Peter O'Neill
Peter O'Neill
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Cited by
Cited by
Quantifying the high-frequency trading "arms race"
M Aquilina, E Budish, P O'Neill
The Quarterly Journal of Economics 137 (1), 493-564, 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
Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark
MDD Evans, P O'Neill, D Rime, J Saakvitne
FCA Occasional Paper, 2018
Benchmarks in the spotlight: The impact on exchange traded markets
A Aspris, S Foley, P O'Neill
Journal of Futures Markets, 2020
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 (June 15 …, 2023
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
Banning dark pools: Venue selection and investor trading costs
C Neumeier, A Gozluklu, P Hoffmann, P O’Neill, F Suntheim
Journal of Financial Markets 65, 100831, 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), 23-48, 2023
Capital market liquidity in the 2020 Coronavirus crisis
D Mittendorf, C Neumeier, P O’Neill, K Rahimi
Research Note, Financial Conduct Authority, 2021
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
CEPR Discussion Paper No. DP16751, 2021
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