Does algorithmic trading improve liquidity? T Hendershott, CM Jones, AJ Menkveld The Journal of finance 66 (1), 1-33, 2011 | 2101 | 2011 |
High frequency trading and the new market makers AJ Menkveld Journal of financial Markets 16 (4), 712-740, 2013 | 987 | 2013 |
Information asymmetry and asset prices: Evidence from the China foreign share discount K Chan, AJ Menkveld, Z Yang The Journal of Finance 63 (1), 159-196, 2008 | 512 | 2008 |
Middlemen in limit order markets B Jovanovic, AJ Menkveld Available at SSRN 1624329, 2016 | 437 | 2016 |
Competition for order flow and smart order routing systems T Foucault, AJ Menkveld The Journal of Finance 63 (1), 119-158, 2008 | 395 | 2008 |
The economics of high-frequency trading: Taking stock AJ Menkveld Annual Review of Financial Economics 8 (1), 1-24, 2016 | 346 | 2016 |
Equilibrium bitcoin pricing B Biais, C Bisiere, M Bouvard, C Casamatta, AJ Menkveld The Journal of Finance 78 (2), 967-1014, 2023 | 335 | 2023 |
Price pressures T Hendershott, AJ Menkveld Journal of Financial economics 114 (3), 405-423, 2014 | 314 | 2014 |
Some new evidence on the determinants of large-and small-firm innovation B Van Dijk, R Den Hertog, B Menkveld, R Thurik Small Business Economics 9, 335-343, 1997 | 297 | 1997 |
High‐frequency trading around large institutional orders V Van Kervel, AJ Menkveld The Journal of Finance 74 (3), 1091-1137, 2019 | 265 | 2019 |
Need for speed? Exchange latency and liquidity AJ Menkveld, MA Zoican The Review of Financial Studies 30 (4), 1188-1228, 2017 | 215 | 2017 |
The flash crash: A cautionary tale about highly fragmented markets AJ Menkveld, BZ Yueshen Management Science 65 (10), 4470-4488, 2019 | 180* | 2019 |
The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market K Chan, AJ Menkveld, Z Yang Journal of Financial Markets 10 (4), 391-415, 2007 | 163* | 2007 |
Shades of darkness: A pecking order of trading venues AJ Menkveld, BZ Yueshen, H Zhu Journal of Financial Economics 124 (3), 503-534, 2017 | 144 | 2017 |
The decision between internal and external R & D DB Audretsch, AJ Menkveld, AR Thurik Journal of Institutional and Theoretical Economics (JITE)/Zeitschrift für …, 1996 | 135 | 1996 |
Modeling around-the-clock price discovery for cross-listed stocks using state space methods AJ Menkveld, SJ Koopman, A Lucas Journal of Business & Economic Statistics 25 (2), 213-225, 2007 | 134 | 2007 |
Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York ECJ Hupperets, AJ Menkveld Journal of Financial Markets 5 (1), 57-82, 2002 | 123 | 2002 |
Crowded Trades: An overlooked systemic risk for central clearing parties AJ Menkveld Manuscript, VU University Amsterdam, 2016 | 115* | 2016 |
How do designated market makers create value for small-caps? AJ Menkveld, T Wang Journal of Financial Markets 16 (3), 571-603, 2013 | 115 | 2013 |
Market dynamics in the Netherlands: Competition policy and the role of small firms DB Audretsch, G Van Leeuwen, B Menkveld, R Thurik International journal of industrial organization 19 (5), 795-821, 2001 | 81 | 2001 |