Albert S. Kyle

16.5k citations
61 papers · 11.2k · 4 hit papers · h-index 21

Impact in

  • Finance top 0.02%
    • Financial Markets and Investment Strategies
    • Banking stability, regulation, efficiency
    • Financial Risk and Volatility Modeling
  • Accounting top 0.1%
    • Corporate Finance and Governance
    • Auditing, Earnings Management, Governance

Papers in

    • Financial Markets and Investment Strategies 44
    • Financial Risk and Volatility Modeling 8
    • Banking stability, regulation, efficiency 5
    • Complex Systems and Time Series Analysis 35
    • Economic theories and models 18
    • Housing Market and Economics 5

Albert S. Kyle

57 papers receiving 10.2k citations

Albert S. Kyle's Hit Papers

The Flash Crash: High‐Frequency Trading in an Electronic Market 2017 · 434 citations
4340+13+27Years since publication2.0k4.0k6.0k

Peers

Albert S. Kyle
Comparison fields: 5 of 101
  • Finance 9.6k
  • Accounting 4.4k
  • Economics and Econometrics 6.3k
  • Management Science and Operations Research 1.7k
  • General Economics, Econometrics and Finance 1.1k
Replace Tobias J. Moskowitz with:
Tobias J. Moskowitz United States
William N. Goetzmann United States
Russ Wermers United States
Wei Xiong United States
Martin Hellwig Germany
Anat R. Admati United States
Douglas Gale United States
Kent Daniel United States
Mark M. Carhart United States
Paul C. Tetlock United States
Albert S. Kyle relative to Tobias J. Moskowitz United States Tobias J. Moskowitz's profile →
Citations per field
00.5×1.5×
Tobias J. Moskowitz · 1×
Citations per year

Countries citing papers authored by Albert S. Kyle

Since Specialization
Citations

This map shows the geographic impact of Albert S. Kyle's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Albert S. Kyle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Albert S. Kyle more than expected).

Fields of papers citing papers by Albert S. Kyle

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Albert S. Kyle. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Albert S. Kyle. The network helps show where Albert S. Kyle may publish in the future.

Co-authors

The 25 scholars most cited alongside Albert S. Kyle, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Albert S. Kyle Line = papers co-authored together Albert S. Kyle links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 61 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Continuous Auctions and Insider Trading
Hit paper breakdown →
19856910
2
Contagion as a Wealth Effect
Hit paper breakdown →
2001684
3
Informed Speculation with Imperfect Competition
Hit paper breakdown →
1989654
4
The Flash Crash: High‐Frequency Trading in an Electronic Market
Hit paper breakdown →
2017434
5 1997411
6 1993386
7 2011313
8
The Flash Crash: High-Frequency Trading in an Electronic Market
2011245
9 1991199
10
Market structure, information, futures markets, and price formation.
1984144
11 2016115
12 2008106
13
The Use of Protection and Subsidies for Entry Promotion and Deterrence
1985102
14 200565
15 199765
16 200030
17 201630
18 201430
19 201728
20 201226

About Albert S. Kyle

Albert S. Kyle is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Accounting and General Economics, Econometrics and Finance, having authored 61 papers that have together received 11.2k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (44 papers), Complex Systems and Time Series Analysis (35 papers), Economic theories and models (18 papers), Corporate Finance and Governance (9 papers), Financial Risk and Volatility Modeling (8 papers), Banking stability, regulation, efficiency (5 papers), Auction Theory and Applications (5 papers) and Housing Market and Economics (5 papers). The work is most often cited by research in Finance (9.6k citations), Accounting (4.4k citations), Economics and Econometrics (6.3k citations), Management Science and Operations Research (1.7k citations) and General Economics, Econometrics and Finance (1.1k citations). Albert S. Kyle has collaborated with scholars based in United States, Russia and United Kingdom. Frequent co-authors include Wei Xiong, Tugkan Tuzun, Mehrdad Samadi, Andrei Kirilenko, John Y. Campbell, Anna A. Obizhaeva, Jean-Luc Vila, Siva Viswanathan, Avinash Dixit and Hui Ou‐Yang. Their work appears in journals such as The Journal of Finance, Econometrica, American Economic Review, The Review of Economic Studies and Financial Analysts Journal.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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