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 1 1 255 3 6 13 901
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 1 2 16 569
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 1 1 7 174
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 0 2 7 609
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 1 45 0 3 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 0 14 151
Central counterparty exposure in stressed markets 0 0 0 12 0 0 14 134
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 5 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 0 189 0 0 20 761
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 1 1 11 80
Competition for order flow and smart order routing systems 0 0 0 196 0 5 20 605
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 0 2 13 18
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 0 2 11 11
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 1 1 18 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 1 21 118
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 0 22 0 0 4 105
Does algorithmic trading improve liquidity? 0 1 3 48 1 14 108 362
Equilibrium Bitcoin Pricing 0 0 3 144 0 8 45 602
Equilibrium Bitcoin Pricing 1 1 2 31 3 5 32 126
Equilibrium Bitcoin Pricing 0 0 5 56 1 1 20 205
Equilibrium VIX in Inelastic Markets 0 0 0 0 0 0 0 0
Equilibrium bitcoin pricing 0 2 3 27 0 4 25 48
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 2 10 326
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 1 30 0 1 11 217
High Frequency Trading and the New-Market Makers 2 3 9 460 5 22 87 1,181
High-Frequency Trading around Large Institutional Orders 0 0 0 70 0 2 15 162
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 0 3 333 0 3 32 960
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 2 3 13 525
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 1 2 4 5
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 7 3 3 19 29
Limit order books and trade informativeness 0 0 0 21 0 0 8 103
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 10 290
Middlemen in Limit Order Markets 0 0 0 0 0 2 30 639
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 0 2 10 77
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 0 1 46 153
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 1 10 85
Non-Standard Errors 0 0 0 8 1 3 18 52
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 1 17 0 1 25 67
Non-Standard Errors 0 0 0 46 0 4 23 90
Non-Standard Errors 0 0 0 0 0 5 19 34
Non-Standard Errors 0 1 1 13 1 5 18 49
Non-Standard Errors 0 0 1 19 4 7 30 110
Non-Standard Errors 0 0 0 26 0 3 24 88
Non-Standard Errors 0 0 0 19 2 3 35 61
Non-Standard Errors 0 1 1 77 1 2 17 106
Non-Standard Errors 0 0 0 16 0 0 12 49
Non-standard errors 0 0 1 28 1 3 23 80
Non-standard errors 0 0 0 33 0 2 21 193
Non-standard errors 0 0 0 33 1 3 15 75
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard errors 0 0 1 12 1 3 31 82
Price dislocations: insights from trade repository data 0 1 3 3 0 3 14 14
Price pressures 0 0 1 21 0 1 24 246
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 0 27 36
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 0 12 1,062
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 0 1 10 164
Splitting Orders in Fragmented Markets 0 0 0 104 1 1 9 509
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 1 1 5 50
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 0 0 15 381
The Decision Between Internal and External R&D 0 0 0 0 0 0 12 1,591
The cost of clearing fragmentation 0 0 1 17 0 0 18 70
The cost of clearing fragmentation 0 0 2 21 0 0 12 66
Understanding limit order book depth: conditioning on trade informativeness 0 1 2 589 1 4 22 2,388
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 0 1 13 75
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 899 0 1 10 2,368
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 2 4 4
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 2 10 522
Total Working Papers 3 12 51 5,094 44 187 1,447 22,628
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 2 7 153
Asset Price Dynamics with Limited Attention 0 0 1 6 0 1 14 33
Central Counterparty Exposure in Stressed Markets 0 0 0 1 1 2 9 11
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 1 53 0 0 11 202
Competition for Order Flow and Smart Order Routing Systems 0 2 2 173 2 7 23 541
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 5 1 3 23 35
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 14 0 1 15 106
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? 1 2 7 116 8 21 91 620
Equilibrium Bid-Price Dispersion 1 1 2 6 2 3 17 50
Equilibrium Bitcoin Pricing 0 2 12 39 26 78 147 263
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 0 1 10 136
High frequency trading and the new market makers 4 6 17 283 16 32 99 881
High-Frequency Traders and Market Structure 0 0 1 10 0 1 16 50
High-Frequency Trading as Viewed through an Electron Microscope 1 1 1 1 2 2 7 10
High‐Frequency Trading around Large Institutional Orders 1 1 5 72 3 7 38 263
How do designated market makers create value for small-caps? 1 2 2 23 2 11 26 191
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 1 167 1 5 16 637
Information Revelation in Decentralized Markets 0 0 1 18 2 5 16 106
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 1 1 6 224
Large orders in small markets: execution with endogenous liquidity supply 0 1 2 2 0 2 10 12
Limit order books and trade informativeness 0 0 1 15 2 3 16 75
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 0 66 0 2 19 248
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 2 84 0 0 35 240
Need for Speed? Exchange Latency and Liquidity 0 0 1 45 2 3 22 207
Nonstandard Errors 1 2 8 46 5 9 53 185
Price pressures 0 1 2 91 4 13 36 418
Shades of darkness: A pecking order of trading venues 0 0 0 56 0 1 21 250
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 2 2 18 196
The Cost of Clearing Fragmentation 0 0 1 4 0 2 12 18
The Economics of Central Clearing 0 0 1 13 0 1 12 46
The Economics of High-Frequency Trading: Taking Stock 0 2 8 192 3 13 52 496
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 87 0 7 23 235
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 10 25
Total Journal Articles 10 23 83 1,880 85 241 960 7,272
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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Statistics updated 2026-08-07