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 1 1 1 255 1 4 10 898
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 0 7 15 568
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 1 6 173
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 1 1 45 1 6 10 237
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 0 3 11 188
Central Clearing and Asset Prices 0 0 0 16 0 1 14 151
Central counterparty exposure in stressed markets 0 0 0 12 0 4 15 134
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 1 5 19
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 3 6 23
Competition for Order Flow and Smart Order Routing Systems 0 0 0 2 0 2 10 79
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 6 21 761
Competition for order flow and smart order routing systems 0 0 0 196 0 8 20 605
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 4 11 11
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 2 2 14 18
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 0 2 17 91
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 6 0 2 9 143
Dispersion and Skewness of Bid Prices 0 0 1 37 0 3 22 118
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 5 21 108 361
Equilibrium Bitcoin Pricing 0 0 1 30 1 9 29 123
Equilibrium Bitcoin Pricing 0 0 5 56 0 2 21 204
Equilibrium Bitcoin Pricing 0 1 3 144 5 16 45 602
Equilibrium bitcoin pricing 1 3 3 27 2 11 25 48
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 2 2 10 326
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 1 30 0 1 12 217
High Frequency Trading and the New-Market Makers 0 2 8 458 8 21 87 1,176
High-Frequency Trading around Large Institutional Orders 0 0 0 70 2 5 15 162
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 1 3 333 2 7 32 960
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 1 4 11 523
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 0 0 0 1 3 4
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 7 0 4 16 26
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 2 11 152
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 0 5 11 290
Middlemen in Limit Order Markets 0 0 0 0 1 4 31 639
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 0 3 46 153
Need for Speed? Exchange Latency and Liquidity 0 0 0 26 1 6 10 77
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 1 3 10 85
Non-Standard Errors 0 0 0 16 0 3 13 49
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 1 1 1 77 1 6 16 105
Non-Standard Errors 0 0 1 17 0 6 25 67
Non-Standard Errors 0 0 0 26 1 4 24 88
Non-Standard Errors 0 0 1 19 2 6 27 106
Non-Standard Errors 0 0 0 44 2 12 43 483
Non-Standard Errors 0 0 0 8 1 5 17 51
Non-Standard Errors 0 0 0 0 2 7 19 34
Non-Standard Errors 1 1 1 13 2 8 17 48
Non-Standard Errors 0 0 0 46 1 5 23 90
Non-Standard Errors 0 0 0 19 0 5 33 59
Non-standard errors 0 0 0 33 2 8 21 193
Non-standard errors 0 0 1 28 1 9 22 79
Non-standard errors 0 0 0 33 1 5 14 74
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
Price pressures 0 0 1 21 1 6 24 246
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 9 27 36
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 3 12 1,062
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 0 3 10 164
Splitting Orders in Fragmented Markets 0 0 0 104 0 2 9 508
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 0 9 0 2 4 49
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 0 4 15 381
The Decision Between Internal and External R&D 0 0 0 0 0 2 12 1,591
The cost of clearing fragmentation 0 0 1 17 0 4 18 70
The cost of clearing fragmentation 0 0 2 21 0 1 13 66
Understanding limit order book depth: conditioning on trade informativeness 0 1 2 589 0 8 21 2,387
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 0 2 13 75
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 899 0 2 10 2,368
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 4 10 522
Total Working Papers 4 13 46 5,088 60 355 1,409 22,566
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 1 21 42
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 0 46 0 4 7 153
Asset Price Dynamics with Limited Attention 0 0 1 6 0 3 14 33
Central Counterparty Exposure in Stressed Markets 0 0 0 1 0 2 8 10
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 1 53 0 0 12 202
Competition for Order Flow and Smart Order Routing Systems 1 2 2 173 2 8 23 539
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 5 1 3 24 34
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 1 9 67
Does Algorithmic Trading Improve Liquidity? 1 1 6 115 7 17 85 612
Equilibrium Bid-Price Dispersion 0 0 1 5 0 4 18 48
Equilibrium Bitcoin Pricing 0 6 13 39 47 64 125 237
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 0 3 10 136
High frequency trading and the new market makers 2 2 13 279 10 30 85 865
High-Frequency Traders and Market Structure 0 0 1 10 0 4 16 50
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 0 2 5 8
High‐Frequency Trading around Large Institutional Orders 0 1 4 71 2 8 37 260
How do designated market makers create value for small-caps? 1 1 1 22 6 11 24 189
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 1 167 3 6 15 636
Information Revelation in Decentralized Markets 0 0 1 18 1 4 14 104
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 2 5 223
Large orders in small markets: execution with endogenous liquidity supply 0 1 2 2 1 4 10 12
Limit order books and trade informativeness 0 0 1 15 0 4 14 73
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 0 66 0 9 20 248
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 2 84 0 1 35 240
Need for Speed? Exchange Latency and Liquidity 0 0 1 45 1 10 21 205
Nonstandard Errors 1 1 7 45 4 8 53 180
Price pressures 1 1 2 91 4 13 32 414
Shades of darkness: A pecking order of trading venues 0 0 0 56 0 6 22 250
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 0 16 194
The Cost of Clearing Fragmentation 0 0 1 4 1 7 12 18
The Economics of Central Clearing 0 0 1 13 0 3 12 46
The Economics of High-Frequency Trading: Taking Stock 1 2 9 192 3 18 50 493
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 1 87 7 11 23 235
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 2 10 25
Total Journal Articles 8 18 75 1,870 100 274 902 7,187
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 2026-07-10