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 1 1 255 15 19 28 916
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 0 1 16 569
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 2 3 8 176
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 0 0 7 609
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 1 45 0 1 10 237
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 0 0 11 188
Central Clearing and Asset Prices 0 0 0 16 1 1 15 152
Central counterparty exposure in stressed markets 0 0 0 12 1 1 15 135
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 4 19
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 6 23
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 0 1 11 80
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 3 3 22 764
Competition for order flow and smart order routing systems 0 0 0 196 1 1 21 606
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 2 12 12
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 2 4 15 20
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 0 1 18 92
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 6 0 0 9 143
Dispersion and Skewness of Bid Prices 0 0 1 37 0 0 21 118
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 0 22 0 0 3 105
Does algorithmic trading improve liquidity? 1 1 4 49 7 13 113 369
Equilibrium Bitcoin Pricing 0 1 1 31 0 4 30 126
Equilibrium Bitcoin Pricing 0 0 2 144 1 6 44 603
Equilibrium Bitcoin Pricing 0 0 3 56 0 1 17 205
Equilibrium VIX in Inelastic Markets 0 0 0 0 0 0 0 0
Equilibrium bitcoin pricing 0 1 3 27 1 3 24 49
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 2 9 326
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 1 30 0 0 11 217
High Frequency Trading and the New-Market Makers 0 2 9 460 9 22 96 1,190
High-Frequency Trading around Large Institutional Orders 0 0 0 70 1 3 16 163
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 0 3 333 3 5 34 963
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 1 4 14 526
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 7 3 6 22 32
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 0 1 4 5
Limit order books and trade informativeness 0 0 0 21 1 1 9 104
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 0 0 11 152
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 1 1 11 291
Middlemen in Limit Order Markets 0 0 0 0 0 1 28 639
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 0 1 10 77
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 3 4 13 88
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 1 1 46 154
Non-Standard Errors 0 0 1 19 2 8 32 112
Non-Standard Errors 0 0 0 0 0 2 18 34
Non-Standard Errors 0 0 0 26 0 1 24 88
Non-Standard Errors 0 0 0 16 0 0 12 49
Non-Standard Errors 0 0 0 8 0 2 18 52
Non-Standard Errors 0 0 0 19 2 4 37 63
Non-Standard Errors 0 1 1 77 0 2 17 106
Non-Standard Errors 0 1 1 13 4 7 21 53
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 0 0 1 17 1 1 25 68
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-Standard Errors 0 0 0 46 1 2 23 91
Non-standard errors 0 0 0 33 1 3 16 76
Non-standard errors 1 1 1 34 2 4 23 195
Non-standard errors 0 0 1 28 0 2 23 80
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard errors 1 1 2 13 2 5 32 84
Price dislocations: insights from trade repository data 0 0 3 3 0 0 14 14
Price pressures 0 0 1 21 2 3 26 248
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 1 1 26 37
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 0 12 1,062
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 0 0 10 164
Splitting Orders in Fragmented Markets 0 0 0 104 13 14 22 522
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 2 3 7 52
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 0 0 14 381
The Decision Between Internal and External R&D 0 0 0 0 0 0 12 1,591
The cost of clearing fragmentation 0 0 2 21 0 0 11 66
The cost of clearing fragmentation 0 0 1 17 0 0 18 70
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 589 0 1 21 2,388
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 0 0 13 75
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 899 1 1 11 2,369
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 1 4 4
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 10 522
Total Working Papers 5 12 52 5,099 97 202 1,508 22,725
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 0 21 42
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 46 1 1 8 154
Asset Price Dynamics with Limited Attention 0 0 1 6 1 1 13 34
Central Counterparty Exposure in Stressed Markets 0 0 0 1 0 1 9 11
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 1 53 1 1 10 203
Competition for Order Flow and Smart Order Routing Systems 0 1 2 173 4 8 27 545
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 5 6 8 28 41
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 14 1 1 16 107
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 0 0 9 67
Does Algorithmic Trading Improve Liquidity? 0 2 7 116 8 23 98 628
Equilibrium Bid-Price Dispersion 0 1 2 6 1 3 17 51
Equilibrium Bitcoin Pricing 0 0 12 39 1 74 141 264
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 1 1 11 137
High frequency trading and the new market makers 1 7 18 284 10 36 108 891
High-Frequency Traders and Market Structure 0 0 0 10 1 1 16 51
High-Frequency Trading as Viewed through an Electron Microscope 0 1 1 1 0 2 7 10
High‐Frequency Trading around Large Institutional Orders 1 2 5 73 8 13 44 271
How do designated market makers create value for small-caps? 0 2 2 23 4 12 30 195
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 1 167 0 4 15 637
Information Revelation in Decentralized Markets 0 0 1 18 2 5 17 108
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 1 6 224
Large orders in small markets: execution with endogenous liquidity supply 0 0 2 2 1 2 11 13
Limit order books and trade informativeness 0 0 1 15 0 2 16 75
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 0 66 0 0 19 248
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 2 84 0 0 35 240
Need for Speed? Exchange Latency and Liquidity 0 0 1 45 2 5 23 209
Nonstandard Errors 0 2 8 46 6 15 57 191
Price pressures 0 1 2 91 6 14 39 424
Shades of darkness: A pecking order of trading venues 0 0 0 56 4 4 24 254
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 1 3 19 197
The Cost of Clearing Fragmentation 0 0 1 4 0 1 12 18
The Economics of Central Clearing 1 1 2 14 3 3 15 49
The Economics of High-Frequency Trading: Taking Stock 0 1 7 192 1 7 52 497
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 87 1 8 23 236
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 10 25
Total Journal Articles 3 21 83 1,883 75 260 1,006 7,347
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 2026-09-10