Albert Menkveld

18 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9913-9242

School of Business and Economics, Vrije Universiteit Amsterdam; Tinbergen Institute

Publications

• Large orders in small markets: execution with endogenous liquidity supply — Review of Finance 2025
• The Cost of Clearing Fragmentation — Management Science 2024
• Computational Reproducibility in Finance: Evidence from 1,000 Tests — The Review of Financial Studies 2024
• Nonstandard Errors — The Journal of Finance 2024 (name-matched, not ORCID-linked)
• Equilibrium Bitcoin Pricing — The Journal of Finance 2023
• Asset Price Dynamics with Limited Attention — The Review of Financial Studies 2022
• Equilibrium Bid-Price Dispersion — Journal of Political Economy 2022
• Central Counterparty Exposure in Stressed Markets — Management Science 2021
• Information Revelation in Decentralized Markets — The Journal of Finance 2019
• The Flash Crash: A Cautionary Tale About Highly Fragmented Markets — Management Science 2019
• High-Frequency Trading around Large Institutional Orders — The Journal of Finance 2019
• Shades of darkness: A pecking order of trading venues — Journal of Financial Economics 2017
• Need for Speed? Exchange Latency and Liquidity — The Review of Financial Studies 2017
• Price pressures — Journal of Financial Economics 2014
• Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate — Journal of Financial and Quantitative Analysis 2012
• Does Algorithmic Trading Improve Liquidity? — The Journal of Finance 2011
• Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount — The Journal of Finance 2008
• Competition for Order Flow and Smart Order Routing Systems — The Journal of Finance 2008