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 2 168
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 2 2 4 604
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 0 44 0 0 0 227
Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms 0 0 0 25 1 1 2 178
Central Clearing and Asset Prices 0 0 2 16 0 0 3 137
Central counterparty exposure in stressed markets 0 0 0 12 1 1 7 121
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 1 2 2 2 3 71
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 3 5 7 746
Competition for order flow and smart order routing systems 0 0 0 196 1 2 5 587
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 1 4 4 8 9
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 1 1 1
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 2 3 5 77
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 1 6 0 0 1 134
Dispersion and Skewness of Bid Prices 0 0 3 36 2 3 8 100
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 1 22 2 3 8 104
Does algorithmic trading improve liquidity? 0 0 4 45 3 8 21 262
Equilibrium Bitcoin Pricing 0 3 4 54 1 6 25 191
Equilibrium Bitcoin Pricing 0 1 2 30 2 4 13 98
Equilibrium Bitcoin Pricing 0 2 3 143 4 8 14 565
Equilibrium bitcoin pricing 0 0 6 24 0 3 13 26
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 2 4 318
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 29 2 3 5 209
High Frequency Trading and the New-Market Makers 0 1 7 452 2 4 24 1,098
High-Frequency Trading around Large Institutional Orders 0 0 2 70 1 2 4 149
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 0 0 330 4 5 6 933
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 0 1 280
Middlemen in Limit Order Markets 0 0 0 0 2 7 22 616
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 1 2 7 109
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 6 67
Non-Standard Errors 0 0 0 26 0 1 4 65
Non-Standard Errors 0 0 1 76 1 1 7 90
Non-Standard Errors 0 0 0 0 0 4 7 19
Non-Standard Errors 0 0 2 44 0 6 31 446
Non-Standard Errors 0 0 1 16 1 1 6 38
Non-Standard Errors 0 0 1 19 0 0 3 26
Non-Standard Errors 0 0 0 13 0 0 3 17
Non-Standard Errors 0 0 0 16 0 2 7 44
Non-Standard Errors 0 0 0 12 0 1 2 32
Non-Standard Errors 0 0 1 27 1 4 29 155
Non-Standard Errors 0 1 1 19 1 2 10 82
Non-Standard Errors 0 0 0 8 2 2 4 36
Non-Standard Errors 0 0 0 46 2 3 6 70
Non-standard errors 0 0 0 33 2 2 5 62
Non-standard errors 0 0 1 27 3 3 7 60
Non-standard errors 0 0 1 33 0 0 5 172
Nonstandard Errors 0 0 3 3 4 7 27 27
Nonstandard Errors 0 0 0 0 5 6 8 8
Nonstandard Errors 0 0 0 0 3 9 14 14
Nonstandard errors 0 1 2 12 1 6 28 57
Price pressures 0 0 2 20 1 1 11 223
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 2 4 5 13
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 1 1 3 1,051
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 0 0 1 154
Splitting Orders in Fragmented Markets 0 0 0 104 0 0 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 1 2 4 368
The Decision Between Internal and External R&D 0 0 0 0 0 0 1 1,579
The cost of clearing fragmentation 0 1 2 17 1 3 6 55
The cost of clearing fragmentation 0 0 1 19 0 1 5 55
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 587 0 2 9 2,368
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 0 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 0 10 61 5,066 75 158 507 21,356
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 0 3 6 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 2 4 6 195
Competition for Order Flow and Smart Order Routing Systems 0 0 3 171 2 3 14 521
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 4 4 1 3 15 15
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 13 1 1 4 92
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 1 109 7 8 14 537
Equilibrium Bid-Price Dispersion 0 0 0 4 0 1 5 34
Equilibrium Bitcoin Pricing 0 3 11 30 2 16 60 132
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 1 1 1 127
High frequency trading and the new market makers 0 2 9 268 1 8 38 790
High-Frequency Traders and Market Structure 0 1 1 10 1 2 2 36
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 4 68 1 4 20 229
How do designated market makers create value for small-caps? 0 0 1 21 2 2 7 167
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 1 166 0 1 2 622
Information Revelation in Decentralized Markets 0 0 1 17 2 3 6 93
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 1 1 3 3
Limit order books and trade informativeness 0 0 1 14 0 1 3 60
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 0 2 66 0 0 4 229
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 0 82 0 0 0 205
Need for Speed? Exchange Latency and Liquidity 0 0 4 44 1 2 14 187
Nonstandard Errors 2 3 20 41 10 16 76 148
Price pressures 0 0 3 89 2 5 14 387
Shades of darkness: A pecking order of trading venues 0 0 0 56 0 1 2 230
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 2 2 3 180
The Cost of Clearing Fragmentation 0 0 1 3 0 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 1 10 185 2 5 39 449
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 1 1 1 87 1 2 5 214
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 1 15
Total Journal Articles 3 13 81 1,810 42 96 389 6,408
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 1 1 2 12
Total Chapters 0 0 0 3 1 1 2 12

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Statistics updated 2025-11-08