| Quantifying the high-frequency trading "arms race" M Aquilina, E Budish, P O'Neill National Bureau of Economic Research, 2021 | 133* | 2021 |
| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... Tinbergen Institute Discussion Paper 2021-102/IV, 2021 | 35 | 2021 |
| 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 | 28* | 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 | 19 | 2018 |
| Benchmarks in the spotlight: The impact on exchange traded markets A Aspris, S Foley, P O'Neill Journal of Futures Markets, 2020 | 18* | 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 | 13 | 2015 |
| 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 | 9* | 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 | 7 | 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 | | 2023 |
| Capital market liquidity in the 2020 coronavirus crisis D Mittendorf, C Neumeier, P O’Neill, K Rahimi | | 2021 |
Sean FoleyMacquarie UniversityVerified email at mq.edu.au
