Browsing All of EconStor by Author Menkveld, Albert J.


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Year of PublicationTitleAuthor(s)
2003Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch EvidenceMenkveld, Albert J.; Koopman, Siem Jan; Lucas, André
2004Euro area sovereign yield dynamics: the role of order imbalanceMenkveld, Albert J.; Cheung, Yiu Chung; de Jong, Frank
2005Understanding the limit order book: Conditioning on trade informativenessBeltran, Héléna; Grammig, Joachim; Menkveld, Albert J.
2007Macro News, Riskfree Rates, and the IntermediaryMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2007Macro news, risk-free rates, and the intermediary: Customer orders for thirty-year treasury futuresMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2008Does algorithmic trading improve liquidity?Hendershott, Terrence; Jones, Charles M.; Menkveld, Albert J.
2008Customer flow, intermediaries, and the discovery of the equilibrium riskfree rateMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2009Are market makers uninformed and passive? Signing trades in the absence of quotesvan der Wel, Michel; Menkveld, Albert J.; Sarkar, Asani
2010Price pressuresHendershott, Terrence; Menkveld, Albert J.
2011High Frequency Trading and the New-Market MakersMenkveld, Albert J.
2011Limit order books and trade informativenessBeltran-Lopez, Hélena; Grammig, Joachim G.; Menkveld, Albert J.
2013Central Clearing and Asset PricesMenkveld, Albert J.; Pagnotta, Emiliano; Zoican, Marius A.
2014Need for Speed? Exchange Latency and LiquidityMenkveld, Albert J.; Zoican, Marius A.
2014Crowded Trades: An Overlooked Systemic Risk for Central Clearing CounterpartiesMenkveld, Albert J.
2017High-Frequency Trading around Large Institutional Ordersvan Kervel, Vincent; Menkveld, Albert J.
2020Equilibrium bitcoin pricingBiais, Bruno; Bisière, Christophe; Bouvard, Matthieu; Casamatta, Catherine; Menkveld, Albert J.
2021Non-standard errorsMenkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; Huber, Jürgen; Johannesson, Magnus; Kirchler, Michael; Neusüss, Sebastian; Razen, Michael; Weitzel, Utz; Finance Crowd Analysis Project (#fincap)
2021Non-standard errorsMenkveld, Albert J.; Ter Ellen, Saskia; Wika, Hans Christian
2021Non-standard errorsMenkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; Huber, Jürgen; Johannesson, Magnus; Kirchler, Michael; Neusüss, Sebastian; Razen, Michael; Weitzel, Utz
2021Non-standard errorsMenkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; Huber, Jürgen; Johannesson, Magnus; Kirchler, Michael; Neusüss, Sebastian; Razen, Michael; Weitzel, Utz; Finance Crowd Analysis Project (#fincap)