Bart Z. Yueshen

INSEAD - Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 9,183

SSRN RANKINGS

Top 9,183

in Total Papers Downloads

6,460

SSRN CITATIONS
Rank 16,694

SSRN RANKINGS

Top 16,694

in Total Papers Citations

37

CROSSREF CITATIONS

30

Scholarly Papers (10)

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
Vrije Universiteit Amsterdam and INSEAD - Finance
Downloads 2,084 (9,052)
Citation 31

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
Vrije Universiteit Amsterdam, INSEAD - Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,332 (18,395)
Citation 21

Abstract:

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dark pool, pecking order, fragmentation

3.

Queuing Uncertainty of Limit Orders

Number of pages: 60 Posted: 06 Oct 2013 Last Revised: 16 Jun 2021
Bart Z. Yueshen
INSEAD - Finance
Downloads 1,121 (23,772)
Citation 3

Abstract:

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limit order book, depth, latency, fleeting orders

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
Vrije Universiteit Amsterdam and INSEAD - Finance
Downloads 589 (57,537)
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 439 (82,579)
Citation 7

Abstract:

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market making, price dispersion, liquidity, price efficiency

6.

Speed Acquisition

International Journal of Information Systems & Management Science, Vol. 67, No. 6, 2021
Number of pages: 82 Posted: 01 Oct 2016 Last Revised: 21 Jul 2021
Shiyang Huang and Bart Z. Yueshen
The University of Hong Kong - Faculty of Business and Economics and INSEAD - Finance
Downloads 383 (96,796)
Citation 3

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 UCLA Anderson School of Management
Downloads 212 (178,842)
Citation 1

Abstract:

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

8.

Derivatives and Market (Il)liquidity

Number of pages: 56 Posted: 26 Dec 2018 Last Revised: 18 Sep 2021
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 141 (254,344)

Abstract:

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

9.

Simultaneous Multilateral Search

Number of pages: 66 Posted: 06 Jun 2019 Last Revised: 09 Sep 2021
Sergei Glebkin, Bart Z. Yueshen and Ji Shen
INSEAD, INSEAD - Finance and Peking University
Downloads 90 (348,381)
Citation 4

Abstract:

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

10.

What Is in High-Frequency Price Pressure?

Number of pages: 57 Posted: 04 Mar 2021 Last Revised: 21 Jul 2021
Bart Z. Yueshen
INSEAD - Finance
Downloads 69 (406,375)

Abstract:

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price pressure, price impact, high-frequency data