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Shihao Yu
Shihao Yu
Postdoctoral Research Scientist, Columbia University
Verifierad e-postadress på columbia.edu - Startsida
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Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance, 2023
502023
Price discovery on decentralized exchanges
A Capponi, R Jia, S Yu
Available at SSRN 4236993, 2023
13*2023
Central counterparty exposure in stressed markets
W Huang, AJ Menkveld, S Yu
Management Science 67 (6), 3596-3617, 2021
132021
Does the Consolidated Feed Matter?
S Yu
Available at SSRN 4240013, 2022
22022
HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading
W Huang, P O'Neill, A Ranaldo, S Yu
FCA Occasional Paper 63 (2023), 23-48, 2023
12023
Trading and Clearing in Fast-Paced Markets
S Yu
12023
The Information Content of Blockchain Fees
S Yu, A Capponi, J Ruizhe
2022
Non-Standard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Kirchler, ...
CEPR Discussion Paper No. DP16751, 2021
2021
Price Discovery in the Machine Learning Age
A Capponi, S Yu
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Artiklar 1–9