Albert J. Menkveld : Citation Profile

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

22

H index

31

i10 index

2425

Citations

RESEARCH PRODUCTION:

36

Articles

73

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 78
   Journals where Albert J. Menkveld has often published
   Relations with other researchers
   Recent citing documents: 168.    Total self citations: 37 (1.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme346
   Updated: 2026-06-27    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Dreber, Anna (25)

Holzmeister, Felix (24)

Johannesson, Magnus (22)

Gehrig, Thomas (19)

Hurlin, Christophe (13)

Schwarz, Marco (13)

Brownlees, Christian (12)

FERROUHI, EL MEHDI (12)

Frömmel, Michael (11)

Gil-Bazo, Javier (10)

Ferrara, Gerardo (10)

Dumitrescu, Ariadna (10)

Bos, Charles (10)

Dimpfl, Thomas (10)

Davies, Ryan (10)

Caporin, Massimiliano (10)

Degryse, Hans (10)

Füllbrunn, Sascha (10)

Alexeev, Vitali (10)

Deev, Oleg (10)

Gerritsen, Dirk (10)

Frijns, Bart (10)

Bohorquez Correa, Santiago (9)

Moinas, Sophie (9)

Aloosh, Arash (9)

Reitz, Stefan (8)

Liew, Chee (8)

Nielsson, Ulf (8)

Lof, Matthijs (8)

Sojli, Elvira (8)

Wolff, Christian (8)

Stefanova, Denitsa (8)

Talavera, Oleksandr (8)

Renault, Thomas (8)

Sarno, Lucio (8)

Scaillet, Olivier (8)

Söderlind, Paul (8)

Pelizzon, Loriana (8)

Taylor, Nick (8)

Roy, Saurabh (8)

Zhang, S. Sarah (8)

Hautsch, Nikolaus (8)

Chernov, Mikhail (8)

LINTON, OLIVER (8)

Tonks, Ian (8)

Park, Andreas (8)

Smales, Lee (8)

Ødegaard, Bernt (8)

Foucault, Thierry (8)

Jurkatis, Simon (8)

Schuerhoff, Norman (8)

Korajczyk, Robert (8)

Harris, Jeffrey (8)

Prokopczuk, Marcel (8)

Pastor, Lubos (8)

Rinne, Kalle (8)

Palan, Stefan (8)

CAPELLE-BLANCARD, Gunther (8)

Huang, Wenqian (7)

Shui, Jessica (7)

Hambuckers, Julien (7)

Kazak, Ekaterina (7)

Deku, Solomon (7)

Eugster, Nicolas (7)

Tang, Yuehua (7)

Neszveda, Gabor (7)

Roesch, Dominik (7)

Koetter, Michael (7)

Schenk-Hoppé, Klaus (7)

Vilkov, Grigory (6)

van Kervel, Vincent (6)

Xia, Shuo (6)

Xiu, Dacheng (6)

Pasquariello, Paolo (6)

Shachar, Or (6)

Wilhelmsson, Anders (6)

Ait-Sahalia, Yacine (6)

Colliard, Jean-Edouard (6)

Ranaldo, Angelo (6)

Abudy, Menachem (5)

Verousis, Thanos (5)

Walther, Thomas (5)

Jalkh, Naji (5)

Chow, Nikolai Sheung-Chi (5)

Capera Romero, Laura (5)

Horenstein, Alex (5)

Wong, Wing-Keung (4)

Adrian, Tobias (4)

Bjønnes, Geir (4)

Güçbilmez, Ufuk (4)

BISIÈRE, Christophe (3)

Mihet, Roxana (3)

Voigt, Stefan (3)

casamatta, catherine (3)

Hasse, Jean-Baptiste (3)

He, Xuezhong (Tony) (3)

Heath, Davidson (2)

Patel, Vinay (2)

Rakowski, David (2)

Patton, Andrew (2)

Kassner, Bernhard (2)

Vogel, Sebastian (2)

Kearney, Fearghal (2)

Roy, Saurabh (2)

Zhou, Chen (2)

Lopez-Lira, Alejandro (2)

Putnins, Talis (2)

PASCUAL, ROBERTO (2)

Bouri, Elie (2)

Lajaunie, Quentin (2)

Hjalmarsson, Erik (2)

Theissen, Erik (2)

Regis, Luca (2)

Gorbenko, Arseny (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 (51)

Degryse, Hans (27)

Bellia, Mario (27)

Ranaldo, Angelo (23)

Foucault, Thierry (23)

Aquilina, Matteo (19)

Moinas, Sophie (19)

Johansson, Anders (18)

Feng, Xunan (17)

Asongu, Simplice (16)

LEHALLE, Charles-Albert (16)

Cites to:

Biais, Bruno (18)

Grossman, Sanford (16)

Pedersen, Lasse (14)

Foucault, Thierry (13)

Madhavan, Ananth (11)

Johannesson, Magnus (11)

Dreber, Anna (11)

Pagano, Marco (11)

Vayanos, Dimitri (10)

Campbell, John (10)

Koopman, Siem Jan (10)

Main data

Where Albert J. Menkveld has published?

Journals with more than one article published# docs
Journal of Finance7
Journal of Financial Markets4
The Review of Financial Studies3
Journal of Financial Economics2
Annual Review of Financial Economics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute13
Post-Print / HAL10
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
TSE Working Papers / Toulouse School of Economics (TSE)2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
BIS Working Papers / Bank for International Settlements2
HEC Research Papers Series / HEC Paris2

Recent works citing Albert J. Menkveld (2026 and 2025)

YearTitle of citing document
2025Data-driven measures of high-frequency trading. (2025). Rzayev, K ; Ibikunle, G ; Moews, B. In: Papers. RePEc:arx:papers:2405.08101.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982.

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2025Classifying and Clustering Trading Agents. (2025). Wilinski, Mateusz ; Kanniainen, Juho ; Iosifidis, Alexandros ; Goel, Anubha. In: Papers. RePEc:arx:papers:2505.21662.

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2025Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer. (2025). Wang, Haochuan. In: Papers. RePEc:arx:papers:2506.05764.

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2025The Market Effects of Algorithms. (2025). Raymond, Lindsey. In: Papers. RePEc:arx:papers:2508.09513.

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2025Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825.

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2025There must be an error here! Experimental evidence on coding errors biases. (2025). Ferman, Bruno ; Finamor, Lucas. In: Papers. RePEc:arx:papers:2508.20069.

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2025Identification of phase correlations in Financial Stock Market Turbulence. (2025). Sharma, Kiran ; Dutta, Abhijit ; Mukherjee, Rupak. In: Papers. RePEc:arx:papers:2508.20105.

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2026Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective. (2025). Guhr, Thomas ; Heckens, Anton J ; Henrichs, Luca. In: Papers. RePEc:arx:papers:2509.10376.

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2025Forecasting Liquidity Withdraw with Machine Learning Models. (2025). , Wang. In: Papers. RePEc:arx:papers:2509.22985.

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2026Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2512.18648.

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2026Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns. (2026). Chen, Zefeng ; Pu, Darcy. In: Papers. RePEc:arx:papers:2601.11958.

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2026An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring. (2026). Neela, Sandeep. In: Papers. RePEc:arx:papers:2601.15304.

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2026Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies. (2026). , Sumesh ; Ajith, Akshay ; Kannan, Varun Narayan. In: Papers. RePEc:arx:papers:2601.19504.

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2026Do designated market makers provide liquidity during downward extreme price movements?. (2026). Bellia, Mario ; Reno, Roberto ; Pelizzon, Loriana ; Kolokolov, Aleksey ; Christensen, Kim. In: Papers. RePEc:arx:papers:2602.01817.

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2026Algorithmic Compliance and Regulatory Loss in Digital Assets. (2026). Sharma, Krishna ; Bhatt, Khem Raj. In: Papers. RePEc:arx:papers:2603.04328.

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2026AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications. (2026). Gong, Hui. In: Papers. RePEc:arx:papers:2603.13942.

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2026Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error. (2026). Gural, Vasyl ; Lesnichenko, Vladislav ; Miki, Takeshi ; Yin, Dong. In: Papers. RePEc:arx:papers:2603.20319.

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2026What Happens When Institutional Liquidity Enters Prediction Markets: Identification, Measurement, and a Synthetic Proof of Concept. (2026). Dalen, Shaw. In: Papers. RePEc:arx:papers:2604.10005.

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2026Portfolio Preference Elicitation in Institutional Crossing Markets. (2026). Hwang, Yoontae. In: Papers. RePEc:arx:papers:2605.21409.

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2026AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets. (2026). Chen, Xupeng ; Meng, Shuchen. In: Papers. RePEc:arx:papers:2605.23905.

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2025Transparency, Trading Information and Price Discovery: Evidence from an Emerging Stock Market. (2025). Lin, Chiou-Fa ; Chiao, Cheng-Huei ; Chang, Shih-Ping. In: International Journal of Finance. RePEc:bhx:ojtijf:v:10:y:2025:i:8:p:90-108:id:3402.

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2025DeFiying gravity? An empirical analysis of cross-border Bitcoin, Ether and stablecoin flows. (2025). Paulick, Jan ; Auer, Raphael ; Lewrick, Ulf. In: BIS Working Papers. RePEc:bis:biswps:1265.

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2024On Credibility and Causality in Economics: A Critical Appraisal. (2024). Wichardt, Philipp C ; Bergh, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11224.

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2026Cost Drivers and Financial Algorithm in the Nigerian Capital Market. (2026). Oyedare, Olufemi Akinloye. In: East African Finance Journal. RePEc:cwk:eafjke:2026-18.

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2026Empirical Market Microstructure Models: A Review of Trading Behavior, Liquidity, and Price Formation. (2026). Kiema, Harrison ; Kaplelach, Samson ; Omar, Farzan A. In: East African Finance Journal. RePEc:cwk:eafjke:2026-19.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Trombetta, Martin ; Tastan, Huseyin ; Szczygielski, Krzysztof ; Spantig, Lisa ; Smith, Brock ; Salamanca, Nicolas ; Samudra, Aparna ; Sariyev, Orkhan ; Samahita, Margaret ; Roy, Jayjit ; Ricks, Michael ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; Petroulakis, Filippos ; Paudel, Jayash ; Meinzen-Dick, Laura ; Marino Fages, Diego ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Jakobsson, Niklas ; Huntington-Klein, Nick ; Holzmeister, Felix ; Hernæs, Øystein ; Henningsen, Arne ; Henderson, Daniel ; Harris, Mark ; Girardi, Daniele ; Gay, Victor ; Gauriot, Romain ; Gallegos, Sebastian ; Gamino, Aaron ; Gazeaud, Jules ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; Duquette, Nicolas ; de Gendre, Alexandra ; Deer, Lachlan ; Crawfurd, Lee ; Collins, Matthew ; Buisson, Florent ; Brehm, Margaret ; Brun, Martín ; Bloem, Jeffrey ; Bhattacharya, Shreya ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Bennett, Christopher ; Berniell, Inés ; Avdeev, Stanislav ; Andresen, Martin ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Ozer, Gorkem Turgut ; Weissmller, Kristina S ; Baker, Bradley ; Waters, Tom ; Adema, Joop ; Fradkin, Andrey ; Lee, Ryan ; Naumann, Elias ; Herns, Ystein ; Ropovik, Ivan ; Venkatesan, Madhavi ; Wagner, Gary A ; Miller, Klaus M ; Cerutti, Nicola ; Heller, Blake H ; Cullinan, John ; Camp, Andrew M ; Volkov, Eden ; Feyman, Yevgeniy ; Mogge, Lukas ; Goldhaber, Dan ; Bansal, Avijit ; Weinberg, Stephen E ; Segel, Joel E ; Hill, Andrew ; Ahmad, Imtiaz ; Sorensen, Lucy ; Dorsey-Palmateer, Reid ; Herman, Clment ; bech -Wysocka, Katarzyna ; Fiala, Nathan ; Nmadu, Job ; Bacher-Hicks, Andrew ; Chen, Weiwei ; Bandara, Imesh Nuwan ; Najam, Rafiuddin ; Prtner, Claus C ; Kameshwara, Kalyan Kumar ; Zahid, Muhammad Umer ; Woahid, S M ; Huysmans, Martijn ; Pua, Andrew Adrian ; Lang, David ; McCarthy, Ian M ; Zanoli, Raffaele ; Kronenberg, Christoph ; Riosavila, Fernando ; Henry, Junita ; Vernet, Antoine ; Bjoerkheim, Markus ; Arenas, Andreu ; Bartram, David ; Pitknen, Visa ; Tatan, Hseyin ; Burli, Pralhad H ; Galrraga, Julio ; Smet, Mike ; Clement, Jeffrey ; Schaak, Henning ; Farquharson, Christine ; Roeckert, Julian ; French, Evaewero ; Rodriguez, Abel ; Sievertsen, Hans Henrik ; Agasa, Lameck Ondieki ; Westheide, Christian ; Tagat, Anirudh ; Aslim, Erkmen Giray ; Sanogo, Vassiki ; Gilpin, Gregory ; Peukert, Christian ; Kaire, Jos ; Ligey, Maxime ; Jain, Anil ; Gayaker, Savas ; Merkus, Erik ; Wang, Yue ; Prakash, Manab ; Karney, Daniel ; Klotzbcher, Valentin ; Falken, Grace ; Antn, Jos-Ignacio ; Adamkovic, Matus ; Berha, Andu ; Imtiaz, Saad M ; Weber, Ellerie ; Reimao, Maira. In: HEC Research Papers Series. RePEc:ebg:heccah:1551.

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2025Persistent Anomalies and Nonstandard Errors. (2025). Coqueret, Guillaume ; Prignon, Christophe. In: HEC Research Papers Series. RePEc:ebg:heccah:1578.

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2025Achieving low-carbon production: Impacts of land misallocation and industrial structure in urban China. (2025). Tian, Wenjia ; Geng, Xueyang ; Cheng, Yudan. In: Applied Energy. RePEc:eee:appene:v:378:y:2025:i:pa:s0306261924021743.

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2025Dark trading volume and market quality: A natural experiment. (2025). Puckett, Andy ; Kelley, Eric K ; Farley, Ryan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000100.

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2025The good and evil of algos: Investment-to-price sensitivity and the learning hypothesis. (2025). Aliyev, Nihad ; Huseynov, Fariz ; Rzayev, Khaladdin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001026.

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2025Dark Trading and Stock-based CEO Pay. (2025). Rzayev, Khaladdin ; Savaser, Tanseli ; Sisli-Ciamarra, Elif. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001166.

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2026The crypto multiplier. (2026). Garratt, Rodney J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001725.

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2025Execution risk and price improvement under dark pools. (2025). Ladley, Daniel ; Valenzuela, Marcela ; Litos, Evangelos ; Bernales, Alejandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001290.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments: An agent-based modeling approach. (2025). Zhu, Hongliang ; Wang, Liming ; Sun, Xuchu ; Li, Tangrong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002857.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2025Realized candlestick wicks. (2025). Nolte, Ingmar ; Li, Yifan ; Yu, Shifan. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000685.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Liu, Fang ; Waibel, Christian ; Rasch, Alexander. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2025Speculating in zero-value assets: The greater fool game experiment. (2025). Neugebauer, Tibor ; Kirchler, Michael ; Huber, Jrgen ; Holzknecht, Armando. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s0014292125002302.

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2025An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266.

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2025Message traffic and short-term illiquidity in high-speed markets. (2025). Pascual, Roberto ; Yage, Jos ; Nawn, Samarpan ; Massot, Magdalena ; Abad, David. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001468.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2025The AH premium: A tale of “siamese twin” stocks. (2025). Zhang, Tongbin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000210.

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2025Tick size and firm financing decisions: Evidence from a natural experiment. (2025). Chen, Yangyang ; Yang, Xin ; Ofosu, Emmanuel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000738.

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2025The path to sustainable Bitcoin mining: Challenges and barriers. (2025). Lashkaripour, Mohammadhossein ; Hosseini, Seyedmehdi ; Bouri, Elie ; Basirian, Elnaz. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003275.

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2025What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613.

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2025Economic and financial development as determinants of crypto adoption. (2025). Magazzino, Cosimo ; Horky, Florian ; Gattone, Tulia. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003047.

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2025Do market makers matter for price efficiency?—Evidence from China’s Sci-Tech Innovation Board. (2025). Li, Jianyu ; Kong, AO. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521925003953.

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2025The effect of NYSE American’s latency delay on informed trading. (2025). Xu, KE ; Morris, Jeremy. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004533.

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2025Risk factors in cryptocurrency pricing. (2025). Frömmel, Michael ; Frmmel, Michael ; Lan, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004764.

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2025Cross-regional spillover effects of sustainability indices: A heteroscedasticity-robust VAR approach. (2025). Sugano, Saki ; Motegi, Kaiji. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007653.

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2025Exploring the impact of climate change on traditional and energy cryptocurrencies: A cross-sectional approach. (2025). Bouazizi, Tarek ; Alshammari, Saad ; Ayadi, Rim ; Abid, Ilyes ; Soliman, Alain. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008014.

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2026Lost in the crowd! Pricing carbon at the age of algorithms. (2026). Kalaitzoglou, Iordanis Angelos. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008488.

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2026Can misinformation be tolerated?. (2026). Herzing, Tobias J ; Muck, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008555.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2025Predicting FX market movements using GAN with limit order event data. (2025). Iima, Hitoshi ; Peng, Kexin ; Kitamura, Yoshihiro. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015563.

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2025Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets. (2025). Bulut, Emre ; Marangoz, Cumali ; Gerekan, Bekir ; Yilmaz, Erdal. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003769.

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2025A data-driven prediction method for multi-period portfolio optimization using the real options approach. (2025). Arasteh, Abdollah. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006634.

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2025Dual asymmetries in Bitcoin. (2025). Tsuji, Chikashi. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500710x.

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2025Profitability of high-frequency market-making under market instability and manipulative behaviors. (2025). Jang, Hyun Jin ; Najmiddinov, Bekhzodbek. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325018896.

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2025Too many irons in the fire: The impact of limited institutional attention on market microstructure and efficiency. (2025). Jiang, Hao ; Ma, Yong ; Wang, Tianyang. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000096.

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2025Queuing and inventories in limit order markets. (2025). Zoican, Marius ; van Kervel, Vincent ; Garriott, Corey. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000229.

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2025Stock exchanges as platforms for data and trading. (2025). Schwabe, Rainer ; Rysman, Marc ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000266.

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2025Do designated market makers provide liquidity during downward extreme price movements?. (2025). Bellia, Mario ; Ren, Roberto ; Pelizzon, Loriana ; Christensen, Kim ; Kolokolov, Aleksey. In: Journal of Financial Markets. RePEc:eee:finmar:v:76:y:2025:i:c:s138641812500028x.

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2025Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178.

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2025Artificial intelligence and financial crises. (2025). Danielsson, Jon ; Uthemann, Andreas. In: Journal of Financial Stability. RePEc:eee:finsta:v:80:y:2025:i:c:s1572308925000828.

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2025Toward open science in marketing research. (2025). Mizik, Natalie ; Sarstedt, Marko ; Datta, Hannes ; Adler, Susanne J ; Deer, Lachlan. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:1:p:212-233.

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2025Securing passive liquidity: The impact of Europe’s first asymmetric speed bump on market liquidity. (2025). le Moign, Caroline. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000356.

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2025The stock market and corporate consequences of ethical exclusions by the world’s largest fund. (2025). Ødegaard, Bernt ; Berle, Erika ; He, Wanwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000642.

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2025Cross-market overnight time-series momentum. (2025). Chen, Xiaoyue ; Singh, Tarlok ; Li, Jinze ; Xu, Dezhong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001295.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2025Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence. (2025). Swan, Peter L ; De, Frederick H ; Lin, Yiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002449.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2025Does FinTech coverage improve the pricing efficiency of capital market? Evidence from China. (2025). Li, YA ; Huang, Jun ; Chen, Liangyin ; Chan, Kam C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426625000172.

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2025International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408.

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2025Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2025Competing for dark trades. (2025). Karmaziene, Egle ; Irvine, Paul J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001293.

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2025V-shapes. (2025). Ren, Roberto ; Flora, Maria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:179:y:2025:i:c:s0378426625001414.

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2025The cross section of stock returns in an artificial stock market. (2025). van Cappelle, Tjeerd ; Pokidin, Dmytro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:239:y:2025:i:c:s0167268125003774.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2025Benchmarking benchmarks. (2025). Putnis, Tlis ; Khomyn, Marta ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000261.

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2025Strategic digitization in currency and payment competition. (2025). Mayer, Simon ; Cong, Lin William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000637.

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2025Differential access to dark markets and execution outcomes. (2025). Comerton-Forde, Carole ; Brugler, James. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25000947.

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2025When do short sellers trade? Evidence from intraday data and implications for informed trading models. (2025). Hu, Danqi ; Jones, Charles M ; Zhang, Xiaoyan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001564.

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2025Compass guided: Northbound capital flow and investment clustering in China. (2025). Wang, Chuanjie ; Liu, Qingfu ; Yiu, Clement Man ; Chen, Zhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000403.

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2025Listening to the Market: Music sentiment and cryptocurrency returns. (2025). Yarovaya, Larisa ; Naeem, Muhammad Abubakr ; Younus, Mehak ; Hadhri, Sinda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001299.

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2025Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2025). di Casola, Paola ; Habib, Maurizio Michael ; Tercero-Lucas, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001408.

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2025A primer on bitcoin cross-border flows: Measurement and drivers. (2025). Cerutti, Eugenio ; Hengge, Martina ; Chen, Jiaqian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001597.

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2026Impermanent loss in cryptocurrency. (2026). Li, Xiao ; Dowling, Michael ; Chu, Gang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002116.

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2026Tokenization: a potential pathway for Bitcoin’s future. (2026). Zvonka, Georgii. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s026156062500227x.

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2026Global trade network and the cross-section of international stock market returns. (2026). Su, Zhi ; Fang, Tong ; Liu, Peng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002426.

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2025All that glitters: A theory of multiple bubbles with implications for cryptocurrencies. (2025). Han, Jungsuk ; Wang, Yenan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000352.

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2025High-frequency liquidity in the Chinese stock market: Measurements, patterns, and determinants. (2025). Zhang, Ruixun ; Dai, Yuehao ; Zhao, Chaoyi ; Wu, Lan ; Chen, Ermo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000186.

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2025Perceived problems, causes, and solutions of finance research reproducibility and replicability: A pre-registered report. (2025). Brosnan, Mark ; Ali, Searat ; Chai, Daniel ; Hasso, Tim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x24003160.

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2025Who watches what and why it matters: Attention allocation, tug-of-war, and market resiliency: A pre-registered report. (2025). Kalev, Petko S ; Lee, Alex ; Tian, Xiao ; Marchetti, James. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000678.

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2025The role of market makers in hybrid markets. (2025). Zhang, Jinqing ; Li, Jiayi ; Kong, AO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001027.

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2025Foreign investor trading, local investor mimicry and stock price volatility. (2025). Gao, Yuanyuwei ; Zheng, Xingxin ; Zhao, Xiangyang ; Li, Haitong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002124.

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2025Mainland Chinese investor attention influences on international markets: The impact of Game of Hunting on the stock returns of head-hunting companies in Hong Kong. (2025). Fan, Hongzhong ; Zhang, Hejie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002239.

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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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2024Nonstandard Errors.(2024) In: Journal of Finance.
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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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2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2024Nonstandard Errors.(2024) In: Post-Print.
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2024Nonstandard Errors.(2024) 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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2026Non-Standard Errors.(2026) 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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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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2019The cost of clearing fragmentation.(2019) In: Bank of England working papers.
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2024The Cost of Clearing Fragmentation.(2024) In: Management Science.
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2019Central counterparty exposure in stressed markets In: BIS Working Papers.
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2021Central Counterparty Exposure in Stressed Markets.(2021) In: Management Science.
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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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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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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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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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2023Equilibrium Bitcoin Pricing In: Journal of Finance.
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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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2021Non-Standard Errors In: Janeway Institute Working Papers.
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2012Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate In: Journal of Financial and Quantitative Analysis.
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2022Computational Reproducibility in Finance: Evidence from 1,000 Tests In: HEC Research Papers Series.
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2024Computational Reproducibility in Finance: Evidence from 1,000 Tests.(2024) In: Post-Print.
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2024Computational Reproducibility in Finance: Evidence from 1,000 Tests.(2024) In: The Review of Financial Studies.
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2004Euro area sovereign yield dynamics: the role of order imbalance In: Working Paper Series.
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2006Euro-Area Sovereign Yield Dynamics: the role of order imbalance.(2006) In: Serie Research Memoranda.
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2004Understanding limit order book depth: conditioning on trade informativeness In: Econometric Society 2004 Latin American Meetings.
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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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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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2013How do designated market makers create value for small-caps? In: Journal of Financial Markets.
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2013High frequency trading and the new market makers In: Journal of Financial Markets.
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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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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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2014Price pressures In: Journal of Financial Economics.
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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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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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2007Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures In: Staff Reports.
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2009Are market makers uninformed and passive? Signing trades in the absence of quotes In: Staff Reports.
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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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2016Need for Speed? Exchange Latency and Liquidity.(2016) In: Working Papers.
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2017Need for Speed? Exchange Latency and Liquidity.(2017) In: The Review of Financial Studies.
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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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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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2017Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties In: The Review of Asset Pricing Studies.
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2025Large orders in small markets: execution with endogenous liquidity supply In: Review of Finance.
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2023Large Orders in Small Markets: Execution with Endogenous Liquidity Supply.(2023) In: Tinbergen Institute Discussion Papers.
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2022Asset Price Dynamics with Limited Attention In: The Review of Financial Studies.
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2010Middlemen in Limit Order Markets In: 2010 Meeting Papers.
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2016Dispersion and Skewness of Bid Prices In: 2016 Meeting Papers.
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2000A Pricing Model for American Options with Gaussian Interest Rates In: Annals of Operations Research.
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2012Limit order books and trade informativeness In: The European Journal of Finance.
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2011Limit order books and trade informativeness.(2011) In: CFS Working Paper Series.
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2018High-Frequency Trading as Viewed through an Electron Microscope In: Financial Analysts Journal.
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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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2003Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence In: Tinbergen Institute Discussion Papers.
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2007Macro News, Riskfree Rates, and the Intermediary In: Tinbergen Institute Discussion Papers.
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2017Monitoring CCP Exposure, in Real Time if Needed In: World Scientific Book Chapters.
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2005Understanding the limit order book: Conditioning on trade informativeness In: CFR Working Papers.
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2008Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate In: CFS Working Paper Series.
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