By Dr Peter William O'Neill

Journal articles

Menkveld AJ; Dreber A; Holzmeister F; Huber J; Johannesson M; Kirchler M; Neusüß S; Razen M; Weitzel U; Abad-Díaz D; Abudy M; Adrian T; Ait-Sahalia Y; Akmansoy O; Alcock JT; Alexeev V; Aloosh A; Amato L; Amaya D; Angel JJ; Avetikian AT; Bach A; Baidoo E; Bakalli G; Bao L; Barbon A; Bashchenko O; Bindra PC; Bjønnes GH; Black JR; Black BS; Bogoev D; Correa SB; Bondarenko O; Bos CS; Bosch-Rosa C; Bouri E; Brownlees C; Calamia A; Cao VN; Capelle-Blancard G; Romero LMC; Caporin M; Carrion A; Caskurlu T; Chakrabarty B; Chen J; Chernov M; Cheung W; Chincarini LB; Chordia T; Chow SC; Clapham B; Colliard JE; Comerton-Forde C; Curran E; Dao T; Dare W; Davies RJ; Blasis RD; Nard GFD; Declerck F; Deev O; Degryse H; Deku SY; Desagre C; Dijk MAV; Dim C; Dimpfl T; Dong YJ; Drummond PA; Dudda T; Duevski T; Dumitrescu A; Dyakov T; Dyhrberg AH; Dzieliński M; Eksi A; Kalak IE; Ellen ST; Eugster N; Evans MDD; Farrell M; Felez-Vinas E; Ferrara G; Ferrouhi EM; Flori A; Fluharty-Jaidee JT; Foley SDV; Fong KYL; Foucault T; Franus T; Franzoni F; Frijns B; Frömmel M; Fu SM; Füllbrunn SC; Gan B; Gao G; Gehrig TP, 2024, 'Nonstandard Errors', Journal of Finance, 79, pp. 2339 - 2390, http://dx.doi.org/10.1111/jofi.13337

Aquilina M; Foley S; O'Neill P; Ruf T, 2024, 'Sharks in the dark: Quantifying HFT dark pool latency arbitrage', Journal of Economic Dynamics and Control, 158, http://dx.doi.org/10.1016/j.jedc.2023.104786

Neumeier C; Gozluklu A; Hoffmann P; O'Neill P; Suntheim F, 2023, 'Banning dark pools: Venue selection and investor trading costs', Journal of Financial Markets, 65, http://dx.doi.org/10.1016/j.finmar.2023.100831

Aquilina M; Budish E; O'neill P, 2022, 'Quantifying the High-Frequency Trading "Arms Race"', Quarterly Journal of Economics, 137, pp. 493 - 564, http://dx.doi.org/10.1093/qje/qjab032

Aspris A; Foley S; O'Neill P, 2020, 'Benchmarks in the spotlight: The impact on exchange traded markets', Journal of Futures Markets, 40, pp. 1691 - 1710, http://dx.doi.org/10.1002/fut.22120

Reports

Evans MDD; O'Neill P; Rime D; Saakvitne J, Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark, Elsevier BV, http://dx.doi.org/10.2139/ssrn.3270844, https://doi.org/10.2139/ssrn.3270844

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