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 0 252 0 0 0 880
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 170 0 3 11 476
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 35 0 0 2 140
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 1 2 2 591
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 0 33 0 2 4 162
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 0 1 1 161
Central Clearing and Asset Prices 0 0 0 11 1 1 6 56
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 0 8
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 0 7
Competition for Order Flow and Smart Order Routing Systems 0 0 0 0 1 4 11 43
Competition for Order Flow and Smart Order Routing Systems 0 0 1 189 0 1 4 709
Competition for order flow and smart order routing systems 0 1 1 191 0 2 4 536
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 2 46 0 0 6 37
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 1 4 0 1 4 103
Dispersion and Skewness of Bid Prices 0 0 2 28 0 2 9 51
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 1 1 2 9 1 1 4 30
Does algorithmic trading improve liquidity? 0 0 1 24 1 4 10 108
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 71 0 1 2 293
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 1 28 0 1 3 190
High Frequency Trading and the New-Market Makers 2 3 19 408 3 9 50 905
High-Frequency Trading around Large Institutional Orders 1 1 3 50 4 15 32 53
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 2 5 10 314 4 13 27 861
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 140 3 3 5 480
Limit order books and trade informativeness 1 2 4 19 1 3 10 68
Macro News, Riskfree Rates, and the Intermediary 0 0 0 20 0 0 1 129
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 0 1 5 261
Middlemen in Limit Order Markets 0 0 0 0 7 13 45 333
Need for Speed? Exchange Latency and Liquidity 0 0 0 12 1 1 5 60
Need for Speed? Exchange Latency and Liquidity 0 0 0 21 1 2 7 37
Need for Speed? Exchange Latency and Liquidity 0 0 0 0 1 3 8 22
Price pressures 0 0 0 12 0 1 10 106
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 1 1 2 240 1 1 5 1,027
Shades of Darkness: A Pecking Order of Trading Venues 0 0 3 32 1 6 20 67
Splitting Orders in Fragmented Markets 0 0 0 103 0 0 0 492
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 8 0 0 2 34
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 1 90 0 0 3 347
The Decision Between Internal and External R&D 0 0 0 0 0 1 2 1,527
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 574 2 5 16 2,307
Understanding the limit order book: Conditioning on trade informativeness 0 1 2 12 0 1 6 50
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 0 894 0 0 0 2,333
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 3 503
Total Working Papers 8 15 57 4,099 34 104 345 16,583


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 1 1 0 0 1 9
Analysing Perceived Downside Risk: the Component Value-at-Risk Framework 0 0 0 43 0 0 1 132
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 2 51 0 1 6 179
Competition for Order Flow and Smart Order Routing Systems 0 0 0 154 0 0 3 448
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 2 4 0 1 6 15
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 0 1 2 44
Does Algorithmic Trading Improve Liquidity? 2 2 5 91 5 10 29 394
Firm Size and Efficiency in Innovation: Reply 0 0 0 28 1 1 2 118
High frequency trading and the new market makers 1 4 21 95 6 22 71 275
High-Frequency Traders and Market Structure 0 0 1 4 0 2 3 18
How do designated market makers create value for small-caps? 0 0 1 9 1 2 9 76
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 1 5 158 0 4 14 552
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 62 3 4 5 193
Limit order books and trade informativeness 0 0 0 8 0 0 1 35
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 0 60 1 2 3 196
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 2 64 0 1 8 160
Need for Speed? Exchange Latency and Liquidity 0 2 5 7 1 4 18 35
Price pressures 1 5 9 45 2 14 31 153
Shades of darkness: A pecking order of trading venues 0 1 5 12 3 7 33 64
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 2 25 0 0 9 160
The Economics of High-Frequency Trading: Taking Stock 4 13 44 87 10 28 86 189
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 85 1 1 3 195
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 2 0 0 0 5
Total Journal Articles 8 28 106 1,109 34 105 344 3,645


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 0 0 0 0 2
Total Chapters 0 0 0 0 0 0 0 2


Statistics updated 2019-06-03