Bart Z. Yueshen

INSEAD - Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

1.

The Flash Crash: A Cautionary Tale about Highly Fragmented Markets

Number of pages: 39 Posted: 04 Apr 2013 Last Revised: 15 Nov 2017
Albert J. Menkveld and Bart Z. Yueshen
VU University Amsterdam and INSEAD - Finance
Downloads 997 (9,289)

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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 University Amsterdam, INSEAD - Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 473 (15,561)

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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 (44,497)

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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 (24,869)

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

5.

Speed Acquisition

Number of pages: 62 Posted: 01 Oct 2016 Last Revised: 27 Nov 2017
Shiyang Huang and Bart Z. Yueshen
The University of Hong Kong - School of Economics and Finance and INSEAD - Finance
Downloads 0 (179,483)

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speed, information, technology, price discovery, price efficiency

6.

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 0 (80,761)

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market making, price dispersion, liquidity, price efficiency