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 3 5 5 893
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 2 7 8 561
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 3 4 171
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 0 2 4 606
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 0 44 1 4 4 231
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 2 7 8 185
Central Clearing and Asset Prices 0 0 2 16 0 6 10 144
Central counterparty exposure in stressed markets 0 0 0 12 3 9 13 130
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 2 3 19
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 1 5 18
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 1 5 15 754
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 0 4 8 77
Competition for order flow and smart order routing systems 0 0 0 196 0 6 11 594
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 1 2 1 5 12 15
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 3 7 7
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 6 9 14 88
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 1 6 0 4 5 138
Dispersion and Skewness of Bid Prices 0 1 3 37 1 13 20 113
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 1 22 0 1 8 105
Does algorithmic trading improve liquidity? 0 0 5 47 16 51 77 324
Equilibrium Bitcoin Pricing 0 0 2 143 4 12 22 579
Equilibrium Bitcoin Pricing 0 0 5 55 2 8 30 200
Equilibrium Bitcoin Pricing 0 0 1 30 2 11 17 110
Equilibrium bitcoin pricing 0 0 1 24 2 5 14 34
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 1 4 7 323
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 1 1 30 2 6 11 216
High Frequency Trading and the New-Market Makers 1 2 6 454 8 41 67 1,146
High-Frequency Trading around Large Institutional Orders 0 0 2 70 0 6 11 156
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 1 2 332 6 18 24 952
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 2 7 8 519
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 0 2 2 3
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 1 1 7 2 9 11 20
Limit order books and trade informativeness 0 0 0 21 1 6 7 102
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 0 6 7 148
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 0 5 6 285
Middlemen in Limit Order Markets 0 0 0 0 4 12 31 632
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 3 7 81
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 9 37 45 147
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 1 2 3 69
Non-Standard Errors 0 0 0 26 3 16 20 82
Non-Standard Errors 0 0 0 0 1 8 13 27
Non-Standard Errors 0 0 1 16 1 7 14 46
Non-Standard Errors 0 0 1 76 1 7 13 98
Non-Standard Errors 0 0 0 19 7 22 26 50
Non-Standard Errors 0 0 1 19 1 14 21 97
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 0 46 3 13 17 83
Non-Standard Errors 0 0 0 8 0 9 13 45
Non-Standard Errors 0 0 0 16 2 12 20 58
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 12 0 8 10 40
Non-standard errors 0 0 1 33 2 10 13 183
Non-standard errors 0 0 0 33 2 5 11 69
Non-standard errors 0 1 1 28 1 8 14 69
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard errors 0 0 1 12 2 11 28 71
Price pressures 1 1 1 21 2 13 17 237
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 1 12 19 27
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 2 7 9 1,059
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 4 7 8 161
Splitting Orders in Fragmented Markets 0 0 0 104 1 6 8 506
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 0 2 2 47
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 0 6 10 375
The Decision Between Internal and External R&D 0 0 0 0 3 6 9 1,587
The cost of clearing fragmentation 0 1 1 20 0 8 12 63
The cost of clearing fragmentation 0 0 2 17 0 10 16 65
Understanding limit order book depth: conditioning on trade informativeness 0 0 1 588 2 7 17 2,378
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 1 8 12 73
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 1 1 899 1 7 9 2,366
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 4 4 516
Total Working Papers 3 12 50 5,070 132 647 1,078 22,084
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 10 19 19 40
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 46 0 3 3 149
Asset Price Dynamics with Limited Attention 0 1 1 6 1 6 9 28
Central Counterparty Exposure in Stressed Markets 0 0 0 1 0 6 6 8
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 0 52 0 5 11 201
Competition for Order Flow and Smart Order Routing Systems 0 0 1 171 0 6 15 529
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 4 3 8 20 27
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 0 13 2 8 13 102
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 3 8 8 66
Does Algorithmic Trading Improve Liquidity? 1 3 5 113 10 33 53 576
Equilibrium Bid-Price Dispersion 0 0 1 5 1 7 13 42
Equilibrium Bitcoin Pricing 0 0 6 32 6 23 66 165
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 0 3 7 133
High frequency trading and the new market makers 2 7 14 276 8 32 59 827
High-Frequency Traders and Market Structure 0 0 1 10 3 7 9 43
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 2 3 4 6
High‐Frequency Trading around Large Institutional Orders 0 2 5 70 1 14 30 247
How do designated market makers create value for small-caps? 0 0 1 21 3 8 13 176
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 0 166 4 6 8 629
Information Revelation in Decentralized Markets 0 0 0 17 1 5 10 98
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 3 3 221
Large orders in small markets: execution with endogenous liquidity supply 0 1 1 1 0 5 8 8
Limit order books and trade informativeness 0 1 1 15 1 7 8 67
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 1 66 1 9 11 238
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 0 82 2 31 32 237
Need for Speed? Exchange Latency and Liquidity 0 0 1 44 0 3 13 193
Nonstandard Errors 0 1 11 42 6 16 61 167
Price pressures 0 1 2 90 0 8 16 395
Shades of darkness: A pecking order of trading venues 0 0 0 56 3 12 16 244
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 2 11 15 192
The Cost of Clearing Fragmentation 1 1 2 4 3 4 6 11
The Economics of Central Clearing 0 1 1 13 1 8 11 43
The Economics of High-Frequency Trading: Taking Stock 0 4 8 189 4 20 37 470
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 87 1 6 13 222
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 1 7 7 22
Total Journal Articles 4 23 65 1,838 83 360 633 6,822
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 2 3 14
Total Chapters 0 0 0 3 0 2 3 14

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Statistics updated 2026-03-04