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 1 1 889
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 1 2 2 555
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 0 2 168
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 1 3 5 605
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 0 44 1 1 1 228
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 1 2 3 179
Central Clearing and Asset Prices 0 0 2 16 2 3 6 140
Central counterparty exposure in stressed markets 0 0 0 12 0 1 6 121
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 1 1 2 18
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 1 3 5 18
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 1 7 11 750
Competition for Order Flow and Smart Order Routing Systems 0 0 1 2 1 5 6 74
Competition for order flow and smart order routing systems 0 0 0 196 3 5 9 591
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 1 1 6 10 11
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 5 5 5
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 1 5 7 80
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 1 6 1 1 2 135
Dispersion and Skewness of Bid Prices 1 1 4 37 4 6 12 104
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 1 22 0 2 8 104
Does algorithmic trading improve liquidity? 0 2 6 47 11 25 41 284
Equilibrium Bitcoin Pricing 0 0 2 30 2 5 12 101
Equilibrium Bitcoin Pricing 0 0 2 143 4 10 18 571
Equilibrium Bitcoin Pricing 0 1 5 55 2 4 27 194
Equilibrium bitcoin pricing 0 0 3 24 1 4 13 30
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 1 2 5 320
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 29 1 4 6 211
High Frequency Trading and the New-Market Makers 1 1 7 453 20 29 49 1,125
High-Frequency Trading around Large Institutional Orders 0 0 2 70 4 6 9 154
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 1 2 2 332 7 12 14 941
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 4 4 5 516
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 1 1 1 2
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 1 1 1 7 6 7 9 17
Limit order books and trade informativeness 0 0 0 21 1 2 3 97
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 4 5 5 146
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 2 2 3 282
Middlemen in Limit Order Markets 0 0 0 0 5 11 26 625
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 3 6 7 81
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 16 18 24 126
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 0 0 1 67
Non-Standard Errors 0 0 0 16 3 5 11 49
Non-Standard Errors 0 0 0 19 1 3 5 29
Non-Standard Errors 0 0 0 0 2 2 9 21
Non-Standard Errors 0 0 1 19 4 6 13 87
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 1 16 3 5 10 42
Non-Standard Errors 0 0 0 26 4 5 9 70
Non-Standard Errors 0 0 0 46 5 7 10 75
Non-Standard Errors 0 0 0 12 4 4 6 36
Non-Standard Errors 0 0 0 8 2 4 6 38
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 1 76 3 5 11 94
Non-Standard Errors 1 1 1 14 5 8 11 25
Non-standard errors 0 0 1 27 3 7 11 64
Non-standard errors 0 0 0 33 1 5 8 65
Non-standard errors 0 0 1 33 2 3 6 175
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard errors 0 0 1 12 3 7 28 63
Price pressures 0 0 1 20 7 9 14 231
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 1 5 8 16
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 1 3 4 1,053
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 0 0 1 154
Splitting Orders in Fragmented Markets 0 0 0 104 3 3 5 503
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 0 0 0 45
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 1 3 5 370
The Decision Between Internal and External R&D 0 0 0 0 1 3 4 1,582
The cost of clearing fragmentation 0 0 2 17 5 6 11 60
The cost of clearing fragmentation 1 1 2 20 3 3 8 58
Understanding limit order book depth: conditioning on trade informativeness 0 1 1 588 2 5 12 2,373
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 3 5 7 68
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 1 1 1 899 2 3 5 2,361
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 2 2 2 514
Total Working Papers 8 13 60 5,079 217 393 744 21,674
2 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 1 2 22
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 46 0 0 1 146
Asset Price Dynamics with Limited Attention 1 1 1 6 2 2 7 24
Central Counterparty Exposure in Stressed Markets 0 0 0 1 1 1 2 3
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 0 52 3 6 9 199
Competition for Order Flow and Smart Order Routing Systems 0 0 1 171 3 7 13 526
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 4 3 8 19 22
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 13 1 4 7 95
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 3 3 3 61
Does Algorithmic Trading Improve Liquidity? 1 2 3 111 11 24 31 554
Equilibrium Bid-Price Dispersion 0 1 1 5 2 3 8 37
Equilibrium Bitcoin Pricing 0 2 10 32 7 19 63 149
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 1 5 5 131
High frequency trading and the new market makers 5 6 13 274 14 20 50 809
High-Frequency Traders and Market Structure 0 0 1 10 1 2 3 37
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 0 0 3 3
High‐Frequency Trading around Large Institutional Orders 1 1 5 69 10 15 28 243
How do designated market makers create value for small-caps? 0 0 1 21 0 3 6 168
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 1 166 0 1 3 623
Information Revelation in Decentralized Markets 0 0 1 17 1 3 7 94
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 1 1 10 219
Large orders in small markets: execution with endogenous liquidity supply 1 1 1 1 2 3 5 5
Limit order books and trade informativeness 1 1 2 15 2 2 5 62
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 2 66 1 1 5 230
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 0 82 16 17 17 222
Need for Speed? Exchange Latency and Liquidity 0 0 1 44 1 5 13 191
Nonstandard Errors 1 3 16 42 5 18 65 156
Price pressures 1 1 3 90 7 9 18 394
Shades of darkness: A pecking order of trading venues 0 0 0 56 2 4 6 234
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 2 5 6 183
The Cost of Clearing Fragmentation 0 0 1 3 0 0 3 7
The Economics of Central Clearing 0 0 0 12 5 6 10 40
The Economics of High-Frequency Trading: Taking Stock 3 3 10 188 9 12 33 459
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 1 1 87 1 4 8 217
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 1 1 1 16
Total Journal Articles 15 23 78 1,830 119 215 475 6,581
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 1 2 3 13
Total Chapters 0 0 0 3 1 2 3 13

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Statistics updated 2026-01-09