Albert J. Menkveld : Citation Profile


Are you Albert J. Menkveld?

Centre for Economic Policy Research (CEPR) (6% share)
Vrije Universiteit Amsterdam (47% share)
Tinbergen Instituut (47% share)

20

H index

28

i10 index

1954

Citations

RESEARCH PRODUCTION:

30

Articles

66

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 67
   Journals where Albert J. Menkveld has often published
   Relations with other researchers
   Recent citing documents: 108.    Total self citations: 32 (1.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme346
   Updated: 2024-01-16    RAS profile: 2023-08-07    
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Relations with other researchers


Works with:

Dreber, Anna (15)

Holzmeister, Felix (14)

Gehrig, Thomas (12)

Johannesson, Magnus (12)

Schwarz, Marco (7)

CAPELLE-BLANCARD, Gunther (5)

BISIÈRE, Christophe (5)

Brownlees, Christian (5)

FERROUHI, EL MEHDI (5)

Frömmel, Michael (5)

Colliard, Jean-Edouard (4)

Chow, Nikolai Sheung-Chi (4)

Füllbrunn, Sascha (4)

Deku, Solomon (4)

Alexeev, Vitali (4)

Dimpfl, Thomas (4)

Adrian, Tobias (4)

Gerritsen, Dirk (4)

Abudy, Menachem (4)

Ferrara, Gerardo (4)

Caporin, Massimiliano (4)

Hurlin, Christophe (4)

Dumitrescu, Ariadna (4)

Deev, Oleg (4)

Ait-Sahalia, Yacine (4)

Gil-Bazo, Javier (4)

Chernov, Mikhail (4)

Bohorquez Correa, Santiago (4)

casamatta, catherine (3)

Moinas, Sophie (3)

Huang, Wenqian (3)

Biais, Bruno (3)

van Kervel, Vincent (3)

Horenstein, Alex (2)

Patton, Andrew (2)

LINTON, OLIVER (2)

Lajaunie, Quentin (2)

Roy, Saurabh (2)

Smales, Lee (2)

Gorbenko, Arseny (2)

Renault, Thomas (2)

Bouri, Elie (2)

Kearney, Fearghal (2)

Xiu, Dacheng (2)

Bos, Charles (2)

Taylor, Nick (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Ødegaard, Bernt (2)

Schenk-Hoppé, Klaus (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Pasquariello, Paolo (2)

Sarno, Lucio (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Vasios, Michalis (2)

Pastor, Lubos (2)

Hasse, Jean-Baptiste (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Zhou, Chen (2)

Wolff, Christian (2)

Harris, Jeffrey (2)

Frijns, Bart (2)

Talavera, Oleksandr (2)

Vogel, Sebastian (2)

Xia, Shuo (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Foucault, Thierry (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

Hautsch, Nikolaus (2)

Jurkatis, Simon (2)

Regis, Luca (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

He, Xuezhong (Tony) (2)

Park, Andreas (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Liew, Chee (2)

Theissen, Erik (2)

Walther, Thomas (2)

Hjalmarsson, Erik (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Palan, Stefan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Albert J. Menkveld.

Is cited by:

Pelizzon, Loriana (40)

Degryse, Hans (23)

Foucault, Thierry (23)

Moinas, Sophie (19)

Johansson, Anders (18)

Bellia, Mario (18)

Ranaldo, Angelo (15)

Biais, Bruno (14)

Breedon, Francis (14)

LINTON, OLIVER (13)

Asongu, Simplice (13)

Cites to:

Biais, Bruno (17)

Pedersen, Lasse (14)

Grossman, Sanford (13)

Foucault, Thierry (12)

Madhavan, Ananth (11)

Pagano, Marco (11)

Koopman, Siem Jan (10)

Chakravarty, Sugato (10)

Vayanos, Dimitri (10)

Campbell, John (9)

Engle, Robert (8)

Main data


Where Albert J. Menkveld has published?


Journals with more than one article published# docs
Journal of Finance6
Journal of Financial Markets4
Review of Financial Studies2
Annual Review of Financial Economics2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute13
Post-Print / HAL7
CFS Working Paper Series / Center for Financial Studies (CFS)4
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics4
Working Papers / HAL3
Staff Reports / Federal Reserve Bank of New York2
BIS Working Papers / Bank for International Settlements2
TSE Working Papers / Toulouse School of Economics (TSE)2

Recent works citing Albert J. Menkveld (2024 and 2023)


YearTitle of citing document
2023.

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2023.

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2023.

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2023The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa. (2023). Asongu, Simplice ; le Roux, Sara. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/016.

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2023Female unemployment, mobile money innovations and doing business by females. (2023). Asongu, Simplice ; Odhiambo, Nicholas M. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/033.

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2023Mobile money innovations and health performance in sub-Saharan Africa. (2023). Asongu, Simplice ; Nnanna, Joseph ; Ngoungou, Yolande E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/038.

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2023Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa. (2023). Asongu, Simplice ; Ngoungou, Yolande E ; Nnanna, Joseph ; Agyemang-Mintah, Peter. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/047.

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2023Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2023Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

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2023Are Front-running HFTs Harmful?. (2022). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2211.06046.

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2023Measuring 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.

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2023Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2023High-frequency Anticipatory Trading and Its Influences: Small Informed Trader vs. Front-runner. (2023). Cheng, Xue ; Xu, Ziyi. In: Papers. RePEc:arx:papers:2304.13985.

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2023Blockchain scaling and liquidity concentration on decentralized exchanges. (2023). Klein, Olga ; Chaudhary, Amit ; Caparros, Basile. In: Papers. RePEc:arx:papers:2306.17742.

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2023Liquidity fragmentation on decentralized exchanges. (2023). Zoican, Marius ; Parlour, Christine ; Lehar, Alfred. In: Papers. RePEc:arx:papers:2307.13772.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023Resolving a Clearing Members Default, A Radner Equilibrium Approach. (2023). Tadese, Mekonnen ; Drapeau, Samuel ; Cr, St'Ephane ; Bastide, Dorinel. In: Papers. RePEc:arx:papers:2310.02608.

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2023Automatic vs Manual Investing: Role of Past Performance. (2023). Talavera, Oleksandr ; Kaawach, Said ; Kowalewski, Oskar. In: Discussion Papers. RePEc:bir:birmec:23-04.

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2023Sharks in the dark: quantifying HFT dark pool latency arbitrage. (2023). Ruf, Matteo Thomas ; O'Neill, Peter ; Foley, Sean ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1115.

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2023Capital market liberalisation and voluntary corporate social responsibility disclosure: Evidence from a quasi?natural experiment in China. (2023). Yao, Daifei ; Pan, Yukun ; Liao, Lin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2677-2715.

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2023Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394.

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2023Decentralization through Tokenization. (2023). Xiong, Wei ; Sockin, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:247-299.

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2023.

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2023Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62.

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2023Marketmaking Middlemen. (2023). Gautier, Pieter ; Watanabe, Makoto ; Hu, BO. In: RAND Journal of Economics. RePEc:bla:randje:v:54:y:2023:i:1:p:83-103.

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2023The market for sharing interest rate risk: quantities behind prices. (2023). Sen, Ishita ; Neamu, Ioana ; Khetan, Umang. In: Bank of England working papers. RePEc:boe:boeewp:1031.

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2023Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12.

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2023Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2023). Habib, Maurizio Michael ; di Casola, Paola ; Tercero-Lucas, David. In: Working Paper Series. RePEc:ecb:ecbwps:20232868.

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2023Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873.

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2023Decentralized local electricity market model using Automated Market Maker. (2023). Verma, Ashu. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000533.

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2023A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205.

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2023Algorithmic trading and block ownership initiation: An information perspective. (2023). Zhu, Yushu ; Zheng, Jiayi. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922000828.

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2023Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111.

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2023A 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.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023CEO succession and corporate innovation: A managerial myopic perspective. (2023). Cheng, Chen ; Hu, May ; Yuan, Yuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s106294082200198x.

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2023One for the money, two for the show? The number of designated market makers and liquidity. (2023). Westheide, Christian ; Theissen, Erik. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000174.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2023Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90.

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2023US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320.

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2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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2023Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

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2023International high-frequency arbitrage for cross-listed stocks. (2023). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002934.

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2023Applications of high-frequency data in finance: A bibliometric literature review. (2023). Ahmad, Nisar ; Ahmed, Sheraz ; Hussain, Syed Mujahid. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300306x.

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2023On-demand fast trading on decentralized exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005281.

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2023Voice or noise? Repetitive information and stock performance. (2023). Jingmei, Zhao ; Jun, Wang ; Qing, LI ; Xiaoman, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007358.

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2023The smog that hovers: Air pollution and asset prices. (2023). Li, Youwei ; Han, Xing ; Guo, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000077.

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2023Uncovering the information content in abnormal institutional visits. (2023). Li, Feng ; Chang, Danting. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003604.

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2023When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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2023Liquid speed: A micro-burst fee for low-latency exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200074x.

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2023Strategic trading by insiders in the presence of institutional investors. (2023). Yang, Joey Wenling ; Wee, Marvin ; Hoang, Lai T. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s138641812200091x.

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2023COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading. (2023). Chuwonganant, Chairat ; Chung, Kee H. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000010.

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2023Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149.

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2023On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023Cross-border equity flows and information transmission: Evidence from Chinese stock markets. (2023). Shi, Donghui ; Han, Bing ; Chan, Kalok ; Bian, Jiangze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000239.

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2023What drives DeFi market returns?. (2023). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000549.

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2023The effect of tick size on managerial learning from stock prices. (2023). Zhu, Wei ; Zheng, Miles Y ; Ye, Mao. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:1:s0165410122000386.

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2023COVID-19 and market structure dynamics. (2023). Woods, Donovan ; Cox, Justin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137.

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2023Stock liquidity and algorithmic market making during the COVID-19 crisis. (2023). Pascual, Roberto ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000152.

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2023Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal. (2023). Sokolov, Konstantin ; Irtisam, Rasheek. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001474.

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2023Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681.

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2023Shades of trade: Dark trading and price efficiency. (2023). Watson, Ethan D ; McBrayer, Garrett A ; Egginton, Jared F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001954.

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2023Arbitrage bots in experimental asset markets. (2023). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:262-278.

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2023Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102.

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2023Refusing the best price?. (2023). Zheng, Miles ; Ye, Mao ; Li, Sida. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:317-337.

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2023The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450.

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2023Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556.

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2023Mitigating fire sales with a central clearing counterparty. (2023). Vuillemey, Guillaume. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:55:y:2023:i:c:s1042957323000281.

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2023Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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2023An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147.

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2023Are Chinese B-shares dead? An analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges. (2023). Zhang, Dalu ; Yin, Shuxing ; Ye, Caiwei ; Adcock, Chris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:306-315.

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2023High frequency market making during stressed periods. (2023). Xu, KE. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:379-397.

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2023Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures. (2023). Palczewski, Andrzej ; Karkowska, Renata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002586.

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2023Technology, innovation and SMEs export intensity: Evidence from Morocco. (2023). Jones, Paul ; Jafari-Sadeghi, Vahid ; Onjewu, Adah-Kole Emmanuel ; Kock, Ned ; Haddoud, Mohamed Yacine. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523001609.

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2023The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa. (2023). Asongu, Simplice ; le Roux, Sara. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523002330.

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2023Mobile money innovations and health performance in sub-Saharan Africa. (2023). Asongu, Simplice ; Nnanna, Joseph ; Ngoungou, Yolande E. In: Technology in Society. RePEc:eee:teinso:v:74:y:2023:i:c:s0160791x23001173.

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2023On-demand ride-sourcing markets with cryptocurrency-based fare-reward scheme. (2023). Son, Dong-Hoon. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:171:y:2023:i:c:s1366554523000145.

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2023The role of mobile money innovations in transforming unemployed women to self-employed women in sub-Saharan Africa. (2023). Asongu, Simplice ; le Roux, Sara. In: Working Papers. RePEc:exs:wpaper:23/016.

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2023Female unemployment, mobile money innovations and doing business by females. (2023). Asongu, Simplice ; Odhiambo, Nicholas M. In: Working Papers. RePEc:exs:wpaper:23/033.

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2023Mobile money innovations and health performance in sub-Saharan Africa. (2023). Asongu, Simplice ; Nnanna, Joseph ; Ngoungou, Yolande E. In: Working Papers. RePEc:exs:wpaper:23/038.

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2023Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa. (2023). Asongu, Simplice ; Ngoungou, Yolande E ; Nnanna, Joseph ; Agyemang-Mintah, Peter. In: Working Papers. RePEc:exs:wpaper:23/047.

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2023.

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2023Market Manipulation in Stock and Power Markets: A Study of Indicator-Based Monitoring and Regulatory Challenges. (2023). Baldi, Simone ; Delgado, Benjamin Manrique ; Vand, Behrang ; Hao, Yuna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:4:p:1894-:d:1068349.

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2023Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2023). Siemroth, Christoph ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:2313.

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2023Order Protection Through Delayed Messaging. (2023). Friedman, Daniel ; Aldrich, Eric M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:774-790.

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2023High-Frequency Trading Strategies. (2023). Philip, Richard ; Kwan, Amy ; Goldstein, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4413-4434.

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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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2023Procedural Fairness in Exchange Matching Systems. (2023). Hersch, Gil. In: Journal of Business Ethics. RePEc:kap:jbuset:v:188:y:2023:i:2:d:10.1007_s10551-022-05315-7.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Price elasticity of demand and risk-bearing capacity in sovereign bond auctions. (2023). Faias, Jose Afonso ; Albuquerque, Rui ; Cardoso, Jose Miguel. In: Working Papers. RePEc:ptu:wpaper:w202302.

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2023Selective Default Expectations. (2023). Oosterlinck, Kim ; Accominotti, Olivier. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:425.

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2023The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6.

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2023Determinants of liquidity in cryptocurrency markets. (2023). Westland, Christopher J. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00073-7.

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2023Novel modelling strategies for high-frequency stock trading data. (2023). Xing, LI ; Xu, KE ; Huang, Yuying ; Zhang, Xuekui. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00431-9.

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2023Latency arbitrage and the synchronized placement of orders. (2023). Kuhle, Wolfgang. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00491-5.

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2023Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020.

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More than 100 citations found, this list is not complete...

Works by Albert J. Menkveld:


YearTitleTypeCited
2023Non-Standard Errors In: LIDAM Reprints LFIN.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2021Non-Standard Errors.(2021) In: Cambridge Working Papers in Economics.
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2021Non-Standard Errors.(2021) In: CESifo Working Paper Series.
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2021Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2021Non-Standard Errors.(2021) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2021Non-Standard Errors.(2021) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2021Non-Standard Errors.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2023Non-Standard Errors.(2023) In: TSE Working Papers.
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2021Non-standard errors.(2021) In: Economics Working Papers.
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2021Non-standard errors.(2021) In: IWH Discussion Papers.
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2021Non-standard errors.(2021) In: SAFE Working Paper Series.
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paper
2021The Economics of Central Clearing In: Annual Review of Financial Economics.
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2016The Economics of High-Frequency Trading: Taking Stock In: Annual Review of Financial Economics.
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2007Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods In: Journal of Business & Economic Statistics.
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2019The cost of clearing fragmentation In: BIS Working Papers.
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paper4
2019The cost of clearing fragmentation.(2019) In: Bank of England working papers.
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2019Central counterparty exposure in stressed markets In: BIS Working Papers.
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2004Analysing Perceived Downside Risk: the Component Value?at?Risk Framework In: European Financial Management.
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2014High-Frequency Traders and Market Structure In: The Financial Review.
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article15
2008Competition for Order Flow and Smart Order Routing Systems In: Journal of Finance.
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2006Competition for Order Flow and Smart Order Routing Systems.(2006) In: CEPR Discussion Papers.
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2006Competition for order flow and smart order routing systems.(2006) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 136
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2008Competition for Order Flow and Smart Order Routing Systems.(2008) In: Post-Print.
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2008Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount In: Journal of Finance.
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article163
2006Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount.(2006) In: Serie Research Memoranda.
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2011Does Algorithmic Trading Improve Liquidity? In: Journal of Finance.
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2008Does algorithmic trading improve liquidity?.(2008) In: CFS Working Paper Series.
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2019High?Frequency Trading around Large Institutional Orders In: Journal of Finance.
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2017High-Frequency Trading around Large Institutional Orders.(2017) In: Tinbergen Institute Discussion Papers.
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2019Information Revelation in Decentralized Markets In: Journal of Finance.
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article19
2023Equilibrium Bitcoin Pricing In: Journal of Finance.
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article63
2020Equilibrium Bitcoin Pricing.(2020) In: EconPol Working Paper.
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2023Equilibrium bitcoin pricing.(2023) In: Post-Print.
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2019Equilibrium Bitcoin Pricing.(2019) In: 2019 Meeting Papers.
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2021Equilibrium Bitcoin Pricing.(2021) In: TSE Working Papers.
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1997VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES In: Journal of Financial Research.
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article9
2012Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate In: Journal of Financial and Quantitative Analysis.
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article16
2004Euro area sovereign yield dynamics: the role of order imbalance In: Working Paper Series.
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paper13
2006Euro-Area Sovereign Yield Dynamics: the role of order imbalance.(2006) In: Serie Research Memoranda.
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paper
2004Understanding limit order book depth: conditioning on trade informativeness In: Econometric Society 2004 Latin American Meetings.
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paper1
2009Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years In: China Economic Review.
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article30
2007The informativeness of domestic and foreign investors stock trades: Evidence from the perfectly segmented Chinese market In: Journal of Financial Markets.
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article54
2013How do designated market makers create value for small-caps? In: Journal of Financial Markets.
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article25
2013High frequency trading and the new market makers In: Journal of Financial Markets.
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article256
2011High Frequency Trading and the New-Market Makers.(2011) In: Tinbergen Institute Discussion Papers.
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2002Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York In: Journal of Financial Markets.
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article38
2000Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York.(2000) In: Tinbergen Institute Discussion Papers.
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2001Market dynamics in the Netherlands: Competition policy and the role of small firms In: International Journal of Industrial Organization.
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article30
2014Price pressures In: Journal of Financial Economics.
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article29
2010Price pressures.(2010) In: CFS Working Paper Series.
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2017Shades of darkness: A pecking order of trading venues In: Journal of Financial Economics.
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2015Shades of Darkness: A Pecking Order of Trading Venues.(2015) In: 2015 Meeting Papers.
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2008Splitting orders in overlapping markets: A study of cross-listed stocks In: Journal of Financial Intermediation.
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2006Splitting orders in overlapping markets: a study of cross-listed stocks.(2006) In: Serie Research Memoranda.
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1999Are small firms really sub-optimal?: compensating factor differentials in small Dutch manufacturing firms In: Scales Research Reports.
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paper1
1999Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms..(1999) In: NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.
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2001Splitting Orders in Fragmented Markets; evidence from cross-listed stocks In: Econometric Institute Research Papers.
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paper1
2007Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports.
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paper0
2009Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports.
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paper2
2009Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes.(2009) In: Tinbergen Institute Discussion Papers.
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1996The Decision Between Internal and External R&D. In: NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.
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2017Need for Speed? Exchange Latency and Liquidity In: Post-Print.
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paper80
2016Need for Speed? Exchange Latency and Liquidity.(2016) In: Working Papers.
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2017Need for Speed? Exchange Latency and Liquidity.(2017) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 80
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2014Need for Speed? Exchange Latency and Liquidity.(2014) In: Tinbergen Institute Discussion Papers.
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2022Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance In: Post-Print.
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2006Competition for Order Flow Smart Order Routing Systems In: Post-Print.
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2006Competition for Order Flow Smart Order Routing Systems.(2006) In: Post-Print.
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2016Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets In: Working Papers.
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2022Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance In: Working Papers.
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2019The Flash Crash: A Cautionary Tale About Highly Fragmented Markets In: Management Science.
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1999Firm Size and Efficiency in Innovation: Reply. In: Small Business Economics.
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1994Volatility Patterns and Spillovers in Bund Futures. In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2017Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties In: The Review of Asset Pricing Studies.
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article22
2022Asset Price Dynamics with Limited Attention In: Review of Financial Studies.
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2010Middlemen in Limit Order Markets In: 2010 Meeting Papers.
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paper24
2016Dispersion and Skewness of Bid Prices In: 2016 Meeting Papers.
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paper2
2000A Pricing Model for American Options with Gaussian Interest Rates In: Annals of Operations Research.
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article7
2012Limit order books and trade informativeness In: The European Journal of Finance.
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article7
2011Limit order books and trade informativeness.(2011) In: CFS Working Paper Series.
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1998A Pricing Model for American Options with Stochastic Interest Rates In: Tinbergen Institute Discussion Papers.
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1999Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry In: Tinbergen Institute Discussion Papers.
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paper3
2001Splitting Orders in Fragmented Markets In: Tinbergen Institute Discussion Papers.
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paper3
2003Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence In: Tinbergen Institute Discussion Papers.
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paper3
2007Macro News, Riskfree Rates, and the Intermediary In: Tinbergen Institute Discussion Papers.
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paper0
2013Central Clearing and Asset Prices In: Tinbergen Institute Discussion Papers.
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paper1
2014Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties In: Tinbergen Institute Discussion Papers.
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paper10
2023Large Orders in Small Markets: Execution with Endogenous Liquidity Supply In: Tinbergen Institute Discussion Papers.
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paper0
2022Equilibrium Bid-Price Dispersion In: Journal of Political Economy.
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article2
2006Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China In: Serie Research Memoranda.
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paper15
2017Monitoring CCP Exposure, in Real Time if Needed In: World Scientific Book Chapters.
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chapter0
2005Understanding the limit order book: Conditioning on trade informativeness In: CFR Working Papers.
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paper3
2008Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate In: CFS Working Paper Series.
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paper2

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