| Is market fragmentation harming market quality? M O'Hara, M Ye Journal of Financial Economics 100 (3), 459-474, 2011 | 651 | 2011 |
| Sparse signals in the cross‐section of returns A Chinco, AD Clark‐Joseph, M Ye The Journal of Finance 74 (1), 449-492, 2019 | 259 | 2019 |
| What's not there: Odd lots and market data M O'hara, C Yao, M Ye The Journal of Finance 69 (5), 2199-2236, 2014 | 231 | 2014 |
| The externalities of high frequency trading M Ye, C Yao, J Gai WBS Finance Group Research Paper, 2013 | 204 | 2013 |
| Why trading speed matters: A tale of queue rationing under price controls C Yao, M Ye The Review of Financial Studies 31 (6), 2157-2183, 2018 | 137 | 2018 |
| A glimpse into the dark: Price formation, transaction cost and market share of the crossing network M Ye Transaction Cost and Market Share of the Crossing Network (June 9, 2011), 2011 | 114 | 2011 |
| Big data in finance I Goldstein, CS Spatt, M Ye The Review of Financial Studies 34 (7), 3213-3225, 2021 | 110 | 2021 |
| Why discrete price fragments US stock exchanges and disperses their fee structures Y Chao, C Yao, M Ye The Review of Financial Studies 32 (3), 1068-1101, 2019 | 78 | 2019 |
| Who provides liquidity, and when? S Li, X Wang, M Ye Journal of financial economics 141 (3), 968-980, 2021 | 72* | 2021 |
| Designated market makers still matter: Evidence from two natural experiments AD Clark-Joseph, M Ye, C Zi Journal of Financial Economics 126 (3), 652-667, 2017 | 65 | 2017 |
| What’s not there: The odd-lot bias in TAQ data M O'Hara, C Yao, M Ye Johnson School Research Paper Series, 2012 | 56 | 2012 |
| The effect of tick size on managerial learning from stock prices M Ye, MY Zheng, W Zhu Journal of Accounting and Economics 75 (1), 101515, 2023 | 43 | 2023 |
| Discrete pricing and market fragmentation: A tale of two-sided markets Y Chao, C Yao, M Ye American Economic Review 107 (5), 196-199, 2017 | 40 | 2017 |
| Price manipulation, price discovery and transaction costs in the crossing network M Ye Price Discovery and Transaction Costs in the Crossing Network (March 14, 2012), 2012 | 34 | 2012 |
| Information diffusion on social media: Does it affect trading, return, and liquidity? N Chawla, Z Da, J Xu, M Ye Return, and Liquidity, 2021 | 31 | 2021 |
| Non-execution and market share of crossing networks M Ye Available at SSRN 1719016, 2010 | 31 | 2010 |
| Strategic informed trading and dark pools M Ye, W Zhu Available at SSRN 3292516, 2020 | 28* | 2020 |
| Price ceilings, market structure, and payout policies X Li, M Ye, M Zheng Journal of Financial Economics 155, 103818, 2024 | 17* | 2024 |
| Tick size constraints, market structure C Yao, M Ye and liquidity. Working Paper, Chinese University of Hong Kong and University …, 2014 | 15 | 2014 |
| Tick size constraints, market structure, and liquidity M Ye, C Yao WBS Finance Group Research Paper, 2014 | 15 | 2014 |
