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 0 0 1 888
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 0 0 2 553
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 0 4 167
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 0 0 2 602
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 0 44 0 0 1 227
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 0 0 1 177
Central Clearing and Asset Prices 1 2 2 16 2 3 3 137
Central counterparty exposure in stressed markets 0 0 0 12 0 1 5 119
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 1 14
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 1 1 2 17
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 0 1 740
Competition for Order Flow and Smart Order Routing Systems 0 0 2 2 0 0 2 69
Competition for order flow and smart order routing systems 0 0 0 196 1 2 4 585
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 1 1 1 4 4
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 0 0 2 74
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 1 1 6 0 1 2 134
Dispersion and Skewness of Bid Prices 0 2 3 36 0 2 5 96
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 1 1 22 2 4 6 101
Does algorithmic trading improve liquidity? 0 3 4 45 1 5 14 253
Equilibrium Bitcoin Pricing 0 0 1 141 0 0 7 557
Equilibrium Bitcoin Pricing 1 1 1 51 2 11 19 183
Equilibrium Bitcoin Pricing 0 0 1 29 1 1 15 94
Equilibrium bitcoin pricing 1 1 6 24 2 3 12 23
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 0 2 316
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 29 0 0 1 205
High Frequency Trading and the New-Market Makers 0 1 5 450 0 7 20 1,089
High-Frequency Trading around Large Institutional Orders 0 1 3 70 0 1 6 147
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 0 1 330 0 0 3 928
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 0 1 1 512
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 6 0 1 5 10
Limit order books and trade informativeness 0 0 0 21 0 0 3 95
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 0 0 0 141
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 0 0 0 279
Middlemen in Limit Order Markets 0 0 0 0 0 4 24 608
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 0 5 7 107
Need for Speed? Exchange Latency and Liquidity 0 0 2 26 0 1 7 67
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 0 3 75
Non-Standard Errors 0 0 1 18 0 2 10 79
Non-Standard Errors 0 0 1 46 0 1 5 67
Non-Standard Errors 0 0 1 27 3 5 28 150
Non-Standard Errors 0 0 0 0 0 1 5 15
Non-Standard Errors 0 0 0 12 0 1 1 31
Non-Standard Errors 0 0 0 13 0 1 3 17
Non-Standard Errors 0 0 0 16 0 2 5 42
Non-Standard Errors 0 1 1 16 1 3 6 36
Non-Standard Errors 0 2 3 44 2 7 42 440
Non-Standard Errors 0 1 1 76 1 3 8 89
Non-Standard Errors 0 0 0 26 1 1 4 64
Non-Standard Errors 0 0 1 19 1 2 4 26
Non-Standard Errors 0 0 1 8 1 1 3 34
Non-standard errors 0 0 1 27 0 1 5 57
Non-standard errors 0 1 2 33 0 1 10 172
Non-standard errors 0 0 0 33 1 2 4 60
Nonstandard errors 0 0 5 11 2 3 33 47
Price pressures 0 0 3 20 0 1 19 222
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 1 2 1 1 5 9
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 0 2 1,050
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 1 1 2 154
Splitting Orders in Fragmented Markets 0 0 0 104 0 1 1 499
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 1 2 366
The Decision Between Internal and External R&D 0 0 0 0 1 1 3 1,579
The cost of clearing fragmentation 0 0 1 19 0 2 3 53
The cost of clearing fragmentation 0 1 1 16 1 3 3 52
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 587 5 5 9 2,366
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 0 0 1 62
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 898 0 1 3 2,358
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 0 512
Total Working Papers 3 19 62 5,052 36 109 426 21,146
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 0 0 1 21
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 1 46 0 0 2 146
Asset Price Dynamics with Limited Attention 0 0 0 5 0 0 5 19
Central Counterparty Exposure in Stressed Markets 0 0 1 1 0 0 2 2
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 0 52 0 0 2 190
Competition for Order Flow and Smart Order Routing Systems 0 1 4 171 0 2 11 516
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 13 0 1 3 91
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 0 0 0 58
Does Algorithmic Trading Improve Liquidity? 1 1 2 109 2 4 9 527
Equilibrium Bid-Price Dispersion 0 0 0 4 0 1 2 30
Equilibrium Bitcoin Pricing 0 0 11 26 5 9 49 112
Firm Size and Efficiency in Innovation: Reply 0 0 1 31 0 0 1 126
High frequency trading and the new market makers 1 3 17 266 4 11 51 780
High-Frequency Traders and Market Structure 0 0 0 9 0 0 1 34
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 0 1 3 3
High‐Frequency Trading around Large Institutional Orders 0 2 7 67 1 6 22 223
How do designated market makers create value for small-caps? 0 1 1 21 0 2 9 165
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 3 166 0 0 5 621
Information Revelation in Decentralized Markets 0 0 1 17 0 2 3 90
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 0 10 218
Limit order books and trade informativeness 0 0 3 14 0 0 5 59
Market dynamics in the Netherlands: Competition policy and the role of small firms 1 1 2 66 1 1 3 228
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 1 82 0 0 2 205
Need for Speed? Exchange Latency and Liquidity 0 0 4 44 0 3 15 184
Nonstandard Errors 1 7 29 38 4 17 107 127
Price pressures 0 1 6 89 1 3 25 382
Shades of darkness: A pecking order of trading venues 0 0 0 56 0 0 2 228
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 1 1 178
The Cost of Clearing Fragmentation 0 0 2 3 0 0 4 6
The Economics of Central Clearing 0 0 2 12 0 1 10 34
The Economics of High-Frequency Trading: Taking Stock 0 1 14 183 0 8 48 443
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 0 86 2 3 4 212
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 1 15
Total Journal Articles 4 18 113 1,792 20 76 418 6,273
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 1 11
Total Chapters 0 0 0 3 0 0 1 11

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04