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 1 255 4 19 32 920
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 5 5 21 574
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 4 7 13 181
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 1 2 7 611
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 1 45 2 2 12 239
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 1 1 11 189
Central Clearing and Asset Prices 0 0 0 16 3 4 18 155
Central counterparty exposure in stressed markets 0 0 0 12 0 1 14 135
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 2 2 8 25
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 3 3 7 22
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 2 2 11 82
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 3 18 764
Competition for order flow and smart order routing systems 0 0 0 196 1 3 21 608
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 2 3 3 7 16 25
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 5 7 17 18
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 1 1 16 93
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 6 2 2 11 145
Dispersion and Skewness of Bid Prices 0 0 1 37 1 1 19 119
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 0 22 1 1 2 106
Does algorithmic trading improve liquidity? 1 3 6 51 4 20 120 382
Equilibrium Bitcoin Pricing 0 0 1 144 2 4 41 606
Equilibrium Bitcoin Pricing 0 0 1 31 8 9 37 135
Equilibrium Bitcoin Pricing 0 0 2 56 6 6 20 211
Equilibrium VIX in Inelastic Markets 0 0 0 0 4 7 7 7
Equilibrium bitcoin pricing 2 3 6 30 6 8 30 56
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 1 9 327
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 1 2 31 2 3 11 220
High Frequency Trading and the New-Market Makers 1 1 9 461 11 33 116 1,214
High-Frequency Trading around Large Institutional Orders 0 1 1 71 8 15 28 177
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 1 4 334 3 12 39 972
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 2 3 16 528
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 0 0 4 5
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 7 9 13 32 42
Limit order books and trade informativeness 0 0 0 21 0 1 9 104
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 2 2 13 154
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 3 4 14 294
Middlemen in Limit Order Markets 0 0 0 0 3 5 28 644
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 1 1 11 78
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 3 4 48 157
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 3 13 88
Non-Standard Errors 0 0 0 0 0 1 16 35
Non-Standard Errors 0 0 1 77 2 2 18 108
Non-Standard Errors 0 0 1 13 1 6 23 55
Non-Standard Errors 0 1 1 45 2 3 41 487
Non-Standard Errors 0 0 0 19 1 3 38 64
Non-Standard Errors 0 0 0 8 1 2 18 54
Non-Standard Errors 0 1 1 28 4 6 22 177
Non-Standard Errors 0 0 0 46 1 3 23 93
Non-Standard Errors 1 1 2 18 1 2 25 69
Non-Standard Errors 0 0 0 16 2 2 13 51
Non-Standard Errors 0 0 0 19 0 2 30 112
Non-Standard Errors 0 0 0 26 3 3 26 91
Non-standard errors 0 0 0 33 2 3 16 78
Non-standard errors 0 1 1 34 1 3 24 196
Non-standard errors 0 0 1 28 2 4 24 84
Nonstandard Errors 0 0 0 0 0 2 23 37
Nonstandard Errors 0 0 1 4 1 2 22 49
Nonstandard Errors 0 0 0 0 2 2 18 26
Nonstandard errors 0 1 1 13 1 3 28 85
Price dislocations: insights from trade repository data 0 0 3 3 1 1 15 15
Price pressures 0 0 1 21 2 6 29 252
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 2 4 27 40
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 1 1 1 246 12 13 24 1,075
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 7 11 21 175
Splitting Orders in Fragmented Markets 0 0 0 104 1 14 23 523
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 2 4 9 54
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 5 5 18 386
The Decision Between Internal and External R&D 0 0 0 0 2 3 15 1,594
The cost of clearing fragmentation 0 0 0 17 27 27 42 97
The cost of clearing fragmentation 0 0 2 21 4 5 16 71
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 589 0 0 20 2,388
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 0 1 13 76
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 899 3 4 14 2,372
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 2 3 13 525
Volatility Patterns and Spillovers in Bund Futures 1 2 2 2 1 3 7 7
Total Working Papers 8 19 60 5,113 216 385 1,674 23,013
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 2 2 23 44
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 46 1 2 9 155
Asset Price Dynamics with Limited Attention 0 0 1 6 1 2 13 35
Central Counterparty Exposure in Stressed Markets 0 0 0 1 2 3 12 14
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 1 53 15 17 24 219
Competition for Order Flow and Smart Order Routing Systems 0 0 2 173 11 17 37 558
Computational Reproducibility in Finance: Evidence from 1,000 Tests 2 3 4 8 3 13 33 48
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 1 2 15 1 4 18 110
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 2 2 11 69
Does Algorithmic Trading Improve Liquidity? 0 0 7 116 13 30 113 650
Equilibrium Bid-Price Dispersion 0 0 2 6 3 4 20 54
Equilibrium Bitcoin Pricing 6 7 16 46 9 19 150 282
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 1 2 11 138
High frequency trading and the new market makers 1 3 18 286 25 48 139 929
High-Frequency Traders and Market Structure 0 0 0 10 0 2 16 52
High-Frequency Trading as Viewed through an Electron Microscope 0 0 1 1 1 3 10 13
High‐Frequency Trading around Large Institutional Orders 0 1 5 73 9 21 55 284
How do designated market makers create value for small-caps? 0 0 2 23 7 11 35 202
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 1 2 168 3 6 21 643
Information Revelation in Decentralized Markets 0 0 1 18 1 4 17 110
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 1 1 7 225
Large orders in small markets: execution with endogenous liquidity supply 0 0 2 2 5 6 15 18
Limit order books and trade informativeness 0 0 1 15 3 3 18 78
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 0 66 1 1 20 249
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 2 84 4 5 40 245
Need for Speed? Exchange Latency and Liquidity 0 0 1 45 3 6 26 213
Nonstandard Errors 0 0 5 46 6 17 54 202
Price pressures 1 1 3 92 17 31 62 449
Shades of darkness: A pecking order of trading venues 0 0 0 56 5 12 32 262
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 3 4 20 200
The Cost of Clearing Fragmentation 0 0 1 4 0 1 12 19
The Economics of Central Clearing 0 1 2 14 2 6 18 52
The Economics of High-Frequency Trading: Taking Stock 0 0 7 192 6 8 55 504
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 1 1 1 88 1 2 23 237
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 3 3 13 28
Total Journal Articles 11 19 89 1,899 170 318 1,182 7,590
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 4 4 6 18
Total Chapters 0 0 0 3 4 4 6 18

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-11-12