Dr Peter O'Neill

Senior Lecturer

PhD in Finance (University of New South Wales)
Bachelor of Commerce with Honours (University of Sydney)

Business School

School of Banking and Finance

Personal Website:

I am a Senior Lecturer at UNSW in the Banking & Finance department. I obtained my PhD in Finance from UNSW in 2018. During my PhD, I was a visiting researcher at the UK finance industry regulator, the Financial Conduct Authority. I remained there as a research economist until 2022. My research is in market microstructure and cryptocurrency markets. I have published in the Quarterly Journal of Economics and the Journal of Financial Markets. I teach and coordinate the DeFi and Cryptocurrency course.

E-mail

peter.oneill@unsw.edu.au

Journal articles | 2024

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

Journal articles | 2023

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, pp. 100831 - 100831, http://dx.doi.org/10.1016/j.finmar.2023.100831

Journal articles | 2021

Aquilina M; Budish E; O'Neill P, 2021, 'QUANTIFYING THE HIGH-FREQUENCY TRADING "ARMS RACE"', QUARTERLY JOURNAL OF ECONOMICS, 137, pp. 493 - 564, http://dx.doi.org/10.1093/qje/qjab032
Reports | 2016

Ruf T; Aquilina M; Foley S; O'Neill P, 2016, Asymmetries in Dark Pool Reference Prices, Financial Conduct Authority, London, FCA Occasional Papers, https://ssrn.com/abstract=2848120

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, http://dx.doi.org/10.2139/ssrn.3270844

Winner, Two Sigma Award for Best Paper on Investment Management, WFA 2020 Conference

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