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Peter O'Neill
Peter O'Neill
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
Quantifying the high-frequency trading "arms race"
M Aquilina, E Budish, P O'Neill
National Bureau of Economic Research, 2021
142*2021
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
412021
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
29*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
202018
Benchmarks in the spotlight: The impact on exchange traded markets
A Aspris, S Foley, P O'Neill
Journal of Futures Markets, 2020
19*2020
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
132015
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 (May 26 …, 2023
11*2023
Banning dark pools: Venue selection and investor trading costs
C Neumeier, A Gozluklu, P Hoffmann, P O’Neill, F Suntheim
Journal of Financial Markets, 100831, 2023
72023
Capital market liquidity in the 2020 coronavirus crisis
D Mittendorf, C Neumeier, P O’Neill, K Rahimi
12021
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
2023
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