Similar Search Results

Foresight driver review : electronic trading and market structure

Menkveld, Albert J. - 2011

Persistent link: https://www.econbiz.de/10010386947

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/10003756030

Intraday analysis of market integration

Hupperets, Erik; Menkveld, Albert J. - 2000

Persistent link: https://www.econbiz.de/10001467482

Intraday analysis of market integration : Dutch blue chips traded in Amsterdam and New York

Hupperets, Erik C. J.; Menkveld, Albert J. - In: Journal of financial markets 5 (2002) 1, pp. 57-82

Persistent link: https://www.econbiz.de/10001657098

Round-the-clock price discovery for cross-listed stocks : US-Dutch evidence

Menkveld, Albert J.; Koopman, Siem Jan; Lucas, André - 2003

Persistent link: https://www.econbiz.de/10001792414

Intraday analysis of market integration : Dutch blue chips traded in Amsterdam and New York

Hupperets, Erik (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002000476

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

Asset price dynamics with limited attention

Hendershott, Terrence; Menkveld, Albert J.; Praz, Rémy; … - In: The review of financial studies 35 (2022) 2, pp. 962-1008

Persistent link: https://www.econbiz.de/10012878980

Price pressures

Hendershott, Terrence; Menkveld, Albert J. - 2010

We study price pressures in stock prices-price deviations from fundamental value due to a risk-averse intermediary supplying liquidity to asynchronously arriving investors. Empirically, twelve years of daily New York Stock Exchange intermediary data reveal economically large price pressures. A...

Persistent link: https://www.econbiz.de/10003980637

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. 1-33

Persistent link: https://www.econbiz.de/10008991191