| Does algorithmic trading improve liquidity? T Hendershott, CM Jones, AJ Menkveld The Journal of finance 66 (1), 1-33, 2011 | 1904 | 2011 |
| High frequency trading and the new market makers AJ Menkveld Journal of financial Markets 16 (4), 712-740, 2013 | 909 | 2013 |
| Information asymmetry and asset prices: Evidence from the China foreign share discount K Chan, AJ Menkveld, Z Yang The Journal of Finance 63 (1), 159-196, 2008 | 490 | 2008 |
| Middlemen in limit order markets B Jovanovic, AJ Menkveld Available at SSRN 1624329, 2016 | 423 | 2016 |
| Competition for order flow and smart order routing systems T Foucault, AJ Menkveld The Journal of Finance 63 (1), 119-158, 2008 | 385 | 2008 |
| The economics of high-frequency trading: Taking stock AJ Menkveld Annual Review of Financial Economics 8, 1-24, 2016 | 295 | 2016 |
| Some new evidence on the determinants of large-and small-firm innovation B Van Dijk, R Den Hertog, B Menkveld, R Thurik Small Business Economics 9, 335-343, 1997 | 282 | 1997 |
| Price pressures T Hendershott, AJ Menkveld Journal of Financial economics 114 (3), 405-423, 2014 | 278 | 2014 |
| Equilibrium bitcoin pricing B Biais, C Bisiere, M Bouvard, C Casamatta, AJ Menkveld The Journal of Finance 78 (2), 967-1014, 2023 | 231 | 2023 |
| High‐frequency trading around large institutional orders V Van Kervel, AJ Menkveld The Journal of Finance 74 (3), 1091-1137, 2019 | 223 | 2019 |
| High‐frequency trading around large institutional orders V Van Kervel, AJ Menkveld The Journal of Finance 74 (3), 1091-1137, 2019 | 223 | 2019 |
| Need for speed? Exchange latency and liquidity AJ Menkveld, MA Zoican The Review of Financial Studies 30 (4), 1188-1228, 2017 | 194 | 2017 |
| The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market K Chan, AJ Menkveld, Z Yang Journal of Financial Markets 10 (4), 391-415, 2007 | 158* | 2007 |
| The flash crash: A cautionary tale about highly fragmented markets AJ Menkveld, BZ Yueshen Management Science 65 (10), 4470-4488, 2019 | 154* | 2019 |
| Modeling around-the-clock price discovery for cross-listed stocks using state space methods AJ Menkveld, SJ Koopman, A Lucas Journal of Business & Economic Statistics 25 (2), 213-225, 2007 | 131 | 2007 |
| The decision between internal and external R & D DB Audretsch, AJ Menkveld, AR Thurik Journal of Institutional and Theoretical Economics (JITE)/Zeitschrift für …, 1996 | 130 | 1996 |
| Shades of darkness: A pecking order of trading venues AJ Menkveld, BZ Yueshen, H Zhu Journal of Financial Economics 124 (3), 503-534, 2017 | 123 | 2017 |
| The flash crash: A cautionary tale about highly fragmented markets AJ Menkveld, BZ Yueshen Management Science 65 (10), 4470-4488, 2019 | 122 | 2019 |
| Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York ECJ Hupperets, AJ Menkveld Journal of Financial Markets 5 (1), 57-82, 2002 | 121 | 2002 |
| Crowded Trades: An overlooked systemic risk for central clearing parties AJ Menkveld Manuscript, VU University Amsterdam, 2016 | 111* | 2016 |
