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 0 888
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 0 0 0 553
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 1 3 168
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 0 0 2 16 0 0 3 137
Central counterparty exposure in stressed markets 0 0 0 12 0 1 6 120
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 1 2 15
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 2 17
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 1 3 4 743
Competition for Order Flow and Smart Order Routing Systems 0 0 1 2 0 0 1 69
Competition for order flow and smart order routing systems 0 0 0 196 1 1 4 586
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 0 0 0 0
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 1 0 1 4 5
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 1 1 3 75
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 1 6 0 0 2 134
Dispersion and Skewness of Bid Prices 0 0 3 36 1 2 6 98
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 1 22 0 1 6 102
Does algorithmic trading improve liquidity? 0 0 4 45 3 6 19 259
Equilibrium Bitcoin Pricing 0 1 2 30 0 2 15 96
Equilibrium Bitcoin Pricing 1 3 4 54 2 7 26 190
Equilibrium Bitcoin Pricing 1 2 3 143 2 4 11 561
Equilibrium bitcoin pricing 0 0 6 24 1 3 13 26
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 1 2 4 318
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 29 1 2 3 207
High Frequency Trading and the New-Market Makers 1 2 7 452 2 7 23 1,096
High-Frequency Trading around Large Institutional Orders 0 0 2 70 1 1 4 148
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 0 0 330 0 1 2 929
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 0 0 1 512
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 6 0 0 4 10
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 0 0 0 1
Limit order books and trade informativeness 0 0 0 21 0 0 1 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 1 1 280
Middlemen in Limit Order Markets 0 0 0 0 3 6 26 614
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 0 3 75
Need for Speed? Exchange Latency and Liquidity 0 0 2 26 0 0 7 67
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 0 1 7 108
Non-Standard Errors 0 0 1 16 0 1 5 37
Non-Standard Errors 0 0 2 44 2 6 34 446
Non-Standard Errors 0 0 0 26 1 1 4 65
Non-Standard Errors 0 0 0 0 3 4 7 19
Non-Standard Errors 0 0 0 16 1 2 7 44
Non-Standard Errors 0 0 0 8 0 0 2 34
Non-Standard Errors 0 0 0 12 0 1 2 32
Non-Standard Errors 0 0 0 13 0 0 3 17
Non-Standard Errors 1 1 1 19 1 2 10 81
Non-Standard Errors 0 0 1 19 0 0 3 26
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 0 46 0 1 5 68
Non-Standard Errors 0 0 1 76 0 0 6 89
Non-standard errors 0 0 1 27 0 0 4 57
Non-standard errors 0 0 0 33 0 0 3 60
Non-standard errors 0 0 1 33 0 0 8 172
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard Errors 0 0 3 3 3 3 23 23
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard errors 1 1 2 12 4 9 28 56
Price pressures 0 0 3 20 0 0 13 222
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 2 3 11
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 0 0 2 154
Splitting Orders in Fragmented Markets 0 0 0 104 0 1 2 500
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 0 1 3 367
The Decision Between Internal and External R&D 0 0 0 0 0 0 1 1,579
The cost of clearing fragmentation 0 0 1 19 0 2 5 55
The cost of clearing fragmentation 1 1 2 17 2 2 5 54
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 587 1 2 10 2,368
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 1 1 2 63
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 898 0 0 3 2,358
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 0 512
Total Working Papers 6 11 62 5,066 47 107 469 21,281
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 1 3 7 22
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 3 5 193
Competition for Order Flow and Smart Order Routing Systems 0 0 3 171 1 3 12 519
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 4 4 1 4 14 14
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 13 0 0 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? 0 0 2 109 0 3 10 530
Equilibrium Bid-Price Dispersion 0 0 0 4 0 4 6 34
Equilibrium Bitcoin Pricing 3 4 14 30 7 18 62 130
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 0 0 0 126
High frequency trading and the new market makers 2 2 10 268 6 9 41 789
High-Frequency Traders and Market Structure 0 1 1 10 0 1 1 35
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 0 0 3 3
High‐Frequency Trading around Large Institutional Orders 0 1 5 68 1 5 21 228
How do designated market makers create value for small-caps? 0 0 1 21 0 0 8 165
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 2 166 0 1 3 622
Information Revelation in Decentralized Markets 0 0 1 17 0 1 4 91
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 0 9 218
Large orders in small markets: execution with endogenous liquidity supply 0 0 0 0 0 0 2 2
Limit order books and trade informativeness 0 0 1 14 1 1 3 60
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 2 66 0 1 4 229
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 2 15 186
Nonstandard Errors 1 1 23 39 4 11 88 138
Price pressures 0 0 4 89 0 3 17 385
Shades of darkness: A pecking order of trading venues 0 0 0 56 0 2 3 230
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 0 1 178
The Cost of Clearing Fragmentation 0 0 1 3 1 1 3 7
The Economics of Central Clearing 0 0 0 12 0 0 5 34
The Economics of High-Frequency Trading: Taking Stock 0 2 12 185 2 4 42 447
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 0 86 0 1 5 213
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 1 15
Total Journal Articles 7 12 94 1,807 25 81 405 6,366
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

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Statistics updated 2025-10-06