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 0 18 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 1 4 9 177
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 1 1 8 610
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 1 45 0 0 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 0 1 15 152
Central counterparty exposure in stressed markets 0 0 0 12 0 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 0 3 21 764
Competition for order flow and smart order routing systems 0 0 0 196 1 2 21 607
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 2 13 13
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 2 4 17 22
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 0 1 17 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 20 118
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 2 5 50 9 17 119 378
Equilibrium Bitcoin Pricing 0 0 1 144 1 2 43 604
Equilibrium Bitcoin Pricing 0 0 2 56 0 1 15 205
Equilibrium Bitcoin Pricing 0 1 1 31 1 4 31 127
Equilibrium VIX in Inelastic Markets 0 0 0 0 3 3 3 3
Equilibrium bitcoin pricing 1 1 4 28 1 2 24 50
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 1 1 9 327
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 1 1 2 31 1 1 11 218
High Frequency Trading and the New-Market Makers 0 2 8 460 13 27 107 1,203
High-Frequency Trading around Large Institutional Orders 1 1 1 71 6 7 21 169
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 1 1 4 334 6 9 40 969
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 0 3 14 526
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 7 1 7 23 33
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 0 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 0 1 11 291
Middlemen in Limit Order Markets 0 0 0 0 2 2 27 641
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 3 13 88
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 0 0 10 77
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 0 1 46 154
Non-Standard Errors 0 0 0 19 0 6 31 112
Non-Standard Errors 0 0 0 46 1 2 24 92
Non-Standard Errors 0 0 0 16 0 0 12 49
Non-Standard Errors 0 0 1 13 1 6 22 54
Non-Standard Errors 0 0 0 8 1 2 19 53
Non-Standard Errors 0 0 0 0 1 1 16 35
Non-Standard Errors 0 1 1 28 0 2 19 173
Non-Standard Errors 0 0 0 19 0 4 37 63
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 0 1 77 0 1 17 106
Non-Standard Errors 0 0 1 17 0 1 24 68
Non-Standard Errors 0 0 0 26 0 0 23 88
Non-standard errors 0 0 0 33 0 2 16 76
Non-standard errors 0 0 1 28 2 3 25 82
Non-standard errors 0 1 1 34 0 2 23 195
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard errors 0 1 1 13 0 3 28 84
Price dislocations: insights from trade repository data 0 0 3 3 0 0 14 14
Price pressures 0 0 1 21 2 4 28 250
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 1 2 27 38
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 1 1 13 1,063
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 4 4 14 168
Splitting Orders in Fragmented Markets 0 0 0 104 0 14 22 522
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 0 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 1 1 13 1,592
The cost of clearing fragmentation 0 0 0 17 0 0 16 70
The cost of clearing fragmentation 0 0 2 21 1 1 12 67
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 589 0 1 20 2,388
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 1 1 13 76
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 899 0 1 11 2,369
Volatility Patterns and Spillovers in Bund Futures 1 1 1 1 2 2 6 6
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 1 1 11 523
Total Working Papers 6 14 52 5,105 72 213 1,533 22,797
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 0 1 8 154
Asset Price Dynamics with Limited Attention 0 0 1 6 0 1 12 34
Central Counterparty Exposure in Stressed Markets 0 0 0 1 1 2 10 12
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 1 53 1 2 11 204
Competition for Order Flow and Smart Order Routing Systems 0 0 2 173 2 8 28 547
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 2 6 4 11 31 45
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 1 1 2 15 2 3 18 109
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 1 7 116 9 25 107 637
Equilibrium Bid-Price Dispersion 0 1 2 6 0 3 17 51
Equilibrium Bitcoin Pricing 1 1 10 40 9 36 143 273
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 0 1 11 137
High frequency trading and the new market makers 1 6 17 285 13 39 115 904
High-Frequency Traders and Market Structure 0 0 0 10 1 2 17 52
High-Frequency Trading as Viewed through an Electron Microscope 0 1 1 1 2 4 9 12
High‐Frequency Trading around Large Institutional Orders 0 2 5 73 4 15 47 275
How do designated market makers create value for small-caps? 0 1 2 23 0 6 30 195
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 1 1 2 168 3 4 18 640
Information Revelation in Decentralized Markets 0 0 1 18 1 5 18 109
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 0 1 11 13
Limit order books and trade informativeness 0 0 1 15 0 2 15 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 1 1 36 241
Need for Speed? Exchange Latency and Liquidity 0 0 1 45 1 5 24 210
Nonstandard Errors 0 1 7 46 5 16 58 196
Price pressures 0 0 2 91 8 18 47 432
Shades of darkness: A pecking order of trading venues 0 0 0 56 3 7 27 257
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 3 19 197
The Cost of Clearing Fragmentation 0 0 1 4 1 1 12 19
The Economics of Central Clearing 0 1 2 14 1 4 16 50
The Economics of High-Frequency Trading: Taking Stock 0 0 7 192 1 5 51 498
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 87 0 1 23 236
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 10 25
Total Journal Articles 5 18 81 1,888 73 233 1,054 7,420
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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