Bart Z. Yueshen

INSEAD - Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 8,293

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Top 8,293

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5,934

SSRN CITATIONS
Rank 18,797

SSRN RANKINGS

Top 18,797

in Total Papers Citations

21

CROSSREF CITATIONS

28

Scholarly Papers (9)

1.

The Flash Crash: A Cautionary Tale about Highly Fragmented Markets

Management Science, Forthcoming
Number of pages: 39 Posted: 04 Apr 2013 Last Revised: 05 Jan 2018
Albert J. Menkveld and Bart Z. Yueshen
VU Amsterdam and INSEAD - Finance
Downloads 1,983 (8,204)
Citation 26

Abstract:

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flash crash, large seller, electronic market, broken arbitrage

2.

Shades of Darkness: A Pecking Order of Trading Venues

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 17 Oct 2014 Last Revised: 27 Jun 2016
Albert J. Menkveld, Bart Z. Yueshen and Haoxiang Zhu
VU Amsterdam, INSEAD - Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,280 (16,461)
Citation 11

Abstract:

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dark pool, pecking order, fragmentation

3.

Queuing Uncertainty in Limit Order Market

Number of pages: 56 Posted: 06 Oct 2013 Last Revised: 31 Oct 2014
Bart Z. Yueshen
INSEAD - Finance
Downloads 1,035 (22,639)
Citation 4

Abstract:

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limit order market, book depth, flickering orders, high frequency trading

4.

Middlemen Interaction and Market Quality

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 40 Posted: 23 Oct 2012 Last Revised: 06 Oct 2013
Albert J. Menkveld and Bart Z. Yueshen
VU Amsterdam and INSEAD - Finance
Downloads 569 (51,499)
Citation 8

Abstract:

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middleman, learning, high-frequency trader, electronic market

5.

Uncertain Market Making

Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 48 Posted: 01 Oct 2015 Last Revised: 03 May 2017
Bart Z. Yueshen
INSEAD - Finance
Downloads 417 (75,693)
Citation 5

Abstract:

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market making, price dispersion, liquidity, price efficiency

6.

Speed Acquisition

Number of pages: 82 Posted: 01 Oct 2016 Last Revised: 08 Dec 2018
Shiyang Huang and Bart Z. Yueshen
The University of Hong Kong - Faculty of Business and Economics and INSEAD - Finance
Downloads 344 (94,503)
Citation 4

Abstract:

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speed, information, technology, price discovery, price efficiency

7.

Dynamic Trade Informativeness

Number of pages: 60 Posted: 01 Oct 2018 Last Revised: 05 Jan 2020
Bart Z. Yueshen and Jinyuan Zhang
INSEAD - Finance and INSEAD
Downloads 142 (221,462)
Citation 1

Abstract:

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trade informativeness, price impact, filtering, high-frequency data

8.

Derivatives and Market (Il)liquidity

Number of pages: 52 Posted: 26 Dec 2018 Last Revised: 11 May 2020
Shiyang Huang, Bart Z. Yueshen and Cheng Zhang
The University of Hong Kong - Faculty of Business and Economics, INSEAD - Finance and Victoria University of Wellington
Downloads 111 (266,763)

Abstract:

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derivatives, options, liquidity risk premium, liquidity measure, price impact, price reversal

9.

Simultaneous Multilateral Search

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 52 Posted: 06 Jun 2019 Last Revised: 15 Dec 2019
Sergei Glebkin, Ji Shen and Bart Z. Yueshen
INSEAD, Peking University and INSEAD - Finance
Downloads 53 (408,248)
Citation 2

Abstract:

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all-to-all, request-for-quote, over-the-counter market, search, bargaining