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Crowded positions: an overlooked systemic risk for central clearing parties
Menkveld, Albert J. - In: Review of asset pricing studies 7 (2017) 2, pp. 209-242
Persistent link: https://www.econbiz.de/10011779081
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The economics of high-frequency trading : taking stock
Menkveld, Albert J. - In: Annual review of financial economics 8 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011595858
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Equilibrium bid-price dispersion
Jovanovic, Boyan; Menkveld, Albert J. - In: Journal of political economy 130 (2022) 2, pp. 426-461
Persistent link: https://www.econbiz.de/10012876170
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Non-standard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; … - 2021
Persistent link: https://www.econbiz.de/10012820984
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Competition for order flow and smart order routing systems
Foucault, Thierry; Menkveld, Albert J. - 2006
Persistent link: https://www.econbiz.de/10003310551
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Need for speed? : exchange latency and liquidity
Menkveld, Albert J.; Zoican, Marius A. - In: The review of financial studies 30 (2017) 4, pp. 1188-1228
Persistent link: https://www.econbiz.de/10011749351
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Shades of darkness : a pecking order of trading venues
Menkveld, Albert J.; Yueshen, Bart Zhou; Zhu, Haoxiang - In: Journal of financial economics 124 (2017) 3, pp. 503-534
Persistent link: https://www.econbiz.de/10011751481
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The flash crash : a cautionary tale about highly fragmented markets
Menkveld, Albert J.; Yueshen, Bart Zhou - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4470-4488
Persistent link: https://www.econbiz.de/10012118063
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The economics of central clearing
Menkveld, Albert J.; Vuillemey, Guillaume - In: Annual review of financial economics 13 (2021), pp. 153-178
Persistent link: https://www.econbiz.de/10012612508
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Central counterparty exposure in stressed markets
Huang, Wenqian; Menkveld, Albert J.; Yu, Shihao - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3596-3617
Persistent link: https://www.econbiz.de/10012606958