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Information about:
Albert J. Menkveld

Personal Details | Affiliation | Works
This is information that was supplied by Albert Menkveld in registering through RePEc. If you are Albert J. Menkveld , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Albert
Middle Name: J.
Last Name: Menkveld
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RePEc Short-ID: pme346

Email:
Homepage: http://www.albertjmenkveld.org
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michel van der Wel & Albert Menkveld & Asani Sarkar, 2009. "Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes," Tinbergen Institute Discussion Papers 09-046/3, Tinbergen Institute. [Downloadable!]

  2. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro News, Riskfree Rates, and the Intermediary," Tinbergen Institute Discussion Papers 07-086/2, Tinbergen Institute. [Downloadable!]

  3. Albert J. Menkveld & Asani Sarkar & Michel van der Wel, 2007. "Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures," Staff Reports 307, Federal Reserve Bank of New York. [Downloadable!]

  4. Foucault, Thierry & Menkveld, Albert, 2006. "Competition for order flow and smart order routing systems," Les Cahiers de Recherche 831, HEC Paris. [Downloadable!]
    Other versions:
    Published as:

  5. Menkveld, Albert J., 2006. "Splitting orders in overlapping markets: a study of cross-listed stocks," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

  6. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    Published as:

  7. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006. "Are Domestic Investors Better Informed than Foreign Investors? : Evidence from the Perfectly Segmented Market in China," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  8. Helena Beltran & Albert J. Menkveld, 2004. "Understanding limit order book depth: conditioning on trade informativeness," Econometric Society 2004 Latin American Meetings 142, Econometric Society. [Downloadable!]

  9. Albert J. Menkveld & Yiu C. Cheung & Frank de Jong, 2004. "Euro area sovereign yield dynamics - the role of order imbalance," Working Paper Series 385, European Central Bank. [Downloadable!]
    Other versions:

  10. Albert J. Menkveld & Siem Jan Koopman & André Lucas, 2003. "Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence," Tinbergen Institute Discussion Papers 03-037/2, Tinbergen Institute, revised 13 Oct 2003. [Downloadable!]

  11. Bert Menkveld, 2001. "Splitting Orders in Fragmented Markets," Tinbergen Institute Discussion Papers 01-059/2, Tinbergen Institute. [Downloadable!]

  12. A.J. Menkveld, 2001. "Splitting orders in fragmented markets - evidence from cross-listed stocks," Econometric Institute Report 227, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  13. Erik Hupperets & Bert Menkveld, 2000. "Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York," Tinbergen Institute Discussion Papers 00-018/2, Tinbergen Institute. [Downloadable!]
    Published as:

  14. Winfried Hallerbach & Bert Menkveld, 1999. "Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry," Tinbergen Institute Discussion Papers 99-023/2, Tinbergen Institute. [Downloadable!]

  15. Audretsch, D.B. & van Leeuwen, G. & Menkveld, B. & Thurik, R., 1999. "Are Small Firms Really Sub-Optimal?: Compensating Factor Differentials in Small Dutch Manufacturing Firms," Papers 9902/e, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.
    Other versions:

  16. Bert Menkveld & Ton Vorst, 1998. "A Pricing Model for American Options with Stochastic Interest Rates," Tinbergen Institute Discussion Papers 98-028/2, Tinbergen Institute. [Downloadable!]

  17. Audretsch, D-B & Menkveld, A-J & Thurik, A-R, 1996. "The Decision Between Internal and External R&D," Papers 9603/e, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.

  18. Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B., 1994. "Volatility Patterns and Spillovers in Bund Futures," Monash Econometrics and Business Statistics Working Papers 1994-16, Monash University, Department of Econometrics and Business Statistics.

Articles

  1. Lin, Kuan-Pin & Menkveld, Albert J. & Yang, Zhishu, 2009. "Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years," China Economic Review, Elsevier, vol. 20(1), pages 29-45, March. [Downloadable!] (restricted)

  2. Thierry Foucault & Albert J. Menkveld, 2008. "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, vol. 63(1), pages 119-158, 02. [Downloadable!] (restricted)
    Other versions:

  3. Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008. "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, vol. 63(1), pages 159-196, 02. [Downloadable!] (restricted)
    Other versions:

  4. Menkveld, Albert J., 2008. "Splitting orders in overlapping markets: A study of cross-listed stocks," Journal of Financial Intermediation, Elsevier, vol. 17(2), pages 145-174, April. [Downloadable!] (restricted)
    Other versions:

  5. Menkveld, Albert J. & Koopman, Siem Jan & Lucas, Andre, 2007. "Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 213-225, April. [Downloadable!] (restricted)

  6. Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2007. "The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market," Journal of Financial Markets, Elsevier, vol. 10(4), pages 391-415, November. [Downloadable!] (restricted)

  7. Winfried G. Hallerbach & Albert J. Menkveld, 2004. "Analysing Perceived Downside Risk: the Component Value-at-Risk Framework," European Financial Management, Blackwell Publishing Ltd, vol. 10(4), pages 567-591. [Downloadable!] (restricted)

  8. Hupperets, Erik C. J. & Menkveld, Albert J., 2002. "Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York," Journal of Financial Markets, Elsevier, vol. 5(1), pages 57-82, January. [Downloadable!] (restricted)
    Other versions:

  9. Audretsch, David B. & van Leeuwen, George & Menkveld, Bert & Thurik, Roy, 2001. "Market dynamics in the Netherlands: Competition policy and the role of small firms," International Journal of Industrial Organization, Elsevier, vol. 19(5), pages 795-821, April. [Downloadable!] (restricted)

  10. Menkveld, A J & Thurik, A R, 1999. " Firm Size and Efficiency in Innovation: Reply," Small Business Economics, Springer, vol. 12(1), pages 97-101, February. [Downloadable!] (restricted)

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-04-08 2006-04-29 2006-04-29
  2. NEP-CFN: Corporate Finance (3) 1999-05-10 2006-04-29 2006-04-29
  3. NEP-CNA: China (2) 2006-04-29 2006-04-29
  4. NEP-EEC: European Economics (2) 2005-10-04 2006-04-29
  5. NEP-FIN: Finance (6) 1999-05-10 2005-10-04 2006-04-08 2006-04-29 2006-04-29 2006-04-29 Author is listed
  6. NEP-FMK: Financial Markets (9) 2000-06-29 2001-07-13 2005-10-04 2006-04-08 2006-04-29 2006-04-29 2006-04-29 2006-04-29 2006-06-03 Author is listed
  7. NEP-MAC: Macroeconomics (1) 2008-02-23
  8. NEP-MST: Market Microstructure (3) 2007-12-01 2008-02-23 2009-07-03
  9. NEP-SEA: South East Asia (2) 2006-04-29 2006-04-29
  10. NEP-TRA: Transition Economics (2) 2006-04-29 2006-04-29
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This page was last updated on 2009-12-1.

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