| Quantifying the high-frequency trading "arms race" M Aquilina, E Budish, P O'Neill The Quarterly Journal of Economics 137 (1), 493-564, 2021 | 106 | 2021 |
| Quantifying the high-frequency trading" arms race": A simple new methodology and estimates M Aquilina, EB Budish, P O'Neill Working Paper, 2020 | 71 | 2020 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 66 | 2024 |
| Sharks in the dark: Quantifying HFT dark pool latency arbitrage M Aquilina, S Foley, P O'Neill, T Ruf Journal of Economic Dynamics and Control, 104786, 2023 | 32* | 2023 |
| Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark MDD Evans, P O'Neill, D Rime, J Saakvitne FCA Occasional Paper, 2018 | 21 | 2018 |
| Benchmarks in the spotlight: The impact on exchange traded markets A Aspris, S Foley, P O'Neill Journal of Futures Markets, 2020 | 19* | 2020 |
| A better market design? Applying ‘automated market makers’ to traditional financial markets S Foley, P O'Neill, TJ Putniņš Applying ‘Automated Market Makers’ to Traditional Financial Markets (June 15 …, 2023 | 18* | 2023 |
| Time pro‐rata matching: Evidence of a change in LIFFE STIR futures A Aspris, S Foley, D Harris, P O'Neill Journal of Futures Markets 35 (6), 522-541, 2015 | 12 | 2015 |
| Banning dark pools: Venue selection and investor trading costs C Neumeier, A Gozluklu, P Hoffmann, P O’Neill, F Suntheim Journal of Financial Markets 65, 100831, 2023 | 9 | 2023 |
| Hfts and dealer banks: Liquidity and price discovery in fx trading W Huang, P O'Neill, A Ranaldo, S Yu FCA Occasional Paper 63 (2023), 23-48, 2023 | 1 | 2023 |
| Capital market liquidity in the 2020 Coronavirus crisis D Mittendorf, C Neumeier, P O’Neill, K Rahimi Research Note, Financial Conduct Authority, 2021 | 1 | 2021 |
Sean FoleyMacquarie UniversityVerified email at mq.edu.au
