Information and the cost of capital D Easley, M O'hara The journal of finance 59 (4), 1553-1583, 2004 | 4159 | 2004 |
Market microstructure theory M O'hara John Wiley & Sons, 1998 | 3257 | 1998 |
Price, trade size, and information in securities markets D Easley, M O'hara Journal of Financial economics 19 (1), 69-90, 1987 | 3147 | 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 | 2588 | 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 | 2122 | 1996 |
Time and the process of security price adjustment D Easley, M O'hara The Journal of finance 47 (2), 577-605, 1992 | 1784 | 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 | 1680 | 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 | 1416 | 1998 |
The corporate governance of banks JR Macey, M O'hara Economic policy review 9 (1), 2003 | 1267 | 2003 |
Presidential address: Liquidity and price discovery M O'Hara The journal of Finance 58 (4), 1335-1354, 2003 | 1000 | 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 | 963 | 1997 |
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 | 753 | 1990 |
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 | 741 | 1996 |
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 | 730 | 2000 |
High frequency market microstructure M O’hara Journal of financial economics 116 (2), 257-270, 2015 | 636 | 2015 |
Is market fragmentation harming market quality? M O'Hara, M Ye Journal of Financial Economics 100 (3), 459-474, 2011 | 627 | 2011 |
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 | 605 | 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 | 603 | 2011 |
High frequency data in financial markets: Issues and applications CAE Goodhart, M O'Hara Journal of Empirical Finance 4 (2-3), 73-114, 1997 | 603 | 1997 |
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 | 581 | 2000 |