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 2 4 9 897
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 1 7 15 568
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 2 6 173
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 2 3 7 609
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 1 1 45 2 5 9 236
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 0 3 11 188
Central Clearing and Asset Prices 0 0 1 16 0 7 16 151
Central counterparty exposure in stressed markets 0 0 0 12 0 4 15 134
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 4 7 23
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 1 5 19
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 7 21 761
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 0 2 10 79
Competition for order flow and smart order routing systems 0 0 0 196 5 11 21 605
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 0 1 13 16
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 3 10 10
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 0 3 17 91
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 6 0 5 9 143
Dispersion and Skewness of Bid Prices 0 0 1 37 1 5 22 118
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 0 22 0 0 6 105
Does algorithmic trading improve liquidity? 1 1 3 48 8 32 104 356
Equilibrium Bitcoin Pricing 0 0 1 30 1 12 29 122
Equilibrium Bitcoin Pricing 0 1 6 56 0 4 23 204
Equilibrium Bitcoin Pricing 0 1 3 144 3 18 40 597
Equilibrium bitcoin pricing 1 2 3 26 2 12 25 46
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 1 8 324
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 1 30 1 1 12 217
High Frequency Trading and the New-Market Makers 1 4 8 458 9 22 79 1,168
High-Frequency Trading around Large Institutional Orders 0 0 0 70 0 4 13 160
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 1 3 333 1 6 30 958
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 0 3 10 522
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 7 0 6 16 26
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 1 1 3 4
Limit order books and trade informativeness 0 0 0 21 0 1 8 103
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 0 4 11 152
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 1 5 11 290
Middlemen in Limit Order Markets 0 0 0 0 1 6 30 638
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 1 7 9 76
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 1 6 46 153
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 3 9 84
Non-Standard Errors 0 0 0 8 1 5 17 50
Non-Standard Errors 0 0 0 26 2 5 24 87
Non-Standard Errors 0 0 0 16 0 3 14 49
Non-Standard Errors 0 0 0 19 1 9 34 59
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 1 19 1 7 25 104
Non-Standard Errors 0 0 0 12 2 6 15 46
Non-Standard Errors 0 0 0 0 3 5 17 32
Non-Standard Errors 0 1 1 17 1 9 25 67
Non-Standard Errors 0 0 0 76 0 6 16 104
Non-Standard Errors 0 0 0 46 3 6 22 89
Non-Standard Errors 0 0 0 44 5 11 43 481
Non-standard errors 0 0 1 28 1 9 21 78
Non-standard errors 0 0 0 33 0 8 19 191
Non-standard errors 0 0 0 33 1 4 14 73
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard Errors 0 0 0 0 3 12 35 35
Nonstandard Errors 0 0 0 0 1 4 20 20
Nonstandard errors 0 0 1 12 0 8 34 79
Price pressures 0 0 1 21 0 8 23 245
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 9 28 36
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 3 12 1,062
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 1 3 11 164
Splitting Orders in Fragmented Markets 0 0 0 104 0 2 9 508
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 0 2 4 49
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 0 6 16 381
The Decision Between Internal and External R&D 0 0 0 0 0 4 13 1,591
The cost of clearing fragmentation 0 0 1 17 0 5 19 70
The cost of clearing fragmentation 0 1 2 21 0 3 13 66
Understanding limit order book depth: conditioning on trade informativeness 1 1 2 589 3 9 26 2,387
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 1 2 13 75
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 899 1 2 10 2,368
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 2 6 10 522
Total Working Papers 4 14 45 5,084 78 422 1,392 22,506
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 0 2 21 42
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 46 2 4 7 153
Asset Price Dynamics with Limited Attention 0 0 1 6 1 5 14 33
Central Counterparty Exposure in Stressed Markets 0 0 0 1 1 2 8 10
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 1 1 1 172 3 8 21 537
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 2 5 1 6 24 33
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 1 1 14 1 4 15 106
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 0 1 9 67
Does Algorithmic Trading Improve Liquidity? 0 1 6 114 6 29 80 605
Equilibrium Bid-Price Dispersion 0 0 1 5 1 6 18 48
Equilibrium Bitcoin Pricing 2 7 13 39 5 25 83 190
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 1 3 10 136
High frequency trading and the new market makers 0 1 12 277 6 28 79 855
High-Frequency Traders and Market Structure 0 0 1 10 1 7 16 50
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 0 2 5 8
High‐Frequency Trading around Large Institutional Orders 0 1 4 71 2 11 36 258
How do designated market makers create value for small-caps? 0 0 0 21 3 7 18 183
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 1 1 167 1 4 12 633
Information Revelation in Decentralized Markets 0 1 1 18 2 5 13 103
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 2 5 223
Large orders in small markets: execution with endogenous liquidity supply 1 1 2 2 1 3 10 11
Limit order books and trade informativeness 0 0 1 15 1 6 14 73
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 1 66 2 10 21 248
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 2 2 84 0 3 35 240
Need for Speed? Exchange Latency and Liquidity 0 1 1 45 0 11 20 204
Nonstandard Errors 0 2 7 44 0 9 53 176
Price pressures 0 0 1 90 5 15 29 410
Shades of darkness: A pecking order of trading venues 0 0 0 56 1 6 22 250
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 2 16 194
The Cost of Clearing Fragmentation 0 0 1 4 1 6 11 17
The Economics of Central Clearing 0 0 1 13 1 3 12 46
The Economics of High-Frequency Trading: Taking Stock 1 2 8 191 7 20 47 490
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 87 0 6 18 228
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 3 10 25
Total Journal Articles 5 24 71 1,862 56 265 824 7,087
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 2026-06-04