Skip to: search, navigation, or content.

Indiana University Bloomington

Department of Finance

Shawn O'Donoghue

Shawn O'Donoghue

Contact Information

sodonogh [at] indiana [dot] edu (E-mail)
Business School

  • Doctoral Student


  • Bloomington


  • Master of Science, Mathematics, University of Denver, 2008
  • Master of Arts, French, Middlebury College, 1997
  • Bachelor of Arts, Economics, Georgetown University, 1994

Professional Interests

Empirical and Theoretical Market Microstructure and Empirical Asset Pricing

Current Projects

  • “An Evaluation of Test Portfolios Employed in Tests of Assets Pricing Models”
  • “Benefit of Being Second: An Event Study of Two Social Media Adoptions”, with Jeffrey Cummings and Alan R. Dennis (Revise and Resubmit at MIS Quarterly)

Selected Publications

  • O'Donoghue, Shawn (2014), "The Effect of Maker-Taker Fees on Investor Order Choice and Execution Quality in U.S. Stock Markets," working paper.