Albert J. Menkveld   My Two Cents   
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Working Papers

Information Revelation in Decentralized Markets, 2018, with Björn Hagströmer (slides).

Asset Price Dynamics with Limited Attention, 2018, with Terrence Hendershott, Rémy Praz, and Mark S. Seasholes.

Dispersion and Skewness of Bid Prices, 2017, with Boyan Jovanovic (slides).

Systemic Risk in Real Time: A Risk Dashboard for Central Clearing Parties (CCPs), 2016, with Wenqian Huang (slides).

Systemic Risk in Central Clearing: Should Crowded Trades Be Avoided?, 2015 (slides).

Middlemen in Limit-Order Markets, 2015, with Boyan Jovanovic (online appendix).

Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets, 2015, with Emiliano Pagnotta and Marius A. Zoican.

Middlemen Interaction and Its Effect on Market Quality, 2012, with Bart Zhou Yueshen.