1

High frequency trading and the new market makers

Menkveld, Albert J.
Journal:
Journal of Financial Markets
Year:
2013
Language:
english
File:
PDF, 1.12 MB
english, 2013
2

Competition for Order Flow and Smart Order Routing Systems

THIERRY FOUCAULT, ALBERT J. MENKVELD
Journal:
The Journal of Finance
Year:
2008
Language:
english
File:
PDF, 275 KB
english, 2008
3

How do designated market makers create value for small-caps?

Menkveld, Albert J., Wang, Ting
Journal:
Journal of Financial Markets
Year:
2013
Language:
english
File:
PDF, 476 KB
english, 2013
4

High-Frequency Trading around Large Institutional Orders

VAN KERVEL, VINCENT, MENKVELD, ALBERT J.
Journal:
The Journal of Finance
Year:
2019
Language:
english
File:
PDF, 883 KB
english, 2019
5

Limit order books and trade informativeness

Beltran-Lopez, Hélena, Grammig, Joachim, Menkveld, Albert J.
Journal:
European Journal of Finance
Year:
2012
Language:
english
File:
PDF, 264 KB
english, 2012
7

High-Frequency Trading as Viewed through an Electron Microscope

Menkveld, Albert J.
Journal:
Financial Analysts Journal
Year:
2018
Language:
english
File:
PDF, 1008 KB
english, 2018
8

Does Algorithmic Trading Improve Liquidity?

TERRENCE HENDERSHOTT, CHARLES M. JONES, ALBERT J. MENKVELD
Journal:
The Journal of Finance
Year:
2011
Language:
english
File:
PDF, 783 KB
english, 2011
9

High Frequency Trading and the New-Market Makers

Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 557 KB
english, 2012
11

Price pressures

Hendershott, Terrence, Menkveld, Albert J.
Journal:
Journal of Financial Economics
Year:
2014
Language:
english
File:
PDF, 711 KB
english, 2014
12

Competition for Order Flow and Smart Order Routing Systems

Thierry Foucault and Albert J. Menkveld
Journal:
The Journal of Finance
Year:
2008
Language:
english
File:
PDF, 4.97 MB
english, 2008
13

The Flash Crash: A Cautionary Tale About Highly Fragmented Markets

Menkveld, Albert J., Yueshen, Bart Zhou
Journal:
Management Science
Year:
2018
Language:
english
File:
PDF, 5.22 MB
english, 2018
15

A Pricing Model for American Options with Gaussian Interest Rates

Albert J. Menkveld, Ton Vorst
Journal:
Annals of Operations Research
Year:
2000
Language:
english
File:
PDF, 114 KB
english, 2000
18

High-Frequency Traders and Market Structure

Menkveld, Albert J.
Journal:
Financial Review
Year:
2014
Language:
english
File:
PDF, 517 KB
english, 2014
22

Need for Speed? Exchange Latency and Liquidity

Menkveld, Albert J., Zoican, Marius A.
Journal:
Review of Financial Studies
Year:
2017
Language:
english
File:
PDF, 1.45 MB
english, 2017
23

Middlemen in Limit-Order Markets

Jovanovic, Boyan, Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 584 KB
english, 2011
24

Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties

Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 1.13 MB
english, 2014
26

Need for Speed? Low Latency Trading and Adverse Selection

Menkveld, Albert J., Zoican, Marius Andrei
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 865 KB
english, 2013
27

Equilibrium Bitcoin Pricing

Biais, Bruno, Bisiere, Christophe, Bouvard, Matthieu, Casamatta, Catherine, Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 529 KB
english, 2018
29

Book reviews

Sandra Honig-Haftel, Albert J. Menkveld
Journal:
Small Business Economics
Year:
1994
Language:
english
File:
PDF, 565 KB
english, 1994
31

Splitting orders in overlapping markets: A study of cross-listed stocks

Albert J. Menkveld
Journal:
Journal of Financial Intermediation
Year:
2008
Language:
english
File:
PDF, 421 KB
english, 2008
35

New Concepts in Innovation Output Measurementby Alfred Kleinknecht; Donald Bain

Review by: Albert J. Menkveld
Journal:
Small Business Economics
Year:
1994
Language:
english
File:
PDF, 458 KB
english, 1994
36

Shades of darkness: A pecking order of trading venues

Menkveld, Albert J., Yueshen, Bart Zhou, Zhu, Haoxiang
Journal:
Journal of Financial Economics
Year:
2017
Language:
english
File:
PDF, 3.30 MB
english, 2017
37

Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties*

Menkveld, Albert J
Journal:
Review of Asset Pricing Studies
Year:
2017
Language:
english
File:
PDF, 860 KB
english, 2017
38

Middlemen in Limit-Order Markets

Jovanovic, Boyan, Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2011
File:
PDF, 584 KB
2011
39

Anatomy of the Flash Crash

Menkveld, Albert J., Yueshen, Bart Z.
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 1.67 MB
english, 2013
40

High-Frequency Trading around Large Institutional Orders

van Kervel, Vincent, Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 2.06 MB
english, 2015
41

Central Clearing and Asset Prices

Menkveld, Albert J., Pagnotta, Emiliano, Zoican, Marius A.
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 882 KB
english, 2013
45

Limit Order Books and Trade Informativeness

Beltran-Lopez, Helena M., Menkveld, Albert J., Grammig, Joachim
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 309 KB
english, 2006
46

Foresight Driver Review: Electronic Trading and Market Structure

Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 514 KB
english, 2011
47

Systemic Liquidation Risk: Centralized Clearing, Margins, and the Default Fund

Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 1017 KB
english, 2013
48

High-Frequency Trading as Viewed Through an Electron Microscope

Menkveld, Albert J.
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 329 KB
english, 2017
50

Need for Speed? Exchange Latency and Market Quality

Menkveld, Albert J., Zoican, Marius A.
Journal:
SSRN Electronic Journal
Year:
2014
Language:
english
File:
PDF, 3.84 MB
english, 2014