Access Statistics for Albert J. Menkveld

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Pricing Model for American Options with Stochastic Interest Rates 0 0 0 252 0 1 2 882
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 1 2 172 0 3 16 486
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 1 36 0 0 3 142
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 1 3 5 594
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 0 33 5 5 12 171
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 1 2 5 165
Central Clearing and Asset Prices 0 1 1 12 1 3 5 59
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 2 3 11
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 1 2 3 10
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 0 4 12 49
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 2 8 715
Competition for order flow and smart order routing systems 0 0 1 191 0 1 13 545
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 1 47 0 1 9 45
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 4 0 2 4 105
Dispersion and Skewness of Bid Prices 0 0 2 28 1 3 11 56
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 3 11 0 3 6 35
Does algorithmic trading improve liquidity? 0 0 3 27 5 12 40 143
Equilibrium Bitcoin Pricing 3 4 23 23 4 10 35 35
Equilibrium Bitcoin Pricing 1 23 24 24 2 9 10 10
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 71 1 2 6 298
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 28 0 1 4 193
High Frequency Trading and the New-Market Makers 1 2 11 413 4 8 37 923
High-Frequency Trading around Large Institutional Orders 1 3 8 55 1 7 39 71
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 1 2 9 318 2 5 30 873
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 140 1 3 8 483
Limit order books and trade informativeness 0 0 2 19 0 2 18 80
Macro News, Riskfree Rates, and the Intermediary 0 0 0 20 0 3 5 133
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 0 3 7 267
Middlemen in Limit Order Markets 0 0 0 0 9 17 49 366
Need for Speed? Exchange Latency and Liquidity 0 0 0 21 0 2 9 43
Need for Speed? Exchange Latency and Liquidity 0 0 0 12 1 6 13 72
Need for Speed? Exchange Latency and Liquidity 0 0 0 0 0 6 18 36
Price pressures 0 0 1 13 1 6 11 115
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 1 240 0 3 5 1,031
Shades of Darkness: A Pecking Order of Trading Venues 0 1 3 33 4 17 38 95
Splitting Orders in Fragmented Markets 0 0 0 103 0 0 1 493
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 8 0 2 4 36
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 0 2 3 349
The Decision Between Internal and External R&D 0 0 0 0 1 3 6 1,532
The cost of clearing fragmentation 0 0 12 12 1 3 27 27
Understanding limit order book depth: conditioning on trade informativeness 0 0 1 575 1 3 18 2,316
Understanding the limit order book: Conditioning on trade informativeness 0 0 2 12 0 1 5 51
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 0 894 1 2 2 2,335
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 1 2 5 507
Total Working Papers 7 37 111 4,185 50 177 570 16,983


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Pricing Model for American Options with Gaussian Interest Rates 0 0 0 1 0 0 0 9
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 43 0 2 2 134
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 0 51 1 1 5 182
Competition for Order Flow and Smart Order Routing Systems 0 1 2 156 2 7 10 458
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 2 5 0 0 9 20
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 3 4 5 48
Does Algorithmic Trading Improve Liquidity? 1 3 9 97 7 15 47 425
Firm Size and Efficiency in Innovation: Reply 0 0 0 28 0 0 1 118
High frequency trading and the new market makers 2 10 22 111 6 31 85 327
High-Frequency Traders and Market Structure 0 0 0 4 0 0 2 18
High‐Frequency Trading around Large Institutional Orders 1 2 16 16 8 13 57 57
How do designated market makers create value for small-caps? 0 1 3 12 5 8 19 91
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 6 160 2 3 27 571
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 2 64 0 1 10 198
Limit order books and trade informativeness 0 0 0 8 0 1 1 36
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 0 60 2 4 10 204
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 3 67 0 5 11 169
Need for Speed? Exchange Latency and Liquidity 0 0 3 7 0 5 18 47
Price pressures 1 4 14 54 5 13 50 182
Shades of darkness: A pecking order of trading venues 1 6 12 23 1 14 42 91
Splitting orders in overlapping markets: A study of cross-listed stocks 0 1 1 26 0 1 2 162
The Economics of High-Frequency Trading: Taking Stock 0 2 36 98 3 8 73 217
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 0 85 0 2 3 197
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 2 0 0 1 6
Total Journal Articles 6 30 131 1,192 45 138 490 3,967


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Monitoring CCP Exposure, in Real Time if Needed 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 0 0 0 0 2


Statistics updated 2020-01-03