| The flash crash: A cautionary tale about highly fragmented markets AJ Menkveld, BZ Yueshen Management Science 65 (10), 4470-4488, 2019 | 180* | 2019 |
| Shades of darkness: A pecking order of trading venues AJ Menkveld, BZ Yueshen, H Zhu Journal of Financial Economics 124 (3), 503-534, 2017 | 144 | 2017 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 66 | 2024 |
| Queuing uncertainty of limit orders BZ Yueshen Available at SSRN 2336122, 2021 | 37* | 2021 |
| Speed acquisition S Huang, BZ Yueshen Management science 67 (6), 3492-3518, 2021 | 31 | 2021 |
| Uncertain market making BZ Yueshen Finance Down Under 2016 Building on the Best from the Cellars of Finance, 2017 | 17 | 2017 |
| Siphoned apart: A portfolio perspective on order flow segmentation M Baldauf, J Mollner, BZ Yueshen Journal of Financial Economics 154, 103807, 2024 | 13 | 2024 |
| Simultaneous multilateral search S Glebkin, BZ Yueshen, J Shen The Review of Financial Studies 36 (2), 571-614, 2023 | 12 | 2023 |
| Less Is More BZ Yueshen, J Zou Available at SSRN 4274063, 2022 | 7 | 2022 |
| Derivatives and market (il) liquidity S Huang, BZ Yueshen, C Zhang Journal of Financial and Quantitative Analysis 59 (1), 157-194, 2024 | 6 | 2024 |
| Preventing information leakage J Brogaard, D Li, M Ma, R Riordan, BZ Yueshen Available at SSRN 3353501, 2022 | 6 | 2022 |
| Dynamic trade informativeness BZ Yueshen, M Zamojski, J Zhang Available at SSRN 3119538, 2022 | 6 | 2022 |
| Anticompetitive Price Referencing V van Kervel, BZ Yueshen Available at SSRN 4545730, 2023 | 5 | 2023 |
| Middlemen Interaction and Market Quality AJ Menkveld, BZ Yueshen Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper, 2013 | 4* | 2013 |
| What Is in High-Frequency Price Pressure? BZ Yueshen Available at SSRN 3797308, 2023 | | 2023 |
