Menkveld, A.J.

(Bert Menkveld)

market trade price trading result order volume industry customer stock ﬁ rms announcement trader amsterdam difference table sub-optimal interval value model dutch factor level customer ﬂ ow number employee sample audretsch study inventory return volatility 0.01 information productivity compensation market makers minute employee compensation paper increase share innovation option pattern firm size journal correlation maker scale nonannouncement days spread state airline figure exchange growth interest announcement days factor differentials method period change netherland estimate future structure liquidity nonannouncement signi splitting orders overlap manufacturing component interest rates disadvantage arbitrage american differential labor

10 Most Recent Publications

Customer order flow, intermediaries, and discovery of the equilibrium risk-free rate (Article) Menkveld, A.J. Sarkar, A. Wel, M. van der	2012-08-01
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes (Research Paper) Wel, M. van der Menkveld, A.J. Sarkar, A.	2009-05-01
Splitting Orders in Fragmented Markets; evidence from cross-listed stocks (Research Paper) Menkveld, A.J.	2001-06-19
Market dynamics in the Netherlands: Competition policy and the role of small firms (Article) Audretsch, D.B. Leeuwen, G. van Menkveld, A.J. Thurik, A.R.	2001-04-01
Intraday Analysis of Market Integration: Dutch Blue Chips traded in Amsterdam and New York (Research Paper) Menkveld, A.J.	2000-03-17
Value at Risk as a Diagnostic Tool for Corporates: The Airline Industry (Research Paper) Hallerbach, W.G.P.M. Menkveld, A.J.	1999-05-03
Firm Siz and Efficiency in Inovation: Reply (Article) Menkveld, A.J. Thurik, A.R.	1999-02-01
Are small firms really sub-optimal?: compensating factor differentials in small dutch manufacturing firms (Research Paper) Audretsch, D.B. Leeuwen, G. van Menkveld, A.J. Thurik, A.R.	1999-01-01
A Pricing Model for American Options with Stochastic Interest Rates (Research Paper) Menkveld, A.J. Vorst, A.C.F.	1998-04-20
Volatility transmission and patterns in Bund futures (Article) Franses, Ph.H.B.F. Ieperen, R. van Menkveld, A.J. Kofman, P. Martens, M.P.E.	1997-12-01

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