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 1 888
Are Domestic Investors Better Informed than Foreign Investors?: Evidence from the Perfectly Segmented Market in China 0 0 0 185 0 0 5 553
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 1 4 167
Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms 0 0 0 0 0 2 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 1 1 177
Central Clearing and Asset Prices 0 0 0 14 0 0 0 134
Central counterparty exposure in stressed markets 0 0 0 12 1 3 4 118
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 1 1 1 14
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 1 16
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 1 1 4 740
Competition for Order Flow and Smart Order Routing Systems 0 1 2 2 0 1 3 69
Competition for order flow and smart order routing systems 0 0 0 196 0 1 3 583
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 1 0 2 3 3
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 0 1 2 74
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 5 0 0 1 133
Dispersion and Skewness of Bid Prices 0 1 1 34 1 2 3 94
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 0 0 21 0 1 2 97
Does algorithmic trading improve liquidity? 0 1 1 42 1 5 12 248
Equilibrium Bitcoin Pricing 0 0 0 50 2 5 12 172
Equilibrium Bitcoin Pricing 0 1 1 29 0 4 14 93
Equilibrium Bitcoin Pricing 0 0 2 141 0 4 11 557
Equilibrium bitcoin pricing 0 2 6 23 0 3 10 20
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 1 4 316
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 29 0 0 2 205
High Frequency Trading and the New-Market Makers 1 3 5 449 3 6 19 1,082
High-Frequency Trading around Large Institutional Orders 1 1 2 69 1 1 5 146
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 0 1 330 0 1 3 928
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 1 141 0 0 2 511
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 6 0 1 4 9
Limit order books and trade informativeness 0 0 0 21 0 1 3 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 0 279
Middlemen in Limit Order Markets 0 0 0 0 3 5 30 604
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 0 0 2 102
Need for Speed? Exchange Latency and Liquidity 0 0 3 26 0 0 8 66
Need for Speed? Exchange Latency and Liquidity 0 0 1 1 1 1 6 75
Non-Standard Errors 0 0 1 75 1 3 9 86
Non-Standard Errors 0 0 0 16 2 2 5 40
Non-Standard Errors 0 0 1 42 1 10 52 433
Non-Standard Errors 0 0 1 12 0 0 1 30
Non-Standard Errors 0 0 0 0 0 2 7 14
Non-Standard Errors 0 0 1 19 0 0 2 24
Non-Standard Errors 0 0 1 8 1 1 3 33
Non-Standard Errors 0 0 0 15 1 1 5 33
Non-Standard Errors 0 0 1 13 0 2 3 16
Non-Standard Errors 0 1 4 27 2 11 79 145
Non-Standard Errors 0 0 3 18 1 3 14 77
Non-Standard Errors 0 0 0 26 1 2 3 63
Non-Standard Errors 0 0 2 46 0 1 5 66
Non-standard errors 0 0 1 32 1 2 17 171
Non-standard errors 0 0 0 33 0 1 5 58
Non-standard errors 0 1 2 27 1 3 5 56
Nonstandard errors 0 0 11 11 1 9 44 44
Price pressures 0 1 3 20 1 4 18 221
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 1 2 0 0 5 8
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 1 2 1,050
Shades of Darkness: A Pecking Order of Trading Venues 0 0 0 38 0 0 2 153
Splitting Orders in Fragmented Markets 0 0 0 104 0 0 0 498
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks 0 0 1 9 0 0 1 45
Splitting orders in overlapping markets: a study of cross-listed stocks 0 0 0 90 0 0 1 365
The Decision Between Internal and External R&D 0 0 0 0 0 0 3 1,578
The cost of clearing fragmentation 0 0 0 15 0 0 2 49
The cost of clearing fragmentation 0 1 1 19 0 1 1 51
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 587 0 0 6 2,361
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 1 1 1 62
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 898 0 1 2 2,357
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 0 512
Total Working Papers 2 14 66 5,033 30 116 491 21,037
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 1 1 21
Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework 0 0 1 46 0 1 3 146
Asset Price Dynamics with Limited Attention 0 0 3 5 0 2 8 19
Central Counterparty Exposure in Stressed Markets 0 0 1 1 0 1 2 2
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years 0 0 0 52 0 0 2 190
Competition for Order Flow and Smart Order Routing Systems 0 0 3 170 0 1 10 514
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 1 1 13 1 2 3 90
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 1 108 0 0 5 523
Equilibrium Bid-Price Dispersion 0 0 0 4 0 0 1 29
Equilibrium Bitcoin Pricing 0 4 12 26 4 17 50 103
Firm Size and Efficiency in Innovation: Reply 0 0 1 31 0 0 1 126
High frequency trading and the new market makers 1 2 24 263 1 10 66 769
High-Frequency Traders and Market Structure 0 0 0 9 0 0 1 34
High-Frequency Trading as Viewed through an Electron Microscope 0 0 0 0 0 2 2 2
High‐Frequency Trading around Large Institutional Orders 0 1 10 65 0 2 28 217
How do designated market makers create value for small-caps? 0 0 0 20 0 1 10 163
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 1 3 166 0 1 6 621
Information Revelation in Decentralized Markets 0 1 2 17 0 1 3 88
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 9 10 218
Limit order books and trade informativeness 0 1 3 14 0 2 6 59
Market dynamics in the Netherlands: Competition policy and the role of small firms 0 1 1 65 0 2 2 227
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 1 1 11 44 1 3 23 181
Nonstandard Errors 0 5 31 31 4 19 110 110
Price pressures 0 1 6 88 0 3 26 379
Shades of darkness: A pecking order of trading venues 0 0 1 56 0 0 3 228
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 0 0 177
The Cost of Clearing Fragmentation 1 1 3 3 1 2 6 6
The Economics of Central Clearing 0 0 2 12 1 3 10 33
The Economics of High-Frequency Trading: Taking Stock 1 4 17 182 2 9 49 435
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 0 86 0 0 1 209
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 1 15
Total Journal Articles 4 24 138 1,774 15 94 451 6,197
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 11
Total Chapters 0 0 0 3 0 1 2 11

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Statistics updated 2025-04-04