Ethics, finance, and automation: A preliminary survey of problems in high frequency trading M Davis, A Kumiega, B Van Vliet Science and engineering ethics 19, 851-874, 2013 | 73 | 2013 |
An alternative model of Metcalfe’s Law for valuing Bitcoin B Van Vliet Economics Letters 165, 70-72, 2018 | 63 | 2018 |
The mysterious ethics of high-frequency trading R Cooper, M Davis, B Van Vliet Business Ethics Quarterly 26 (1), 1-22, 2016 | 56 | 2016 |
Phantom liquidity and high frequency quoting J Blocher, R Cooper, J Seddon, B Van Vliet SSRN, 2019 | 45 | 2019 |
Automated finance: The assumptions and behavioral aspects of algorithmic trading A Kumiega, BE Van Vliet Journal of Behavioral Finance 13 (1), 51-55, 2012 | 41 | 2012 |
Quality Money Management: process engineering and best practices for systematic trading and investment A Kumiega, B Van Vliet Academic Press, 2011 | 34 | 2011 |
How does high-frequency trading affect low-frequency trading? K Li, R Cooper, B Van Vliet Journal of Behavioral Finance 19 (2), 235-248, 2018 | 24 | 2018 |
Trading system capability A Kumiega, T Neururer, B Van Vliet Quantitative Finance 14 (3), 383-392, 2014 | 23 | 2014 |
High-frequency trading and conflict in the financial markets R Cooper, J Seddon, B Van Vliet Journal of Information Technology 32 (3), 270-282, 2017 | 20 | 2017 |
Trading machines: Using SPC to assess performance of financial trading systems MZ Hassan, A Kumiega, B Van Vliet Quality Management Journal 17 (2), 42-53, 2010 | 17 | 2010 |
30-Kaizen: Continuous Improvement A Kumiega, B Van Vliet Quality money management Academic Press, Burlington, 271-277, 2008 | 17 | 2008 |
Multi-scale capability: A better approach to performance measurement for algorithmic trading R Cooper, M Ong, B Van Vliet Algorithmic Finance 4 (1-2), 53-68, 2015 | 16 | 2015 |
Trading model uncertainty and statistical process control J Bilson, A Kumiega, B Van Vliet Journal of Trading 5 (3), 39-50, 2010 | 16 | 2010 |
Capability satisficing in high frequency trading B Van Vliet Research in International Business and Finance 42, 509-521, 2017 | 15 | 2017 |
Ethics for automated financial markets R Cooper, M Davis, A Kumiega, B Van Vliet Handbook on ethics in finance, 1-18, 2020 | 14 | 2020 |
Whole distribution statistical process control in high frequency trading R Cooper, B Van Vliet Journal of Trading 7 (2), 2012 | 14 | 2012 |
Independent component analysis for realized volatility: Analysis of the stock market crash of 2008 A Kumiega, T Neururer, B Van Vliet The Quarterly Review of Economics and Finance 51 (3), 292-302, 2011 | 14 | 2011 |
From decision optimization to satisficing: Regulation of automated trading in the US financial markets WL Currie, JJJM Seddon, B Van Vliet Information & Management 59 (8), 103721, 2022 | 13 | 2022 |
Beyond the flash crash: systemic risk, reliability, and high frequency financial markets A Kumiega, G Sterijevski, B Van Vliet SSRN, 2019 | 13 | 2019 |
A behavioural approach to the lean startup/minimum viable product process: the case of algorithmic financial systems BENVAN VLIET International Journal of Innovation Management 24 (03), 2050029, 2020 | 11 | 2020 |