Albert J. Menkveld

Finance · 2008–2019

A researcher in the Science corpus: 9 papers; trusts 48 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

• Finance — 138 citations into it; #801 of 10,518 by trust here, #704 by citations
• Economics and Econometrics — 118 citations into it; #1,714 of 23,481 by trust here, #1,913 by citations
• Accounting — 45 citations into it; #1,876 of 8,970 by trust here, #2,532 by citations
• Management Science and Operations Research — 37 citations into it; #1,856 of 11,946 by trust here, #1,182 by citations
• Strategy and Management — 5 citations into it

Whom Albert J. Menkveld trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Terrence Hendershott
2. Thierry Foucault
3. Christine A. Parlour
4. Allen Carrion
5. Peter Hoffmann
6. Charles M. Jones
7. Ryan Riordan
8. Andrew W. Lo
9. Joel Hasbrouck
10. Jonathan Brogaard

Who trusts Albert J. Menkveld overall

1. Jonathan Brogaard
2. Adrienne G. Gonzalo
3. Charles M. Jones
4. Markus Baldauf
5. Peter Hoffmann
6. Thierry Foucault
7. A. Lachapelle
8. Ekkehart Boehmer
9. Ryan Riordan
10. Terrence Hendershott

Papers from Albert J. Menkveld's perspective

Ordered by how strongly the researchers Albert J. Menkveld trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Diversity of High-Frequency Traders
2. High Frequency Trading and Price Discovery (Social Science Research Network)
3. Very Fast Money: High-Frequency Trading on the NASDAQ
4. Technology and Liquidity Provision: The Blurring of Traditional Definitions
5. Toward a National Market System for U.S. Exchange–listed Equity Options
6. Does Algorithmic Trading Improve Liquidity
7. Econometric Models of Limit-Order Executions
8. Market Architecture: Limit Order Books Versus Dealership Markets
9. Market liquidity and funding liquidity
10. The investment behavior and performance of various investor types: a study of Finland's unique data set

Their papers

• Does Algorithmic Trading Improve Liquidity (2011) — 1,540 citations
• High frequency trading and the new market makers (2013) — 733 citations
• Competition for Order Flow and Smart Order Routing Systems (2008) — 306 citations
• Middlemen in Limit Order Markets (2016) — 215 citations
• Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount (2008) — 388 citations
• The Economics of High-Frequency Trading: Taking Stock (2016) — 241 citations
• High‐Frequency Trading around Large Institutional Orders (2019) — 188 citations
• Equilibrium Bitcoin Pricing (2018) — 212 citations
• Need for Speed? Exchange Latency and Liquidity (2016) — 164 citations