Albert J. Menkveld
Names
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Albert |
| middle: |
J. |
| last: |
Menkveld |
Identifer
Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 6%)
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Vrije Universiteit Amsterdam
/ School of Business and Economics (weight: 47%)
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Tinbergen Instituut (weight: 47%)
Research profile
author of:
- Non-Standard Errors (RePEc:ajf:louvlr:2023002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a., - The Economics of Central Clearing (RePEc:anr:refeco:v:13:y:2021:p:153-178)
by Albert J. Menkveld & Guillaume Vuillemey - The Economics of High-Frequency Trading: Taking Stock (RePEc:anr:refeco:v:8:y:2016:p:1-24)
by Albert J. Menkveld - Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods (RePEc:bes:jnlbes:v:25:y:2007:p:213-225)
by Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre - Non-Standard Errors (RePEc:bge:wpaper:1303)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo - The cost of clearing fragmentation (RePEc:bis:biswps:826)
by Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios - Central counterparty exposure in stressed markets (RePEc:bis:biswps:833)
by Wenqian Huang & Albert Menkveld & Shihao Yu - Analysing Perceived Downside Risk: the Component Value‐at‐Risk Framework (RePEc:bla:eufman:v:10:y:2004:i:4:p:567-591)
by Winfried G. Hallerbach & Albert J. Menkveld - High-Frequency Traders and Market Structure (RePEc:bla:finrev:v:49:y:2014:i:2:p:333-344)
by Michael Goldstein & Albert J. Menkveld - Competition for Order Flow and Smart Order Routing Systems (RePEc:bla:jfinan:v:63:y:2008:i:1:p:119-158)
by Thierry Foucault & Albert J. Menkveld - Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount (RePEc:bla:jfinan:v:63:y:2008:i:1:p:159-196)
by Kalok Chan & Albert J. Menkveld & Zhishu Yang - Does Algorithmic Trading Improve Liquidity? (RePEc:bla:jfinan:v:66:y:2011:i:1:p:1-33)
by Terrence Hendershott & Charles M. Jones & Albert J. Menkveld - High‐Frequency Trading around Large Institutional Orders (RePEc:bla:jfinan:v:74:y:2019:i:3:p:1091-1137)
by Vincent Van Kervel & Albert J. Menkveld - Information Revelation in Decentralized Markets (RePEc:bla:jfinan:v:74:y:2019:i:6:p:2751-2787)
by Björn Hagströmer & Albert J. Menkveld - Equilibrium Bitcoin Pricing (RePEc:bla:jfinan:v:78:y:2023:i:2:p:967-1014)
by Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta & Albert J. Menkveld - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Volatility Transmission And Patterns In Bund Futures (RePEc:bla:jfnres:v:20:y:1997:i:4:p:459-482)
by Philip Hans Franses & Reinoud leperen & Paul Kofman & Martin Martens & Bert Menkveld - The cost of clearing fragmentation (RePEc:boe:boeewp:0800)
by Benos, Evangelos & Huang, Wenqian & Menkveld, Albert & Vasios, Michalis - Non-Standard Errors (RePEc:cam:camdae:2182)
by Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S. - Non-Standard Errors (RePEc:cam:camjip:2112)
by Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S. - Non-Standard Errors (RePEc:ces:ceswps:_9453)
by Albert J. et al. Menkveld - Equilibrium Bitcoin Pricing (RePEc:ces:econwp:_48)
by Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta & Albert J. Menkveld - Non-Standard Errors (RePEc:cpr:ceprdp:16751)
by Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz - Competition for Order Flow and Smart Order Routing Systems (RePEc:cpr:ceprdp:5523)
by Foucault, Thierry & Menkveld, Albert J. - Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate (RePEc:cup:jfinqa:v:47:y:2012:i:04:p:821-849_00)
by Menkveld, Albert J. & Sarkar, Asani & Wel, Michel van der - Competition for order flow and smart order routing systems (RePEc:ebg:heccah:0831)
by Foucault, Thierry & Menkveld, Albert - Computational Reproducibility in Finance: Evidence from 1,000 Tests (RePEc:ebg:heccah:1467)
by Pérignon, Christophe & Akmansoy, Olivier & Hurlin, Christophe & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Razen, Michael & We - Euro area sovereign yield dynamics: the role of order imbalance (RePEc:ecb:ecbwps:2004385)
by Menkveld, Albert J. & Cheung, Yiu Chung & de Jong, Frank - Understanding limit order book depth: conditioning on trade informativeness (RePEc:ecm:latm04:142)
by Helena Beltran & Albert J. Menkveld - Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years (RePEc:eee:chieco:v:20:y:2009:i:1:p:29-45)
by Lin, Kuan-Pin & Menkveld, Albert J. & Yang, Zhishu - The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market (RePEc:eee:finmar:v:10:y:2007:i:4:p:391-415)
by Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu - How do designated market makers create value for small-caps? (RePEc:eee:finmar:v:16:y:2013:i:3:p:571-603)
by Menkveld, Albert J. & Wang, Ting - High frequency trading and the new market makers (RePEc:eee:finmar:v:16:y:2013:i:4:p:712-740)
by Menkveld, Albert J. - Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York (RePEc:eee:finmar:v:5:y:2002:i:1:p:57-82)
by Hupperets, Erik C. J. & Menkveld, Albert J. - Market dynamics in the Netherlands: Competition policy and the role of small firms (RePEc:eee:indorg:v:19:y:2001:i:5:p:795-821)
by Audretsch, David B. & van Leeuwen, George & Menkveld, Bert & Thurik, Roy - Price pressures (RePEc:eee:jfinec:v:114:y:2014:i:3:p:405-423)
by Hendershott, Terrence & Menkveld, Albert J. - Shades of darkness: A pecking order of trading venues (RePEc:eee:jfinec:v:124:y:2017:i:3:p:503-534)
by Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang - Splitting orders in overlapping markets: A study of cross-listed stocks (RePEc:eee:jfinin:v:17:y:2008:i:2:p:145-174)
by Menkveld, Albert J. - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms (RePEc:eim:papers:h199902)
by Roy Thurik & Gerco van Leeuwen & David Audretsch & Bert Menkveld - Splitting Orders in Fragmented Markets; evidence from cross-listed stocks (RePEc:ems:eureir:6866)
by Menkveld, A.J. - Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures (RePEc:fip:fednsr:307)
by Albert J. Menkveld & Asani Sarkar & Michel Van der Wel - Are market makers uninformed and passive? Signing trades in the absence of quotes (RePEc:fip:fednsr:395)
by Albert J. Menkveld & Asani Sarkar & Michel Van der Wel - The Decision Between Internal and External R&D (RePEc:fth:miklrr:9603/e)
by Audretsch, D-B & Menkveld, A-J & Thurik, A-R - Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms (RePEc:fth:miklrr:9902/e)
by Audretsch, D.B. & van Leeuwen, G. & Menkveld, B. & Thurik, R. - Non-Standard Errors (RePEc:grz:wpsses:2021-08)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To - Non-Standard Errors (RePEc:hal:cesptp:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Competition for Order Flow and Smart Order Routing Systems (RePEc:hal:journl:hal-00459801)
by Thierry Foucault & Albert J. Menkveld - Need for Speed? Exchange Latency and Liquidity (RePEc:hal:journl:hal-01501352)
by Albert Menkveld & Marius Andrei Zoican - Unknown item RePEc:hal:journl:hal-03810013 (paper)
- Equilibrium bitcoin pricing (RePEc:hal:journl:hal-04067665)
by Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta & Albert J. Menkveld - Competition for Order Flow Smart Order Routing Systems (RePEc:hal:journl:halshs-00009932)
by Thierry Foucault & Albert J. Menkveld - Competition for Order Flow Smart Order Routing Systems (RePEc:hal:journl:halshs-00125689)
by Thierry Foucault & Albert J. Menkveld - Non-Standard Errors (RePEc:hal:journl:halshs-03500882)
by Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí - Need for Speed? Exchange Latency and Liquidity (RePEc:hal:wpaper:hal-01253615)
by Albert Menkveld & Marius Andrei Zoican - Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets (RePEc:hal:wpaper:hal-01253702)
by Albert Menkveld & Emiliano Pagnotta & Marius Andrei Zoican - Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance (RePEc:hal:wpaper:hal-03810013)
by Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert Menkveld & Michael Razen & Utz Weitzel - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Unknown item RePEc:inm:ormnsc:v:65:y:2019:i:10:p:4470-4488 (article)
- Central Counterparty Exposure in Stressed Markets (RePEc:inm:ormnsc:v:67:y:2021:i:6:p:3596-3617)
by Wenqian Huang & Albert J. Menkveld & Shihao Yu - The Cost of Clearing Fragmentation (RePEc:inm:ormnsc:v:70:y:2024:i:6:p:3581-3596)
by Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Firm Size and Efficiency in Innovation: Reply (RePEc:kap:sbusec:v:12:y:1999:i:1:p:97-101)
by Menkveld, A J & Thurik, A R - Non-Standard Errors (RePEc:mse:cesdoc:21033)
by Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard - Volatility Patterns and Spillovers in Bund Futures (RePEc:msh:ebswps:1994-16)
by Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B. - Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties (RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242.)
by Albert J Menkveld - Need for Speed? Exchange Latency and Liquidity (RePEc:oup:rfinst:v:30:y:2017:i:4:p:1188-1228.)
by Albert J. Menkveld & Marius A. Zoican - Asset Price Dynamics with Limited Attention (RePEc:oup:rfinst:v:35:y:2022:i:2:p:962-1008.)
by Terrence Hendershott & Albert J Menkveld & Rémy Praz & Mark Seasholes - Middlemen in Limit Order Markets (RePEc:red:sed010:955)
by Albert J. Menkveld & Boyan Jovanovic - Shades of Darkness: A Pecking Order of Trading Venues (RePEc:red:sed015:1164)
by Haoxiang Zhu & Bart Yueshen & Albert Menkveld - Dispersion and Skewness of Bid Prices (RePEc:red:sed016:1395)
by Albert Menkveld & Boyan Jovanovic - Equilibrium Bitcoin Pricing (RePEc:red:sed019:360)
by Bruno Biais & Albert Menkveld & Catherine Casamatta & Christophe Bisière & Matthieu Bouvard - Non-Standard Errors (RePEc:rug:rugwps:21/1032)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al - A Pricing Model for American Options with Gaussian Interest Rates (RePEc:spr:annopr:v:100:y:2000:i:1:p:211-226:10.1023/a:1019275302878)
by Albert Menkveld & Ton Vorst - Limit order books and trade informativeness (RePEc:taf:eurjfi:v:18:y:2012:i:9:p:737-759)
by H�lena Beltran-Lopez & Joachim Grammig & Albert J. Menkveld - High-Frequency Trading as Viewed through an Electron Microscope (RePEc:taf:ufajxx:v:74:y:2018:i:2:p:24-31)
by Albert J. Menkveld - A Pricing Model for American Options with Stochastic Interest Rates (RePEc:tin:wpaper:19980028)
by Bert Menkveld & Ton Vorst - Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry (RePEc:tin:wpaper:19990023)
by Winfried Hallerbach & Bert Menkveld - Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York (RePEc:tin:wpaper:20000018)
by Erik Hupperets & Bert Menkveld - Splitting Orders in Fragmented Markets (RePEc:tin:wpaper:20010059)
by Bert Menkveld - Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence (RePEc:tin:wpaper:20030037)
by Albert J. Menkveld & Siem Jan Koopman & André Lucas - Macro News, Riskfree Rates, and the Intermediary (RePEc:tin:wpaper:20070086)
by Albert J. Menkveld & Asani Sarkar & Michel van der Wel - Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes (RePEc:tin:wpaper:20090046)
by Michel van der Wel & Albert Menkveld & Asani Sarkar - High Frequency Trading and the New-Market Makers (RePEc:tin:wpaper:20110076)
by Albert J. Menkveld - Central Clearing and Asset Prices (RePEc:tin:wpaper:20130181)
by Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican - Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties (RePEc:tin:wpaper:20140065)
by Albert J. Menkveld - Need for Speed? Exchange Latency and Liquidity (RePEc:tin:wpaper:20140097)
by Albert J. Menkveld & Marius A. Zoican - High-Frequency Trading around Large Institutional Orders (RePEc:tin:wpaper:20170092)
by Vincent van Kervel & Albert J. Menkveld - Large Orders in Small Markets: Execution with Endogenous Liquidity Supply (RePEc:tin:wpaper:20230040)
by Agostino Capponi & Albert J. Menkveld & Hongzhong Zhang - Non-Standard Errors (RePEc:tse:wpaper:128178)
by Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna - Equilibrium Bitcoin Pricing (RePEc:tse:wpaper:33141)
by Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine & Menkveld, Albert J. - Equilibrium Bid-Price Dispersion (RePEc:ucp:jpolec:doi:10.1086/717454)
by Boyan Jovanovic & Albert J. Menkveld - Non-standard errors (RePEc:upf:upfgen:1807)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz - Splitting orders in overlapping markets: a study of cross-listed stocks (RePEc:vua:wpaper:2006-3)
by Menkveld, Albert J. - Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China (RePEc:vua:wpaper:2006-4)
by Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu - Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount (RePEc:vua:wpaper:2006-5)
by Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu - Euro-Area Sovereign Yield Dynamics: the role of order imbalance (RePEc:vua:wpaper:2006-6)
by Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de - Monitoring CCP Exposure, in Real Time if Needed (RePEc:wsi:wschap:9789813223400_0016)
by Albert J. Menkveld - Understanding the limit order book: Conditioning on trade informativeness (RePEc:zbw:cfrwps:0505)
by Beltran, Héléna & Grammig, Joachim & Menkveld, Albert J. - Does algorithmic trading improve liquidity? (RePEc:zbw:cfswop:200841)
by Hendershott, Terrence & Jones, Charles M. & Menkveld, Albert J. - Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate (RePEc:zbw:cfswop:200847)
by Menkveld, Albert J. & Sarkar, Asani & van der Wel, Michel - Price pressures (RePEc:zbw:cfswop:201014)
by Hendershott, Terrence & Menkveld, Albert J. - Limit order books and trade informativeness (RePEc:zbw:cfswop:201109)
by Beltran-Lopez, Hélena & Grammig, Joachim G. & Menkveld, Albert J. - Non-standard errors (RePEc:zbw:iwhdps:112021)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz - Non-standard errors (RePEc:zbw:safewp:327)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz