Bart Z. Yueshen

INSEAD - Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 8,072

SSRN RANKINGS

Top 8,072

in Total Papers Downloads

5,560

CITATIONS
Rank 18,812

SSRN RANKINGS

Top 18,812

in Total Papers Citations

36

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 1,899 (7,828)
Citation 18

Abstract:

Loading...

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 1,239 (15,564)

Abstract:

Loading...

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 971 (22,447)
Citation 2

Abstract:

Loading...

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 559 (47,853)
Citation 7

Abstract:

Loading...

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 392 (74,062)
Citation 6

Abstract:

Loading...

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 312 (96,065)
Citation 5

Abstract:

Loading...

speed, information, technology, price discovery, price efficiency

7.

Dynamic Trade Informativeness

Number of pages: 46 Posted: 01 Oct 2018 Last Revised: 12 Aug 2019
Bart Z. Yueshen and Jinyuan Zhang
INSEAD - Finance and INSEAD
Downloads 94 (274,579)

Abstract:

Loading...

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

8.

Simultaneous Multilateral Search

Number of pages: 42 Posted: 06 Jun 2019
Sergei Glebkin, Ji Shen and Bart Z. Yueshen
INSEAD, Peking University and INSEAD - Finance
Downloads 20 (519,268)

Abstract:

Loading...

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

9.

Derivatives and Market (Il)liquidity

Number of pages: 48 Posted: 26 Dec 2018
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 74

Abstract:

Loading...

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