| 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 | 68 | 2013 |
| An alternative model of Metcalfe’s Law for valuing Bitcoin B Van Vliet Economics Letters 165, 70-72, 2018 | 59 | 2018 |
| The mysterious ethics of high-frequency trading R Cooper, M Davis, B Van Vliet Business Ethics Quarterly 26 (1), 1-22, 2016 | 52 | 2016 |
| Automated finance: The assumptions and behavioral aspects of algorithmic trading A Kumiega, BE Van Vliet Journal of Behavioral Finance 13 (1), 51-55, 2012 | 40 | 2012 |
| Phantom liquidity and high frequency quoting J Blocher, R Cooper, J Seddon, B Van Vliet SSRN, 2019 | 39 | 2019 |
| Quality Money Management: process engineering and best practices for systematic trading and investment A Kumiega, B Van Vliet Academic Press, 2011 | 31 | 2011 |
| Trading system capability A Kumiega, T Neururer, B Van Vliet Quantitative Finance 14 (3), 383-392, 2014 | 22 | 2014 |
| 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 | 21 | 2018 |
| 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 | 21 | 2017 |
| Trading model uncertainty and statistical process control J Bilson, A Kumiega, B Van Vliet The Journal of Trading 5 (3), 39-50, 2010 | 15 | 2010 |
| 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 | 15 | 2010 |
| 30-Kaizen: Continuous Improvement A Kumiega, B Van Vliet Quality money management Academic Press, Burlington, 271-277, 2008 | 15 | 2008 |
| Building Automated Trading Systems: With an Introduction to Visual C++. NET 2005 B Van Vliet Elsevier, 2007 | 15 | 2007 |
| Beyond the flash crash: systemic risk, reliability, and high frequency financial markets A Kumiega, G Sterijevski, B Van Vliet SSRN, 2019 | 14 | 2019 |
| 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 | 14 | 2015 |
| Whole distribution statistical process control in high frequency trading R Cooper, B Van Vliet Journal of Trading 7 (2), 2012 | 14 | 2012 |
| Ethics for automated financial markets R Cooper, M Davis, A Kumiega, B Van Vliet Handbook on ethics in finance, 1-18, 2020 | 13 | 2020 |
| 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 | 13 | 2011 |
| Capability satisficing in high frequency trading B Van Vliet Research in International Business and Finance 42, 509-521, 2017 | 12 | 2017 |
| A software development methodology for research and prototyping in financial markets A Kumiega, B Van Vliet arXiv preprint arXiv:0803.0162, 2008 | 11 | 2008 |
