P. O’Neill
Finance · with Aquilina · 2021
A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it
- Economics and Econometrics — 14 citations into it
- Accounting — 5 citations into it
Whom P. O’Neill trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from P. O’Neill's perspective
Ordered by how strongly the researchers P. O’Neill trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Market liquidity and funding liquidity
- Does Algorithmic Trading Improve Liquidity
- Market Microstructure: A Survey
- The Bond/Old-Bond Spread
- The Diversity of High-Frequency Traders
- What moves stock prices?
- Equilibrium and welfare in markets with financially constrained arbitrageurs
- Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
- Securities lending, shorting, and pricing
Their papers
- Quantifying the High-Frequency Trading "Arms Race" (2021) — 137 citations