Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance, 2023 | 50 | 2023 |
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 | 13 | 2021 |
Does the Consolidated Feed Matter? S Yu Available at SSRN 4240013, 2022 | 2 | 2022 |
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 | 1 | 2023 |
Trading and Clearing in Fast-Paced Markets S Yu | 1 | 2023 |
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 | | |