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Central counterparty exposure in stressed markets
Huang, Wenqian; Menkveld, Albert J.; Yu, Shihao - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3596-3617
Persistent link: https://www.econbiz.de/10012606958
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The flash crash : a cautionary tale about highly fragmented markets
Menkveld, Albert J.; Yueshen, Bart Zhou - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4470-4488
Persistent link: https://www.econbiz.de/10012118063
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The cost of clearing fragmentation
Benos, Evangelos; Huang, Wenqian; Menkveld, Albert J.; … - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3581-3596
Persistent link: https://www.econbiz.de/10014551909