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 0 254 1 5 7 895
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 6 8 14 567
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 1 2 6 173
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 0 1 5 607
Are market makers uninformed and passive? Signing trades in the absence of quotes 1 1 1 45 3 4 7 234
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 3 5 11 188
Central Clearing and Asset Prices 0 0 2 16 1 7 17 151
Central counterparty exposure in stressed markets 0 0 0 12 4 7 15 134
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 1 1 5 19
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 3 4 7 23
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 2 2 10 79
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 6 8 21 761
Competition for order flow and smart order routing systems 0 0 0 196 3 6 16 600
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 1 2 0 2 13 16
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 2 3 9 9
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 2 9 17 91
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 6 2 5 9 143
Dispersion and Skewness of Bid Prices 0 0 1 37 2 5 21 117
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 1 22 0 0 8 105
Does algorithmic trading improve liquidity? 0 0 3 47 8 40 97 348
Equilibrium Bitcoin Pricing 1 1 3 144 8 19 37 594
Equilibrium Bitcoin Pricing 0 0 1 30 7 13 28 121
Equilibrium Bitcoin Pricing 0 1 6 56 2 6 28 204
Equilibrium bitcoin pricing 1 1 2 25 7 12 24 44
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 2 8 324
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 1 30 0 2 11 216
High Frequency Trading and the New-Market Makers 1 4 7 457 4 21 74 1,159
High-Frequency Trading around Large Institutional Orders 0 0 1 70 3 4 14 160
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 1 1 3 333 4 11 29 957
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 3 5 10 522
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 7 4 8 17 26
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 0 0 2 3
Limit order books and trade informativeness 0 0 0 21 0 2 8 103
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 2 4 11 152
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 4 4 10 289
Middlemen in Limit Order Markets 0 0 0 0 2 9 32 637
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 2 3 9 84
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 2 14 46 152
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 4 7 9 75
Non-Standard Errors 0 0 0 76 5 7 16 104
Non-Standard Errors 0 0 0 12 4 4 13 44
Non-Standard Errors 0 0 0 26 1 6 22 85
Non-Standard Errors 0 0 0 27 2 5 23 168
Non-Standard Errors 0 0 0 46 1 6 19 86
Non-Standard Errors 0 0 0 8 3 4 16 49
Non-Standard Errors 0 0 1 19 3 7 24 103
Non-Standard Errors 0 0 0 0 2 3 14 29
Non-Standard Errors 0 0 0 44 5 10 38 476
Non-Standard Errors 0 1 1 17 5 10 25 66
Non-Standard Errors 0 0 0 19 4 15 34 58
Non-Standard Errors 0 0 0 16 3 4 14 49
Non-standard errors 0 0 1 28 7 9 20 77
Non-standard errors 0 0 0 33 3 5 13 72
Non-standard errors 0 0 0 33 6 10 19 191
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard errors 0 0 1 12 3 10 35 79
Price pressures 0 1 1 21 5 10 24 245
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 9 10 28 36
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 3 5 12 1,062
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 2 6 10 163
Splitting Orders in Fragmented Markets 0 0 0 104 2 3 10 508
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 2 2 4 49
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 4 6 16 381
The Decision Between Internal and External R&D 0 0 0 0 2 7 13 1,591
The cost of clearing fragmentation 0 0 1 17 4 5 20 70
The cost of clearing fragmentation 0 1 2 21 1 3 14 66
Understanding limit order book depth: conditioning on trade informativeness 0 0 1 588 5 8 23 2,384
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 1 2 12 74
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 899 1 2 10 2,367
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 2 4 8 520
Total Working Papers 5 13 46 5,080 217 476 1,346 22,428
3 registered items for which data could not be found

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 4 1 12 21 42
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 46 2 2 5 151
Asset Price Dynamics with Limited Attention 0 0 1 6 2 5 13 32
Central Counterparty Exposure in Stressed Markets 0 0 0 1 1 1 7 9
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 1 1 53 0 1 12 202
Competition for Order Flow and Smart Order Routing Systems 0 0 1 171 3 5 19 534
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 2 5 1 8 23 32
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 1 1 14 0 5 14 105
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 1 4 9 67
Does Algorithmic Trading Improve Liquidity? 0 2 6 114 4 33 75 599
Equilibrium Bid-Price Dispersion 0 0 1 5 3 6 17 47
Equilibrium Bitcoin Pricing 4 5 11 37 12 26 79 185
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 2 2 9 135
High frequency trading and the new market makers 0 3 12 277 14 30 78 849
High-Frequency Traders and Market Structure 0 0 1 10 3 9 15 49
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 2 4 5 8
High‐Frequency Trading around Large Institutional Orders 1 1 5 71 4 10 37 256
How do designated market makers create value for small-caps? 0 0 0 21 2 7 16 180
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 1 1 167 2 7 11 632
Information Revelation in Decentralized Markets 0 1 1 18 1 4 13 101
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 2 2 5 223
Large orders in small markets: execution with endogenous liquidity supply 0 0 1 1 2 2 10 10
Limit order books and trade informativeness 0 0 1 15 3 6 13 72
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 1 66 7 9 19 246
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 2 2 84 1 5 35 240
Need for Speed? Exchange Latency and Liquidity 0 1 1 45 9 11 21 204
Nonstandard Errors 0 2 8 44 4 15 58 176
Price pressures 0 0 1 90 4 10 24 405
Shades of darkness: A pecking order of trading venues 0 0 0 56 5 8 21 249
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 4 17 194
The Cost of Clearing Fragmentation 0 1 1 4 5 8 10 16
The Economics of Central Clearing 0 0 1 13 2 3 12 45
The Economics of High-Frequency Trading: Taking Stock 0 1 8 190 8 17 45 483
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 87 4 7 18 228
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 2 4 10 25
Total Journal Articles 5 23 70 1,857 118 292 796 7,031
1 registered items for which data could not be found

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 3 0 0 3 14
Total Chapters 0 0 0 3 0 0 3 14

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Statistics updated 2026-05-06