7
Publications
760
Citations
7
H-Index
2011
Active since
Chen Yao is an author at Chinese University of Hong Kong specializing in economics of information, high-frequency trading, and financial economics.
Top concepts
FinanceBusinessEconomicsAccountingMarket DesignData ManagementEconomic AnalysisAlgorithmic TradingFinancial EconomicsQuantitative Finance
Publications per year
2011–2020
7
7
What's Not There: Odd Lots and Market Data
Maureen O’Hara, Chen Yao, Mao Ye · The Journal of Finance · 2014 · 247 citations
Data Infrastructure, Market Design, Market Microstructure +16
The Externality of High Frequency Trading
Mao Ye, Chen Yao, Jiading Gai · SSRN Electronic Journal · 2012 · 97 citations · Full text
Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls
Chen Yao, Mao Ye · SSRN Electronic Journal · 2017 · 71 citations · Full text
Rows per page
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