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Crowded Trades: An Overlooked...
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Menkveld, Albert J.
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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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2
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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3
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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4
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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5
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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6
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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7
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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8
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
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9
Does Algorithmic Trading Improve Liquidity?
HENDERSHOTT, TERRENCE
;
JONES, CHARLES M.
;
MENKVELD, …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10008781321
Saved in:
10
Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years
Lin, Kuan-Pin
;
Menkveld, Albert J.
;
Yang, Zhishu
- In:
China economic review : an international journal
20
(
2009
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10008885101
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