Skip to contents

  1. Capponi, Agostino [Author] ; Menkveld, Albert J. [Other]; Zhang, Hongzhong [Other]

    Large Orders in Small Markets : On Optimal Execution with Endogenous Liquidity Supply

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2019]

  2. Beltran-Lopez, Helena M. [Author] ; Menkveld, Albert J. [Other]; Grammig, Joachim [Other]

    Limit Order Books and Trade Informativeness

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2011]

    Published in: EFA 2005 Moscow Meetings

  3. van der Wel, Michel [Author] ; Menkveld, Albert J. [Other]; Sarkar, Asani [Other]

    Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2009]

    Published in: FRB of New York Staff Report ; No. 395

  4. Chan, Kalok [Author] ; Menkveld, Albert J. [Other]; Yang, Zhishu [Other]

    The Informativeness of Domestic and Foreign Investors' Stock Trades : Evidence from the Perfectly Segmented Chinese Market

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2008]