Bart Z. Yueshen

INSEAD - Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

8

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5,282

CITATIONS

1

Scholarly Papers (8)

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 1,852 (7,758)
Citation 1

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 1,207 (15,463)

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 932 (22,740)

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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 548 (46,971)

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 373 (75,267)

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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 - School of Economics and Finance and INSEAD - Finance
Downloads 282 (103,016)

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speed, information, technology, price discovery, price efficiency

7.

Dynamic Trade Informativeness

Number of pages: 45 Posted: 01 Oct 2018 Last Revised: 21 Nov 2018
Bart Z. Yueshen and Jinyuan Zhang
INSEAD - Finance and INSEAD
Downloads 46 (385,855)

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

8.

Volatility Derivatives and Market (Il)liquidity

Number of pages: 49 Posted: 26 Dec 2018 Last Revised: 05 Feb 2019
Shiyang Huang, Bart Z. Yueshen and Cheng Zhang
The University of Hong Kong - School of Economics and Finance, INSEAD - Finance and Victoria University of Wellington
Downloads 42 (403,444)

Abstract:

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volatility derivatives, options, financial innovation, liquidity risk, liquidity, price impact, price reversal