studies

Year:

2012

Language:

english

File:

PDF, 3.83 MB

english, 2012

3

Discerning Information from Trade Data

Easley, David, de Prado, Marcos Lopez, O'Hara, Maureen

Journal:

Journal of Financial Economics

Year:

2016

Language:

english

File:

PDF, 3.68 MB

english, 2016

4

The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading

Easley, David, López de Prado, Marcos M, O’Hara, Maureen

Journal:

The Journal of Portfolio Management

Year:

2011

Language:

english

File:

PDF, 976 KB

english, 2011

5

The Volume Clock: Insights into the High Frequency Paradigm

Easley, David, Lopez de Prado, Marcos M., O'Hara, Maureen

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 697 KB

english, 2012

6

High-Frequency Trading and Its Impact on Markets

O’Hara, Maureen

Journal:

Financial Analysts Journal

Year:

2014

Language:

english

File:

PDF, 597 KB

english, 2014

7

Footprints on a Blockchain: Trading and Information Leakage in Distributed Ledgers

Aune, Rune Tevasvold, Krellenstein, Adam, O’Hara, Maureen, Slama, Ouziel

Journal:

The Journal of Trading

Year:

2017

Language:

english

File:

PDF, 825 KB

english, 2017

8

High frequency market microstructure

O’Hara, Maureen

Journal:

Journal of Financial Economics

Year:

2015

Language:

english

File:

PDF, 918 KB

english, 2015

9

Information and the Cost of Capital

David Easley, Maureen O'hara

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 197 KB

english, 2004

10

The Volume Clock: Insights into the High-Frequency Paradigm

Easley, David, López de Prado, Marcos M, O’Hara, Maureen

Journal:

The Journal of Portfolio Management

Year:

2012

Language:

english

File:

PDF, 526 KB

english, 2012

11

Liquidity, Information, and Infrequently Traded Stocks

DAVID EASLEY, NICHOLAS M. KIEFER, MAUREEN O'HARA, JOSEPH B. PAPERMAN

Journal:

The Journal of Finance

Year:

1996

Language:

english

File:

PDF, 1.95 MB

english, 1996

12

When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket

Katrina Ellis, Roni Michaely, Maureen O'Hara

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 571 KB

english, 2000

13

The Exchange of Flow Toxicity

Easley, David, López de Prado, Marcos M, O’Hara, Maureen

Journal:

The Journal of Trading

Year:

2011

Language:

english

File:

PDF, 435 KB

english, 2011

14

From mining to markets: The evolution of bitcoin transaction fees

Easley, David, O'Hara, Maureen, Basu, Soumya

Journal:

Journal of Financial Economics

Year:

2019

Language:

english

File:

PDF, 4.21 MB

english, 2019

15

Is Information Risk a Determinant of Asset Returns?

David Easley, Soeren Hvidkjaer, Maureen O’Hara

Journal:

The Journal of Finance

Year:

2002

Language:

english

File:

PDF, 512 KB

english, 2002

16

Liquidity and valuation in an uncertain world

David Easley, Maureen O’Hara

Journal:

Journal of Financial Economics

Year:

2010

Language:

english

File:

PDF, 364 KB

english, 2010

17

Price, trade size, and information in securities markets

David Easley, Maureen O'Hara

Journal:

Journal of Financial Economics

Year:

1987

Language:

english

File:

PDF, 1.38 MB

english, 1987

18

OPTIMAL EXECUTION HORIZON

Easley, David, de Prado, Marcos Lopez, O'Hara, Maureen

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 788 KB

english, 2015

19

The Microeconomics of Market Making

Maureen O'Hara and George S. Oldfield

Journal:

Journal of Financial and Quantitative Analysis

Year:

1986

Language:

english

File:

PDF, 1.20 MB

english, 1986

20

What Is a Quote?

O’Hara, Maureen

Journal:

The Journal of Trading

Year:

2010

Language:

english

File:

PDF, 448 KB

english, 2010

21

Bulk Classification of Trading Activity

Easley, David, Lopez de Prado, Marcos M., O'Hara, Maureen

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 1.07 MB

english, 2012

22

Valuing teamwork: Insights from newly-registered nurses working in specialist mental health services

Michelle Cleary, Jan Horsfall, Judy Mannix, Maureen O'Hara-Aarons, Debra Jackson

Journal:

International Journal of Mental Health Nursing

Year:

2011

Language:

english

File:

PDF, 282 KB

english, 2011

23

Time and the Process of Security Price Adjustment

David Easley and Maureen O'Hara

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 595 KB

english, 1992

24

Time and the Process of Security Price Adjustment

EASLEY, DAVID, O'HARA, MAUREEN

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 1.71 MB

english, 1992

25

Information and the Cost of Capital

David Easley and Maureen O'hara

Journal:

The Journal of Finance

Year:

2004

Language:

english

File:

PDF, 3.40 MB

english, 2004

26

Microstructure in the Machine Age

Easley, David, de Prado, Marcos Lopez, O'Hara, Maureen, Zhang, Zhibai

Journal:

SSRN Electronic Journal

Year:

2019

File:

PDF, 1.54 MB

2019

27

Radical intentions: twenty-first century reflections on facilitation in person-centered approach large group workshops

O’Hara, Maureen

Journal:

Person-Centered & Experiential Psychotherapies

Year:

2019

File:

PDF, 1.15 MB

2019

28

Presidential Address: Liquidity and Price Discovery

Journal:

The Journal of Finance

Year:

2003

Language:

english

File:

PDF, 178 KB

english, 2003

29

The “make or take” decision in an electronic market: Evidence on the evolution of liquidity

Robert Bloomfield, Maureen O’Hara, Gideon Saar

Journal:

Journal of Financial Economics

Year:

2005

Language:

english

File:

PDF, 445 KB

english, 2005

30

VPIN and the Flash Crash: A rejoinder

Easley, David, López de Prado, Marcos M., O'Hara, Maureen

Journal:

Journal of Financial Markets

Year:

2014

Language:

english

File:

PDF, 229 KB

english, 2014

31

When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket

Katrina Ellis, Roni Michaely and Maureen O'Hara

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 792 KB

english, 2000

32

The Accuracy of Trade Classification Rules: Evidence from Nasdaq

Katrina Ellis, Roni Michaely and Maureen O'Hara

Journal:

Journal of Financial and Quantitative Analysis

Year:

2000

Language:

english

File:

PDF, 518 KB

english, 2000

33

Ambiguity and Nonparticipation: The Role of Regulation

Easley, David, O’Hara, Maureen

Journal:

Review of Financial Studies

Year:

2009

Language:

english

File:

PDF, 233 KB

english, 2009

34

Factoring Information into Returns

Easley, David, Hvidkjaer, Soeren, O’Hara, Maureen

Journal:

Journal of Financial and Quantitative Analysis

Year:

2010

Language:

english

File:

PDF, 119 KB

english, 2010

35

Hidden Liquidity: Some New Light on Dark Trading

BLOOMFIELD, ROBERT, O'HARA, MAUREEN, SAAR, GIDEON

Journal:

The Journal of Finance

Year:

2015

Language:

english

File:

PDF, 1.21 MB

english, 2015

36

Adverse Selection and Large Trade Volume: The Implications for Market Efficiency

David Easley and Maureen O'Hara

Journal:

Journal of Financial and Quantitative Analysis

Year:

1992

Language:

english

File:

PDF, 730 KB

english, 1992

37

Compétences psychologiques pour une société globale émergente : un autre regard sur la « personne de demain » de Rogers en tant que modèle

O’Hara, Maureen, Dreyfus, Sylvie, Randin, Jean-Marc

Journal:

Approche Centrée sur la Personne Pratique et recherche

Year:

2018

Language:

french

File:

PDF, 614 KB

french, 2018

38

The Best Execution of Corporate Bonds

O'Hara, Maureen, Wang, Yihui, Zhou, Xing

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 697 KB

english, 2015

39

Do open market operations matter? Theory and evidence from the Second Bank of the United States

Richard A. Highfield, Maureen O'Hara, Bruce Smith

Journal:

Journal of Economic Dynamics and Control

Year:

1996

Language:

english

File:

PDF, 2.39 MB

english, 1996

40

The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks

Katrina Ellis, Roni Michaely, Maureen O’Hara

Journal:

The Journal of Finance

Year:

2002

Language:

english

File:

PDF, 284 KB

english, 2002

41

Leadership, support and acknowledgement of registered nurses work in acute mental health units

Michelle Cleary, Jan Horsfall, Maureen O'Hara-Aarons, Glenn E. Hunt

Journal:

International Journal of Mental Health Nursing

Year:

2012

Language:

english

File:

PDF, 317 KB

english, 2012

42

Building blocks: An introduction to block trading

Kenneth Burdett, Maureen O'hara

Journal:

Journal of Banking & Finance

Year:

1987

Language:

english

File:

PDF, 1.05 MB

english, 1987

43

Financial contracts and international lending

Journal:

Journal of Banking & Finance

Year:

1990

Language:

english

File:

PDF, 1.26 MB

english, 1990

44

High frequency data in financial markets: Issues and applications

Charles A.E. Goodhart, Maureen O'Hara

Journal:

Journal of Empirical Finance

Year:

1997

Language:

english

File:

PDF, 2.59 MB

english, 1997

45

Financial analysts and information-based trade

David Easley, Maureen O'Hara, Joseph Paperman

Journal:

Journal of Financial Markets

Year:

1998

Language:

english

File:

PDF, 166 KB

english, 1998

46

Strategies for survival in European financial markets

Journal:

European Management Journal

Year:

1991

Language:

english

File:

PDF, 892 KB

english, 1991

47

Making Market Microstructure Matter

Journal:

Financial Management

Year:

1999

Language:

english

File:

PDF, 1.32 MB

english, 1999

48

Flow Toxicity and Liquidity in a High Frequency World

Easley, David, Lopez de Prado, Marcos M., O'Hara, Maureen

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 5.87 MB

english, 2012

49

The Economic Role of the Nonprofit Firm

David Easley and Maureen O'Hara

Journal:

The Bell Journal of Economics

Year:

1983

Language:

english

File:

PDF, 227 KB

english, 1983

50

How Stock Splits Affect Trading: A Microstructure Approach

David Easley, Maureen O'Hara and Gideon Saar

Journal:

Journal of Financial and Quantitative Analysis

Year:

2001

Language:

english

File:

PDF, 3.19 MB

english, 2001

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