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Albert J. Menkveld

Global rank #3741 95%

Institution: Tinbergen Instituut

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://albertjmenkveld.com

First Publication: 2001

Most Recent: 2025

RePEc ID: pme346 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 1.01 1.09 0.67 0.00 6.88
Last 10 Years 1.01 4.78 2.68 0.00 16.26
All Time 1.01 8.13 5.87 0.00 26.15

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 15.07

Publications (18)

Year Article Journal Tier Authors
2025 Large orders in small markets: execution with endogenous liquidity supply Review of Finance B 3
2024 Nonstandard Errors Journal of Finance A 343
2024 Computational Reproducibility in Finance: Evidence from 1,000 Tests The Review of Financial Studies A 11
2023 Equilibrium Bitcoin Pricing Journal of Finance A 5
2022 Equilibrium Bid-Price Dispersion Journal of Political Economy S 2
2022 Asset Price Dynamics with Limited Attention The Review of Financial Studies A 4
2019 High‐Frequency Trading around Large Institutional Orders Journal of Finance A 2
2019 Information Revelation in Decentralized Markets Journal of Finance A 2
2017 Shades of darkness: A pecking order of trading venues Journal of Financial Economics A 3
2017 Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties Review of Asset Pricing Studies B 1
2017 Need for Speed? Exchange Latency and Liquidity The Review of Financial Studies A 2
2014 Price pressures Journal of Financial Economics A 2
2012 Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate Journal of Financial and Quantitative Analysis B 3
2011 Does Algorithmic Trading Improve Liquidity? Journal of Finance A 3
2008 Competition for Order Flow and Smart Order Routing Systems Journal of Finance A 2
2008 Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount Journal of Finance A 3
2008 Splitting orders in overlapping markets: A study of cross-listed stocks Journal of Financial Intermediation B 1
2001 Market dynamics in the Netherlands: Competition policy and the role of small firms International Journal of Industrial Organization B 4