Albert J. Menkveld
My two cents
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Blogs
AI "Errors"
Do News Traders Crowd Out Value Traders?
When Prices Dislocate
VIX is fear ... of fire sales?
Data ≠ Transparency
Reproducible Science
Unbiased Information Share Estimates
Nonstandard Errors II
Nonstandard Errors I
Cost of fragmented clearing
Crowd-sourced knowledge
Illiquidity everywhere?
Deep enough to dive?
Who likes large uninformed orders? Anyone?
The fundamental value of bitcoins
Fake news?
Cat and Mouse Play between Investors and HFTs
Bidding by HFTs and non-HFTs
Prices Vibrate Before They Crash
Systemic Risk in Real Time
High-Frequency Trading as Viewed Through an Electron Microscope
HFT Good or Bad? A Literature Survey
Information Flows - Euro Swiss Franc (Crash)
High-Frequency Trading around Large Institutional Orders
Who Supplies Liquidity? We Need A New Definition
Shades of Darkness. A Pecking Order of Trading Venues
Pay-to-Play Equilibria
Dutch High-Frequency Traders Soon Faster than Speed of Light?
Is an Even Faster Exchange Good For Market Quality?
Crowded Trades Hidden Risk for CCPs