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How do designated market makers create value for small-caps?

Menkveld, Albert J.; Wang, Ting - 2012

Persistent link: https://www.econbiz.de/10010386918

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/10010348517

Customer order flow, intermediaries, and discovery of the equilibrium risk-free rate

Menkveld, Albert J.; Sarkar, Asani; Wel, Michel van der - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 821-849

Persistent link: https://www.econbiz.de/10009672412

Chinese and world equity markets : a review of the volatilities and correlations in the first fifteen years

Lin, Kuan-pin; Menkveld, Albert J.; Zhishu Yang - In: China economic review : an international journal 20 (2009) 1, pp. 29-45

Persistent link: https://www.econbiz.de/10003829781

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - 2008

Algorithmic trading has sharply increased over the past decade. Equity market liquidity has improved as well. Are the two trends related? For a recent five-year panel of New York Stock Exchange (NYSE) stocks, we use a normalized measure of electronic message traffic (order submissions,...