Albert J. Menkveld
Vrije Universiteit Amsterdam
H-index: 30
Europe-Netherlands
Top articles of Albert J. Menkveld
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Large Orders in Small Markets: Execution with Endogenous Liquidity Supply | Available at SSRN 3326313 | Agostino Capponi Albert J Menkveld Hongzhong Zhang | 2023/7/6 |
Non-Standard Errors | Anna Dreber Albert J Menkveld Felix Holzmeister Magnus Johannesson Juergen Huber | 2021/11/11 | |
Computational reproducibility in finance: Evidence from 1,000 tests | HEC Paris Research Paper Forthcoming | Christophe Pérignon Olivier Akmansoy Christophe Hurlin Anna Dreber Felix Holzmeister | 2023/4/14 |
Trades, quotes, and information shares | Available at SSRN 4356262 | Björn Hagströmer Albert J Menkveld | 2023/2/13 |
The cost of clearing fragmentation | Management Science | Evangelos Benos Wenqian Huang Albert Menkveld Michalis Vasios | 2023/7/28 |
Who knows? information differences between trader types | Albert J Menkveld Ion Lucas Saru | 2022/6 | |
Equilibrium bid-price dispersion | Journal of Political Economy | Boyan Jovanovic Albert J Menkveld | 2022/2/1 |
Asset price dynamics with limited attention | The Review of Financial Studies | Terrence Hendershott Albert J Menkveld Rémy Praz Mark Seasholes | 2022/2/1 |
The economics of central clearing | Albert J Menkveld Guillaume Vuillemey | 2021/11/1 | |
Central counterparty exposure in stressed markets | Management Science | Wenqian Huang Albert J Menkveld Shihao Yu | 2021/6 |
Pre-Analysis Plan: Same Data, Same Hypotheses, Different Teams: Measuring and Understanding Dispersion in Results | Albert J Menkveld Anna Dreber Felix Holzmeister Jürgen Huber Magnus Johannesson | 2021/1/11 |
