Bart Zhou Yueshen

The Flash Crash: A Cautionary Tale About Highly Fragmented Markets

Albert J. Menkveld, Bart Zhou Yueshen · Management Science · 2018 · 101 citations

Market Microstructure, Economics, Market Failure +12

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

Anatomy of the Flash Crash

Albert J. Menkveld, Bart Zhou Yueshen · SSRN Electronic Journal · 2013 · 24 citations · Full text

Siphoned apart: A portfolio perspective on order flow segmentation

Markus Baldauf, Joshua Mollner, Bart Zhou Yueshen · Journal of Financial Economics · 2024 · 19 citations · Full text

Mathematical Programming, Liquidity, Fragmented Markets +18

Speed Acquisition

Shiyang Huang, Bart Zhou Yueshen · Management Science · 2020 · 15 citations · Full text

Market Microstructure, Empirical Finance, Financial Economics +11