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 2 553
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 0 0 4 167
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 1 2 2 16 2 3 3 137
Central counterparty exposure in stressed markets 0 0 0 12 0 1 5 119
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 0 0 1 14
Competition for Order Flow Smart Order Routing Systems 0 0 0 0 1 1 2 17
Competition for Order Flow and Smart Order Routing Systems 0 0 0 189 0 0 1 740
Competition for Order Flow and Smart Order Routing Systems 0 0 2 2 0 0 2 69
Competition for order flow and smart order routing systems 0 0 0 196 1 2 4 585
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 1 1 1 4 4
Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties 0 0 0 52 0 0 2 74
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 1 1 6 0 1 2 134
Dispersion and Skewness of Bid Prices 0 2 3 36 0 2 5 96
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets 0 1 1 22 2 4 6 101
Does algorithmic trading improve liquidity? 0 3 4 45 1 5 14 253
Equilibrium Bitcoin Pricing 0 0 1 141 0 0 7 557
Equilibrium Bitcoin Pricing 1 1 1 51 2 11 19 183
Equilibrium Bitcoin Pricing 0 0 1 29 1 1 15 94
Equilibrium bitcoin pricing 1 1 6 24 2 3 12 23
Euro area sovereign yield dynamics: the role of order imbalance 0 0 0 74 0 0 2 316
Euro-Area Sovereign Yield Dynamics: the role of order imbalance 0 0 0 29 0 0 1 205
High Frequency Trading and the New-Market Makers 0 1 5 450 0 7 20 1,089
High-Frequency Trading around Large Institutional Orders 0 1 3 70 0 1 6 147
Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount 0 0 1 330 0 0 3 928
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York 0 0 0 141 0 1 1 512
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply 0 0 1 6 0 1 5 10
Limit order books and trade informativeness 0 0 0 21 0 0 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 0 4 24 608
Need for Speed? Exchange Latency and Liquidity 0 0 0 13 0 5 7 107
Need for Speed? Exchange Latency and Liquidity 0 0 2 26 0 1 7 67
Need for Speed? Exchange Latency and Liquidity 0 0 0 1 0 0 3 75
Non-Standard Errors 0 0 1 18 0 2 10 79
Non-Standard Errors 0 0 1 46 0 1 5 67
Non-Standard Errors 0 0 1 27 3 5 28 150
Non-Standard Errors 0 0 0 0 0 1 5 15
Non-Standard Errors 0 0 0 12 0 1 1 31
Non-Standard Errors 0 0 0 13 0 1 3 17
Non-Standard Errors 0 0 0 16 0 2 5 42
Non-Standard Errors 0 1 1 16 1 3 6 36
Non-Standard Errors 0 2 3 44 2 7 42 440
Non-Standard Errors 0 1 1 76 1 3 8 89
Non-Standard Errors 0 0 0 26 1 1 4 64
Non-Standard Errors 0 0 1 19 1 2 4 26
Non-Standard Errors 0 0 1 8 1 1 3 34
Non-standard errors 0 0 1 27 0 1 5 57
Non-standard errors 0 1 2 33 0 1 10 172
Non-standard errors 0 0 0 33 1 2 4 60
Nonstandard errors 0 0 5 11 2 3 33 47
Price pressures 0 0 3 20 0 1 19 222
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 1 2 1 1 5 9
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 1 1 2 154
Splitting Orders in Fragmented Markets 0 0 0 104 0 1 1 499
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 1 2 366
The Decision Between Internal and External R&D 0 0 0 0 1 1 3 1,579
The cost of clearing fragmentation 0 0 1 19 0 2 3 53
The cost of clearing fragmentation 0 1 1 16 1 3 3 52
Understanding limit order book depth: conditioning on trade informativeness 0 0 2 587 5 5 9 2,366
Understanding the limit order book: Conditioning on trade informativeness 0 0 0 13 0 0 1 62
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry 0 0 1 898 0 1 3 2,358
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 0 0 512
Total Working Papers 3 19 62 5,052 36 109 426 21,146
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 0 5 19
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 0 2 190
Competition for Order Flow and Smart Order Routing Systems 0 1 4 171 0 2 11 516
Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties 0 0 1 13 0 1 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? 1 1 2 109 2 4 9 527
Equilibrium Bid-Price Dispersion 0 0 0 4 0 1 2 30
Equilibrium Bitcoin Pricing 0 0 11 26 5 9 49 112
Firm Size and Efficiency in Innovation: Reply 0 0 1 31 0 0 1 126
High frequency trading and the new market makers 1 3 17 266 4 11 51 780
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 1 3 3
High‐Frequency Trading around Large Institutional Orders 0 2 7 67 1 6 22 223
How do designated market makers create value for small-caps? 0 1 1 21 0 2 9 165
Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount 0 0 3 166 0 0 5 621
Information Revelation in Decentralized Markets 0 0 1 17 0 2 3 90
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York 0 0 0 65 0 0 10 218
Limit order books and trade informativeness 0 0 3 14 0 0 5 59
Market dynamics in the Netherlands: Competition policy and the role of small firms 1 1 2 66 1 1 3 228
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 3 15 184
Nonstandard Errors 1 7 29 38 4 17 107 127
Price pressures 0 1 6 89 1 3 25 382
Shades of darkness: A pecking order of trading venues 0 0 0 56 0 0 2 228
Splitting orders in overlapping markets: A study of cross-listed stocks 0 0 0 28 0 1 1 178
The Cost of Clearing Fragmentation 0 0 2 3 0 0 4 6
The Economics of Central Clearing 0 0 2 12 0 1 10 34
The Economics of High-Frequency Trading: Taking Stock 0 1 14 183 0 8 48 443
The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market 0 0 0 86 2 3 4 212
VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES 0 0 0 4 0 0 1 15
Total Journal Articles 4 18 113 1,792 20 76 418 6,273
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


Statistics updated 2025-07-04