Maureen OHara
Maureen OHara
Professor of Finance, Cornell University
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Cited by
Cited by
Information and the cost of capital
D Easley, M O'hara
The journal of finance 59 (4), 1553-1583, 2004
Market microstructure theory
M O'hara
Wiley, 1997
Price, trade size, and information in securities markets
D Easley, M O'hara
Journal of Financial economics 19 (1), 69-90, 1987
Is information risk a determinant of asset returns?
D Easley, S Hvidkjaer, M O'hara
The journal of finance 57 (5), 2185-2221, 2002
Liquidity, information, and infrequently traded stocks
D Easley, NM Kiefer, M O'hara, JB Paperman
The Journal of Finance 51 (4), 1405-1436, 1996
Time and the process of security price adjustment
D Easley, M O'hara
The Journal of finance 47 (2), 577-605, 1992
Market statistics and technical analysis: The role of volume
L Blume, D Easley, M O'hara
The journal of finance 49 (1), 153-181, 1994
Option volume and stock prices: Evidence on where informed traders trade
D Easley, M O'hara, PS Srinivas
The Journal of Finance 53 (2), 431-465, 1998
The corporate governance of banks
JR Macey, M O'hara
Economic policy review 9 (1), 2003
One day in the life of a very common stock
D Easley, NM Kiefer, M O'Hara
The Review of Financial Studies 10 (3), 805-835, 1997
Presidential address: Liquidity and price discovery
M O'Hara
The journal of Finance 58 (4), 1335-1354, 2003
Deposit insurance and wealth effects: the value of being “too big to fail”
M O'hara, W Shaw
The Journal of Finance 45 (5), 1587-1600, 1990
When the underwriter is the market maker: An examination of trading in the IPO aftermarket
K Ellis, R Michaely, M O'hara
The Journal of Finance 55 (3), 1039-1074, 2000
Cream‐skimming or profit‐sharing? The curious role of purchased order flow
D Easley, NM Kiefer, M O'HARA
The Journal of Finance 51 (3), 811-833, 1996
High frequency data in financial markets: Issues and applications
CAE Goodhart, M O'Hara
Journal of Empirical Finance 4 (2-3), 73-114, 1997
The “make or take” decision in an electronic market: Evidence on the evolution of liquidity
R Bloomfield, M O’hara, G Saar
Journal of Financial Economics 75 (1), 165-199, 2005
The microstructure of the “flash crash”: flow toxicity, liquidity crashes, and the probability of informed trading
D Easley, MML De Prado, M O’Hara
The Journal of Portfolio Management 37 (2), 118-128, 2011
The accuracy of trade classification rules: Evidence from Nasdaq
K Ellis, R Michaely, M O'Hara
Journal of Financial and Quantitative Analysis 35 (4), 529-551, 2000
Is market fragmentation harming market quality?
M O'Hara, M Ye
Journal of Financial Economics 100 (3), 459-474, 2011
The information content of the trading process
D Easley, NM Kiefer, M O'Hara
Journal of Empirical Finance 4 (2-3), 159-186, 1997
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