Bart Z. Yueshen

INSEAD - Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 9,709

in Total Papers Downloads

3,736

CITATIONS

1

Scholarly Papers (5)

1.

The Flash Crash: A Cautionary Tale about Highly Fragmented Markets

Number of pages: 54 Posted: 04 Apr 2013 Last Revised: 04 Apr 2016
Albert J. Menkveld and Bart Z. Yueshen
VU University Amsterdam and INSEAD - Finance
Downloads 997 (10,160)
Citation 1

Abstract:

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 University Amsterdam, INSEAD - Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 473 (17,005)

Abstract:

dark pool, pecking order, fragmentation

3.

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 University Amsterdam and INSEAD - Finance
Downloads 439 (43,564)

Abstract:

middleman, learning, high-frequency trader, electronic market

4.

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 380 (28,797)

Abstract:

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

5.

Uncertain Market Making

Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 52 Posted: 01 Oct 2015 Last Revised: 03 Aug 2016
Bart Z. Yueshen
INSEAD - Finance
Downloads 0 (95,242)

Abstract:

market making, price dispersion, liquidity, price efficiency