Browsing All of EconStor by Author Menkveld, Albert J.

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Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch EvidenceMenkveld, Albert J.; Koopman, Siem Jan; Lucas, André
2004 Euro area sovereign yield dynamics: the role of order imbalanceMenkveld, Albert J.; Cheung, Yiu Chung; de Jong, Frank
2005 Understanding the limit order book: Conditioning on trade informativenessBeltran, Héléna; Grammig, Joachim; Menkveld, Albert J.
2007 Macro news, risk-free rates, and the intermediary: Customer orders for thirty-year treasury futuresMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2007 Macro News, Riskfree Rates, and the IntermediaryMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2008 Customer flow, intermediaries, and the discovery of the equilibrium riskfree rateMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2008 Does algorithmic trading improve liquidity?Hendershott, Terrence; Jones, Charles M.; Menkveld, Albert J.
2009 Are market makers uninformed and passive? Signing trades in the absence of quotesvan der Wel, Michel; Menkveld, Albert J.; Sarkar, Asani
2010 Price pressuresHendershott, Terrence; Menkveld, Albert J.
2011 High Frequency Trading and the New-Market MakersMenkveld, Albert J.
2011 Limit order books and trade informativenessBeltran-Lopez, Hélena; Grammig, Joachim G.; Menkveld, Albert J.
2013 Central Clearing and Asset PricesMenkveld, Albert J.; Pagnotta, Emiliano; Zoican, Marius A.
2014 Need for Speed? Exchange Latency and LiquidityMenkveld, Albert J.; Zoican, Marius A.
2014 Crowded Trades: An Overlooked Systemic Risk for Central Clearing CounterpartiesMenkveld, Albert J.
2017 High-Frequency Trading around Large Institutional Ordersvan Kervel, Vincent; Menkveld, Albert J.
2020 Equilibrium bitcoin pricingBiais, Bruno; Bisière, Christophe; Bouvard, Matthieu; Casamatta, Catherine; Menkveld, Albert J.