20
H index
27
i10 index
1774
Citations
Tinbergen Instituut (47% share) | 20 H index 27 i10 index 1774 Citations RESEARCH PRODUCTION: 29 Articles 59 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Albert J. Menkveld. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 5 |
Journal of Financial Markets | 4 |
Journal of Financial Economics | 2 |
Review of Financial Studies | 2 |
Annual Review of Financial Economics | 2 |
Year | Title of citing document | |
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2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022009. Full description at Econpapers || Download paper | |
2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian ; Wang, Linqi ; Linton, Oliver. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022002. Full description at Econpapers || Download paper | |
2021 | Loss Sharing in Central Clearinghouses: Winners and Losers. (2021). Sherman, Mila Getmansky ; Pelizzon, Loriana ; Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:066. Full description at Econpapers || Download paper | |
2022 | Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172. Full description at Econpapers || Download paper | |
2022 | When is the Order to Trade Ratio fee effective?. (2022). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:11. Full description at Econpapers || Download paper | |
2022 | When is the Order to Trade fee effective?. (2021). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:8. Full description at Econpapers || Download paper | |
2022 | New closed-form approximations in multi-asset market making. (2018). Vieira, Douglas ; Evangelista, David. In: Papers. RePEc:arx:papers:1810.04383. Full description at Econpapers || Download paper | |
2021 | Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595. Full description at Econpapers || Download paper | |
2021 | Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140. Full description at Econpapers || Download paper | |
2021 | Adversarial Attacks on Machine Learning Systems for High-Frequency Trading. (2020). Goldstein, Tom ; Patel, Ankit B ; Schwarzschild, Avi ; Goldblum, Micah. In: Papers. RePEc:arx:papers:2002.09565. Full description at Econpapers || Download paper | |
2021 | Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model. (2020). Tantari, Daniele ; Lillo, Fabrizio ; di Gangi, Domenico ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2007.15545. Full description at Econpapers || Download paper | |
2021 | Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts. (2021). Yu, Chuyi ; Jos'e E. Figueroa-L'opez, ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2101.03086. Full description at Econpapers || Download paper | |
2021 | Evidence and Behaviour of Support and Resistance Levels in Financial Time Series. (2021). Chung, Ken ; Bellotti, Anthony. In: Papers. RePEc:arx:papers:2101.07410. Full description at Econpapers || Download paper | |
2021 | The American put with finite-time maturity and stochastic interest rate. (2021). Cai, Cheng ; Palczewski, Jan ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2104.08502. Full description at Econpapers || Download paper | |
2021 | CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance. (2021). Gervais, Arthur ; Lazzaretti, Ludovico ; Afonin, Yaroslav ; Zhou, Liyi ; Qin, Kaihua. In: Papers. RePEc:arx:papers:2106.08157. Full description at Econpapers || Download paper | |
2021 | A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik. In: Papers. RePEc:arx:papers:2109.10950. Full description at Econpapers || Download paper | |
2021 | Deep Hawkes Process for High-Frequency Market Making. (2021). Kumar, Pankaj. In: Papers. RePEc:arx:papers:2109.15110. Full description at Econpapers || Download paper | |
2022 | Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893. Full description at Econpapers || Download paper | |
2022 | High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach. (2022). Guo, CE ; Luk, Wayne ; Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang. In: Papers. RePEc:arx:papers:2208.13654. Full description at Econpapers || Download paper | |
2022 | Are Front-running HFTs Harmful?. (2022). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2211.06046. Full description at Econpapers || Download paper | |
2023 | Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362. Full description at Econpapers || Download paper | |
2021 | Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2021). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0703. Full description at Econpapers || Download paper | |
2021 | Systemic Risk and Portfolio Diversification: Evidence from the Futures Market. (2021). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:21-50. Full description at Econpapers || Download paper | |
2021 | Non-Standard Errors. (2021). Kirchler, Michael ; Johannesson, Magnus ; Huber, Juergen ; Holzmeister, Felix ; Dreber, Anna ; Menkveld, Albert J ; Gil-Bazo, Javier ; Brownlees, Christian ; Weitzel, Utz ; Razen, Michael ; Neussus, Sebastian. In: Working Papers. RePEc:bge:wpaper:1303. Full description at Econpapers || Download paper | |
2022 | Information flows and the law of one price. (2022). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:22-05. Full description at Econpapers || Download paper | |
2022 | Systemic Risk in Markets with Multiple Central Counterparties. (2022). , Luitgard ; Aldasoro, Inaki. In: BIS Working Papers. RePEc:bis:biswps:1052. Full description at Econpapers || Download paper | |
2021 | Quantifying the high-frequency trading arms race. (2021). O'Neill, Peter ; Budish, Eric ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:955. Full description at Econpapers || Download paper | |
2021 | Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972. Full description at Econpapers || Download paper | |
2021 | Effect of positive tone in MD&A disclosure on capital structure adjustment speed: evidence from China. (2021). Yan, Lina ; Wu, Duowen ; Wang, Qian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5809-5845. Full description at Econpapers || Download paper | |
2022 | Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99. Full description at Econpapers || Download paper | |
2021 | Is faster or slower trading better? An examination of order type execution speed and costs. (2021). Wu, Fei ; Huang, Tao ; Garvey, Ryan. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:326-363. Full description at Econpapers || Download paper | |
2022 | Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94. Full description at Econpapers || Download paper | |
2022 | Stock splits and retail trading. (2022). van Ness, Bonnie ; Cox, Justin. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:731-750. Full description at Econpapers || Download paper | |
2022 | Capital market liberalization and auditors accounting adjustments: Evidence from a quasi?experiment. (2022). Zhang, Min ; Wang, Cyndia ; Hope, Olekristian ; Deng, Yingwen. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:215-248. Full description at Econpapers || Download paper | |
2022 | Liquidity measurement: A comparative review of the literature with a focus on high frequency. (2022). Ekinci, Cumhur ; Guloglu, Zeynep Cobandag. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:41-74. Full description at Econpapers || Download paper | |
2022 | High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107. Full description at Econpapers || Download paper | |
2021 | Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754. Full description at Econpapers || Download paper | |
2021 | Tracking Retail Investor Activity. (2021). Zhang, Xiaoyan ; Jones, Charles M ; Boehmer, Ekkehart. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305. Full description at Econpapers || Download paper | |
2022 | Clients Connections: Measuring the Role of Private Information in Decentralized Markets. (2022). Pinter, Gabor ; Kondor, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:505-544. Full description at Econpapers || Download paper | |
2021 | Round?number biases on trading time: Evidence from international markets. (2021). Chen, Tao. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:469-495. Full description at Econpapers || Download paper | |
2022 | Preopening price indications and market quality: Evidence from NYSE Rule 48. (2022). Kim, Youngsoo ; Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:205-228. Full description at Econpapers || Download paper | |
2022 | Periodicity of trading activity in foreign exchange markets. (2022). Chen, Tao ; Chang, Haodong. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:445-465. Full description at Econpapers || Download paper | |
2022 | How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297. Full description at Econpapers || Download paper | |
2021 | Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148. Full description at Econpapers || Download paper | |
2022 | Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders. (2022). Liaudinskas, Karolis. In: Working Paper. RePEc:bno:worpap:2022_6. Full description at Econpapers || Download paper | |
2021 | Comparing minds and machines: implications for financial stability. (2021). Haldane, Andy ; Buckmann, Marcus ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0937. Full description at Econpapers || Download paper | |
2021 | Non-standard errors. (2021). Jurkatis, Simon ; Gehrig, Thomas ; Ferrara, Gerardo. In: Bank of England working papers. RePEc:boe:boeewp:0955. Full description at Econpapers || Download paper | |
2022 | Margin procyclicality and the collateral cycle. (2022). Ranaldo, Angelo ; Ferrara, Gerardo ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0966. Full description at Econpapers || Download paper | |
2022 | Information chasing versus adverse selection. (2022). Zou, Junyuan ; Wang, Chaojun ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0971. Full description at Econpapers || Download paper | |
2022 | Efficiency of central clearing under liquidity stress. (2022). Gao, Haotian ; Caccioli, Fabio ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1002. Full description at Econpapers || Download paper | |
2022 | Dynamic Autoregressive Liquidity (DArLiQ). (2022). Hafner, Christian. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2214. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | A Factor Model for Cryptocurrency Returns. (2021). Babiak, Mykola ; Bianchi, Daniele. In: CERGE-EI Working Papers. RePEc:cer:papers:wp710. Full description at Econpapers || Download paper | |
2022 | Effect of Exchange-Traded Funds Arbitrage Transactions on their Underlying Holdings. (2022). Boadu-Sebbe, Gregory. In: CERGE-EI Working Papers. RePEc:cer:papers:wp738. Full description at Econpapers || Download paper | |
2022 | Big data applications with theoretical models and social media in financial management. (2022). Gupta, Shivam ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf550. Full description at Econpapers || Download paper | |
2021 | Commonality and contrarian trading among algorithmic traders. (2021). Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000393. Full description at Econpapers || Download paper | |
2021 | What do insiders know? Evidence from insider trading around share repurchases and SEOs. (2021). michaely, roni ; Cziraki, Peter ; Lyandres, Evgeny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119918308824. Full description at Econpapers || Download paper | |
2021 | Flights-to-control: Time variation in the value of a vote. (2021). Easton, Steve ; Docherty, Paul ; Pinder, Sean. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302340. Full description at Econpapers || Download paper | |
2021 | Short-term debt catering. (2021). Lugo, Stefano. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302613. Full description at Econpapers || Download paper | |
2021 | Returns and network growth of digital tokens after cross-listings. (2021). Nikbakht, Ehsan ; Benedetti, Hugo . In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302972. Full description at Econpapers || Download paper | |
2021 | Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625. Full description at Econpapers || Download paper | |
2022 | Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397. Full description at Econpapers || Download paper | |
2022 | Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415. Full description at Econpapers || Download paper | |
2022 | Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439. Full description at Econpapers || Download paper | |
2022 | Entrepreneurial incentives and the role of initial coin offerings. (2022). , Maarten ; Garratt, Rodney J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:142:y:2022:i:c:s0165188921001068. Full description at Econpapers || Download paper | |
2022 | Payments on digital platforms: Resiliency, interoperability and welfare. (2022). Wong, Tsz-Nga ; Chiu, Jonathan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:142:y:2022:i:c:s0165188921001081. Full description at Econpapers || Download paper | |
2022 | Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019. Full description at Econpapers || Download paper | |
2022 | Are high frequency traders responsible for extreme price movements?. (2022). Westerholm, Joakim P ; Prodromou, Tina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:94-111. Full description at Econpapers || Download paper | |
2023 | A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers || Download paper | |
2021 | Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318. Full description at Econpapers || Download paper | |
2022 | Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947. Full description at Econpapers || Download paper | |
2022 | Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199. Full description at Econpapers || Download paper | |
2021 | Can HFT profit in Chinese stock market?. (2021). Liu, Wei. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s016517652100392x. Full description at Econpapers || Download paper | |
2022 | Intertemporal variation in abnormal volume around earnings announcements: “Distraction” or “flocking-and-dispersing”?. (2022). Nikiforov, Andrei L ; Ph, Ivo. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s016517652200249x. Full description at Econpapers || Download paper | |
2022 | Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour. (2022). Poti, Valerio ; Morone, Andrea ; Caferra, Rocco. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002555. Full description at Econpapers || Download paper | |
2022 | A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:399-422. Full description at Econpapers || Download paper | |
2022 | Optimal liquidation problem in illiquid markets. (2022). Vecer, Jan ; Sadoghi, Amirhossein. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1050-1066. Full description at Econpapers || Download paper | |
2022 | Relative performance evaluation for dynamic contracts in a large competitive market. (2022). Phillip, Sheung Chi ; Ma, Guiyuan ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:2:p:768-780. Full description at Econpapers || Download paper | |
2021 | The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872. Full description at Econpapers || Download paper | |
2021 | Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38. Full description at Econpapers || Download paper | |
2021 | In search of retail investors: The effect of retail investor attention on odd lot trades. (2021). Schmidt, Markus G ; Kupfer, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:315-326. Full description at Econpapers || Download paper | |
2021 | City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22. Full description at Econpapers || Download paper | |
2022 | Non-marketability and one-day selling lockup. (2022). Wang, Jun ; Su, Tie ; Bian, Jiangze. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:1-23. Full description at Econpapers || Download paper | |
2022 | Small is beautiful? How the introduction of mini futures contracts affects the regular contracts. (2022). Theissen, Erik ; Greppmair, Stefan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:19-38. Full description at Econpapers || Download paper | |
2021 | The challenges of oil investing: Contango and the financialization of commodities. (2021). Moneta, Fabio ; Chincarini, Ludwig B. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003315. Full description at Econpapers || Download paper | |
2022 | Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect. (2022). Sha, Yezhou ; Zhang, Ping ; Wang, Yiru ; Xu, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200216x. Full description at Econpapers || Download paper | |
2021 | Digitalization in the financial industry: A contingency approach of entrepreneurial orientation and strategic vision on digitalization. (2021). Kraus, Sascha ; Kallmunzer, Andreas ; Coen, J P ; Niemand, Thomas ; Maalaoui, Adnane. In: European Management Journal. RePEc:eee:eurman:v:39:y:2021:i:3:p:317-326. Full description at Econpapers || Download paper | |
2021 | The global financial crisis and stock market migrations: An analysis of family and non-family firms in Germany. (2021). Vendrasco, Marco ; Rapp, Marc Steffen ; Beyenbach, Johannes ; Bessler, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000351. Full description at Econpapers || Download paper | |
2022 | High-frequency trading and market quality: The case of a “slightly exposed” market. (2022). Ekinci, Cumhur ; Ersan, Ouz. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003185. Full description at Econpapers || Download paper | |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
2022 | Liquidity in the cryptocurrency market and commonalities across anomalies. (2022). Zhu, Yifeng ; Liu, Jinyu ; Jiang, Lei ; Dong, Bingbing . In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000679. Full description at Econpapers || Download paper | |
2022 | Trading activity around chapter 11 filing. (2022). Lambertides, Neophytos ; Chelley-Steeley, Patricia L. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000989. Full description at Econpapers || Download paper | |
2022 | The winners curse in high-tech enterprise certification: Evidence from stock price crash risk. (2022). Yu, Chia-Feng ; Bai, Min ; Li, Shihe ; Lien, Donald. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001387. Full description at Econpapers || Download paper | |
2022 | Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350. Full description at Econpapers || Download paper | |
2023 | Information flows and the law of one price. (2023). Tran, VU ; Talavera, Oleksandr ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161. Full description at Econpapers || Download paper | |
2021 | From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894. Full description at Econpapers || Download paper | |
2021 | Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books. (2021). Hewitt, Kenji ; Samarbakhsh, Laleh ; Jeon, Yoontae. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320301136. Full description at Econpapers || Download paper | |
2021 | Do intra-day auctions improve market liquidity?. (2021). Zhou, Zhou ; Leung, Henry ; Gan, Quan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315889. Full description at Econpapers || Download paper | |
2021 | Intraday interactions between high-frequency trading and price efficiency. (2021). Hellara, Slaheddine ; ben Ammar, Imen. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316767. Full description at Econpapers || Download paper | |
2021 | Fundamental anomalies and the size puzzle in China: A data mining approach. (2021). Chang, Danting. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317219. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2020 | Equilibrium Bitcoin Pricing In: EconPol Working Paper. [Full Text][Citation analysis] | paper | 44 |
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2006 | Euro-Area Sovereign Yield Dynamics: the role of order imbalance.(2006) In: Serie Research Memoranda. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2004 | Understanding limit order book depth: conditioning on trade informativeness In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 1 |
2009 | Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years In: China Economic Review. [Full Text][Citation analysis] | article | 31 |
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2002 | Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 38 |
2000 | Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York.(2000) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2001 | Market dynamics in the Netherlands: Competition policy and the role of small firms In: International Journal of Industrial Organization. [Full Text][Citation analysis] | article | 29 |
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2015 | Shades of Darkness: A Pecking Order of Trading Venues.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2008 | Splitting orders in overlapping markets: A study of cross-listed stocks In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 26 |
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1999 | Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms In: Scales Research Reports. [Full Text][Citation analysis] | paper | 1 |
1999 | Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms..(1999) In: NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2001 | Splitting Orders in Fragmented Markets; evidence from cross-listed stocks In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
2009 | Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2009 | Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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2016 | Need for Speed? Exchange Latency and Liquidity.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2017 | Need for Speed? Exchange Latency and Liquidity.(2017) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
2014 | Need for Speed? Exchange Latency and Liquidity.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2006 | Competition for Order Flow Smart Order Routing Systems In: Post-Print. [Citation analysis] | paper | 6 |
2006 | Competition for Order Flow Smart Order Routing Systems.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2016 | Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
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2000 | A Pricing Model for American Options with Gaussian Interest Rates In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
2012 | Limit order books and trade informativeness In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
2011 | Limit order books and trade informativeness.(2011) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1998 | A Pricing Model for American Options with Stochastic Interest Rates In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Splitting Orders in Fragmented Markets In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Macro News, Riskfree Rates, and the Intermediary In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Central Clearing and Asset Prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
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2006 | Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 15 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team