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Albert J. Menkveld
Albert J. Menkveld
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Title
Cited by
Cited by
Year
Does algorithmic trading improve liquidity?
T Hendershott, CM Jones, AJ Menkveld
The Journal of finance 66 (1), 1-33, 2011
21012011
High frequency trading and the new market makers
AJ Menkveld
Journal of financial Markets 16 (4), 712-740, 2013
9872013
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
5122008
Middlemen in limit order markets
B Jovanovic, AJ Menkveld
Available at SSRN 1624329, 2016
4372016
Competition for order flow and smart order routing systems
T Foucault, AJ Menkveld
The Journal of Finance 63 (1), 119-158, 2008
3952008
The economics of high-frequency trading: Taking stock
AJ Menkveld
Annual Review of Financial Economics 8 (1), 1-24, 2016
3462016
Equilibrium bitcoin pricing
B Biais, C Bisiere, M Bouvard, C Casamatta, AJ Menkveld
The Journal of Finance 78 (2), 967-1014, 2023
3352023
Price pressures
T Hendershott, AJ Menkveld
Journal of Financial economics 114 (3), 405-423, 2014
3142014
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
2971997
High‐frequency trading around large institutional orders
V Van Kervel, AJ Menkveld
The Journal of Finance 74 (3), 1091-1137, 2019
2652019
Need for speed? Exchange latency and liquidity
AJ Menkveld, MA Zoican
The Review of Financial Studies 30 (4), 1188-1228, 2017
2152017
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
1442017
The decision between internal and external R & D
DB Audretsch, AJ Menkveld, AR Thurik
Journal of Institutional and Theoretical Economics (JITE)/Zeitschrift für …, 1996
1351996
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
1342007
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
1232002
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
1152013
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
812001
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Articles 1–20