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Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate
Menkveld, Albert J; Sarkar, Asani; van der Wel, Michel - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 821-851
Persistent link: https://www.econbiz.de/10010041643
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Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model With Time-Varying Parameters
Jan Koopman, Siem; Mallee, Max I P; Van der Wel, Michel - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 329-344
Persistent link: https://www.econbiz.de/10008434826
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Analysing Perceived Downside Risk: the Component Value-at-Risk Framework
Hallerbach, Winfried G.; Menkveld, Albert J. - In: European financial management : the journal of the … 10 (2004) 4, pp. 567-592
Persistent link: https://www.econbiz.de/10005924627
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A Pricing Model for American Options with Gaussian Interest Rates
Menkveld, Albert J.; Vorst, Ton - 2000
Persistent link: https://www.econbiz.de/10008217285
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Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods
Menkveld, Albert J.; Koopman, Siem Jan; Lucas, André - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 213-225
Persistent link: https://www.econbiz.de/10008221857
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How do designated market makers create value for small-caps?
Menkveld, Albert J.; Wang, Ting - In: Journal of financial markets 16 (2013) 3, pp. 571-603
Persistent link: https://www.econbiz.de/10010156397
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The Decision Between Internal and External R & D
Audretsch, David B.; Menkveld, Albert J.; Thurik, A.Roy - In: Journal of institutional and theoretical economics : JITE 152 (1996) 3, pp. 519-530
Persistent link: https://www.econbiz.de/10007556398
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Splitting orders in overlapping markets: A study of cross-listed stocks
Menkveld, Albert J. - In: Journal of financial intermediation 17 (2008) 2, pp. 145-174
Persistent link: https://www.econbiz.de/10007988750
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New Concepts in Innovation Output Measurement
Kleinknecht, Alfred; Bain, Donald; Menkveld, Albert J. - In: Small business economics : an internat. journal 6 (1994) 6, pp. 482-484
Persistent link: https://www.econbiz.de/10007140368
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Limit order books and trade informativeness
Beltran-Lopez, Hlena; Grammig, Joachim; Menkveld, Albert J. - In: The European journal of finance 18 (2012) 9, pp. 737-760
Persistent link: https://www.econbiz.de/10010040797