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The flash crash : a cautionary...
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ECONIS (ZBW)
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Shades of darkness : a pecking order of trading venues
Menkveld, Albert J.
;
Yueshen, Bart Zhou
;
Zhu, Haoxiang
- In:
Journal of financial economics
124
(
2017
)
3
,
pp. 503-534
Persistent link: https://www.econbiz.de/10011751481
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2
Simultaneous multilateral search
Glebkin, Sergei
;
Yueshen, Bart Zhou
;
Shen, Ji
- In:
The review of financial studies
36
(
2023
)
2
,
pp. 571-614
Persistent link: https://www.econbiz.de/10013547902
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3
Speed acquisition
Huang, Shiyang
;
Yueshen, Bart Zhou
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3492-3518
Persistent link: https://www.econbiz.de/10012606936
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4
Siphoned apart : a portfolio perspective on order flow segmentation
Baldauf, Markus
;
Mollner, Joshua
;
Yueshen, Bart Zhou
- In:
Journal of financial economics
154
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015072187
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5
Derivatives and market (il)liquidity
Huang, Shiyang
;
Yueshen, Bart Zhou
;
Zhang, Cheng
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014486310
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6
Crowded positions: an overlooked systemic risk for central clearing parties
Menkveld, Albert J.
- In:
Review of asset pricing studies
7
(
2017
)
2
,
pp. 209-242
Persistent link: https://www.econbiz.de/10011779081
Saved in:
7
The economics of high-frequency trading : taking stock
Menkveld, Albert J.
- In:
Annual review of financial economics
8
(
2016
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011595858
Saved in:
8
Equilibrium bid-price dispersion
Jovanovic, Boyan
;
Menkveld, Albert J.
- In:
Journal of political economy
130
(
2022
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10012876170
Saved in:
9
Non-standard errors
Menkveld, Albert J.
;
Dreber, Anna
;
Holzmeister, Felix
; …
-
2021
Persistent link: https://www.econbiz.de/10012820984
Saved in:
10
Competition for order flow and smart order routing systems
Foucault, Thierry
;
Menkveld, Albert J.
-
2006
Persistent link: https://www.econbiz.de/10003310551
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