Albert S. Kyle
Finance · 2001–2017
A researcher in the Science corpus: 6 papers; trusts 7 researchers and is trusted by 72 researchers here, as inferred from the citation graph.
Subfields
- Finance — 75 citations into it; #508 of 10,518 by trust here, #885 by citations
- Economics and Econometrics — 67 citations into it; #1,004 of 23,481 by trust here, #2,698 by citations
- Management Science and Operations Research — 13 citations into it
Whom Albert S. Kyle trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Albert S. Kyle overall
- Zhiguo He
- Patrick Bolton
- William Fung
- Amber Anand
- Kristin J. Forbes
- Ing-Haw Cheng
- Jose A. Scheinkman
- Tano Santos
- Vikas Agarwal
- David A. Hsieh
Papers from Albert S. Kyle's perspective
Ordered by how strongly the researchers Albert S. Kyle trusts endorse each paper. Same corpus, a different order for every researcher.
- Technology and Liquidity Provision: The Blurring of Traditional Definitions
- Does Algorithmic Trading Improve Liquidity
- Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market: Rise of the Machines
- Individual Investor Trading and Stock Returns
- A Dynamic Model of the Limit Order Book
- Informed Traders and Limit Order Markets
- Market Maker Inventories and Stock Prices
- International Evidence on Institutional Trading Behavior and Price Impact
- What Do We Know About High-Frequency Trading?
- High Frequency Traders and Asset Prices
Their papers
- Contagion as a Wealth Effect (2001) — 909 citations
- Intraday Trading Invariance in the E-mini S&P 500 Futures Market (2015) — 29 citations
- Market Microstructure Invariance: Empirical Hypotheses (2016) — 163 citations
- How to Define Illegal Price Manipulation (2008) — 144 citations
- The Flash Crash: High-Frequency Trading in an Electronic Market (2017) — 711 citations
- The Flash Crash: The Impact of High Frequency Trading on an Electronic Market (2011) — 603 citations