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 1 1 1 554
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 0 2 168
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 0 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 0 1 2 178
Central Clearing and Asset Prices 0 0 2 16 1 1 4 138
Central counterparty exposure in stressed markets 0 0 0 12 0 1 7 121
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 1 17
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 2 2 4 17
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 3 7 10 749
Competition for Order Flow and Smart Order Routing Systems 0 0 1 2 2 4 5 73
Competition for order flow and smart order routing systems 0 0 0 196 1 3 6 588
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 1 1 5 9 10
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 3 4 4 4
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 2 5 6 79
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 0 3 8 100
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 1 22 0 2 8 104
Does algorithmic trading improve liquidity? 2 2 6 47 11 17 30 273
Equilibrium Bitcoin Pricing 0 0 2 30 1 3 10 99
Equilibrium Bitcoin Pricing 1 2 5 55 1 4 25 192
Equilibrium Bitcoin Pricing 0 1 3 143 2 8 16 567
Equilibrium bitcoin pricing 0 0 5 24 3 4 14 29
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 1 2 5 319
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 29 1 4 6 210
High Frequency Trading and the New-Market Makers 0 1 6 452 7 11 29 1,105
High-Frequency Trading around Large Institutional Orders 0 0 2 70 1 3 5 150
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 1 1 1 331 1 5 7 934
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 0 6 1 1 3 11
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 1 1 2 96
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 1 1 1 142
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 4 9 24 620
Need for Speed? Exchange Latency and Liquidity 0 0 2 26 0 0 6 67
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 3 3 6 78
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 1 2 8 110
Non-Standard Errors 0 0 1 27 2 5 30 157
Non-Standard Errors 0 0 2 44 6 8 32 452
Non-Standard Errors 0 0 0 8 0 2 4 36
Non-Standard Errors 0 0 0 19 2 2 4 28
Non-Standard Errors 0 0 0 16 2 3 9 46
Non-Standard Errors 0 0 0 46 0 2 5 70
Non-Standard Errors 0 0 0 13 3 3 6 20
Non-Standard Errors 0 0 1 16 1 2 7 39
Non-Standard Errors 0 0 0 26 1 2 5 66
Non-Standard Errors 0 0 0 12 0 0 2 32
Non-Standard Errors 0 0 0 0 0 3 7 19
Non-Standard Errors 0 0 1 76 1 2 8 91
Non-Standard Errors 0 1 1 19 1 3 10 83
Non-standard errors 0 0 1 33 1 1 4 173
Non-standard errors 0 0 0 33 2 4 7 64
Non-standard errors 0 0 1 27 1 4 8 61
Nonstandard Errors 0 0 0 0 0 6 8 8
Nonstandard Errors 0 0 0 0 4 12 18 18
Nonstandard Errors 0 0 3 3 2 9 26 29
Nonstandard errors 0 1 2 12 3 8 28 60
Price pressures 0 0 1 20 1 2 10 224
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 2 4 7 15
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 1 2 4 1,052
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 4 369
The Decision Between Internal and External R&D 0 0 0 0 2 2 3 1,581
The cost of clearing fragmentation 0 1 2 17 0 3 6 55
The cost of clearing fragmentation 0 0 1 19 0 0 5 55
Understanding limit order book depth: conditioning on trade informativeness 1 1 2 588 3 4 11 2,371
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 2 3 4 65
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 0 898 1 1 3 2,359
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 0 512
Total Working Papers 5 11 59 5,071 101 223 569 21,457
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 0 46 0 0 1 146
Asset Price Dynamics with Limited Attention 0 0 0 5 0 1 6 22
Central Counterparty Exposure in Stressed Markets 0 0 0 1 0 0 1 2
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 0 52 1 3 6 196
Competition for Order Flow and Smart Order Routing Systems 0 0 1 171 2 5 11 523
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 2 4 4 6 17 19
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 13 2 3 6 94
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? 1 1 2 110 6 13 20 543
Equilibrium Bid-Price Dispersion 1 1 1 5 1 1 6 35
Equilibrium Bitcoin Pricing 2 5 12 32 10 19 63 142
Firm Size and Efficiency in Innovation: Reply 0 0 0 31 3 4 4 130
High frequency trading and the new market makers 1 3 9 269 5 12 37 795
High-Frequency Traders and Market Structure 0 0 1 10 0 1 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 0 4 68 4 6 22 233
How do designated market makers create value for small-caps? 0 0 1 21 1 3 7 168
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 1 166 1 1 3 623
Information Revelation in Decentralized Markets 0 0 1 17 0 2 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 0 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 1 1 1 206
Need for Speed? Exchange Latency and Liquidity 0 0 3 44 3 4 16 190
Nonstandard Errors 0 3 17 41 3 17 69 151
Price pressures 0 0 3 89 0 2 13 387
Shades of darkness: A pecking order of trading venues 0 0 0 56 2 2 4 232
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 1 3 4 181
The Cost of Clearing Fragmentation 0 0 1 3 0 1 3 7
The Economics of Central Clearing 0 0 0 12 1 1 6 35
The Economics of High-Frequency Trading: Taking Stock 0 0 7 185 1 5 25 450
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 1 1 87 2 3 7 216
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 0 15
Total Journal Articles 5 15 71 1,815 54 121 389 6,462
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 1 2 12
Total Chapters 0 0 0 3 0 1 2 12

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Statistics updated 2025-12-06