Yueshen, Bart ZHOU
Assistant Professor of Finance; PGR Coordinator, Finance; BNP Paribas Fellow
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Education
2014 | PhD in Finance, VU University Amsterdam and Tinbergen Institute |
2011 | MPhil in Finance, The University of Amsterdam and Tinbergen Institute |
2009 | Bachelor of Economics and Finance, The University of Hong Kong |
Current Position(s) Held
Sep 2023 - Now | Assistant Professor of Finance Lee Kong Chian School of Business, Singapore Management University |
Awards, Recognition and Honors
- 2024: Best Paper Award at 2024 Plato Market Innovator (MI3) Conference.
- 2023: 2023 Management Science Meritorious Service Award.
- 2020: 2nd Best Paper Award at 28th SFM Conference
- 2019: Deans' Commendation for Excellence in MBA Teaching 2018-2019, INSEAD.
- 2018: Best Paper by a Young Researcher Award (received by coauthor) at 2nd Plato Market Innovator (MI3) Conference, London.
- 2017: Best Paper Award at 14th Annual Conference in Financial Economics Research by Eagle labs, Tel Aviv.
- 2015: TCW Best Paper Award at China International Conference in Finance (CICF), Shenzhen. Best Paper Award at Finance Down Under, Melbourne.
- 2014: Cubist Systematic Strategies PhD Candidate Award for Outstanding Research at Western Finance Association (WFA) Meeting.
- 2013: Best High-Frequency Trading Paper at 11th Paris December Finance Meeting.
Research Interests
- Market Microstructure
Journal Articles (Refereed)
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Markus Baldauf, Joshua Mollner and Bart Zhou Yueshen. 2024. “Siphoned apart: A portfolio perspective on order flow fragmentation.” Journal of Financial Economics 154(April 2024), 103807. DOI: 10.1016/j.jfineco.2024.103807.
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Shiyang Huang Bart Zhou Yueshen and Cheng Zhang. 2024. “Derivatives and Market (Il)liquidity.” Journal of Financial and Quantitative Analysis 59(1), 157-194. DOI: 10.1017/S0022109023000224.
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Albert J. Menkveld and 342 coauthors. 2023. “Non-Standard Errors.” The Journal of Finance 79(3), 2339-2390. DOI: 10.1111/jofi.13337.
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Sergei Glebkin, Bart Zhou Yueshen, and Ji Shen. 2023. “Simultaneous Multilateral Search.” The Review of Financial Studies 23(2), 571-614. DOI: 10.1093/rfs/hhac009.
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Shiyang Huang and Bart Zhou Yueshen. 2021. “Speed Acquisition.” Management Science 67(10), 3492-3518. DOI: 10.1287/mnsc.2020.3669.
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Albert J. Menkveld and Bart Zhou Yueshen. 2019. “The Flash Crash: A Cautionary Tale about Highly Fragmented Markets.” Management Science 65(10), 4470-4488. DOI: 10.1287/mnsc.2018.3040.
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Albert J. Menkveld, Bart Zhou Yueshen, and Haoxiang Zhu. 2017. “Shades of Darkness: A Pecking Order of Trading Venues.” Journal of Financial Economics 124(3), 503-524. DOI: 10.1016/j.jfineco.2017.03.004.