See all articles by Albert J. MenkveldVrije Universiteit Amsterdam
Stockholm School of Economics - Department of Economics
University of Innsbruck - Department of Economics
University of Innsbruck
Stockholm School of Economics - Department of Economics
University of Innsbruck
University of Innsbruck
VU University Amsterdam
Universidad de Alicante
Bar-Ilan University - Graduate School of Business Administration
International Monetary Fund
National Bureau of Economic Research (NBER); Princeton University - Department of Economics
CNRS
University of Oxford
University of Technology Sydney
Dublin City University
University of Chicago - Booth School of Business
Wilfrid Laurier University
Georgetown University - McDonough School of Business
University of Mannheim
Tennessee Technological University
EM Lyon (Ecole de Management de Lyon) - Emlyon Business School
University of St. Gallen; University of St.Gallen
Swiss Finance Institute - HEC Lausanne
University of Innsbruck
BI Norwegian Business School
University of Memphis
Northwestern University - Pritzker School of Law
Universidad EAFIT
University of Illinois at Chicago - Department of Finance
VU University Amsterdam
Technische Universität Berlin
Lebanese American University
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Toulouse Business School - TBS Education
Monash University
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES); PSB Paris School of Business
Vrije Universiteit Amsterdam
University of Padua - Department of Statistical Sciences
University of Memphis - Fogelman College of Business and Economics
University of Amsterdam Business School
Saint Louis University - Richard A. Chaifetz School of Business
UCLA Anderson
Waseda University
University of San Francisco
Emory University - Department of Finance
Australian National University (ANU)
Goethe University Frankfurt Faculty of Economics and Business Administration
HEC Paris - Finance Department
University of Melbourne - Department of Finance; Centre for Economic Policy Research (CEPR)
Macquarie University - Faculty of Business and Economics
Nottingham Trent University
University of Liège - HEC Liège
Babson College - Finance Division
Polytechnic University of Marche - Department of Management
University of Zurich - Department of Economics; New York University - Volatility and Risk Institute; OLZ AG
Toulouse School of Economics
Masaryk University
KU Leuven - Faculty of Business and Economics (FEB)
Nottingham Trent University - Nottingham Business School
Catholic University of Louvain (UCL) - Louvain Finance (LFIN); ICHEC Brussels Management School
Erasmus University Rotterdam (EUR)
George Washington University
University of Hohenheim
Queen's University (Canada), Queen's School of Business
The Brattle Group
Faculty of Business and Economics, Dresden University of Technology
ESADE Business School
EDHEC Business School
The University of Sydney - Discipline of Finance
Stockholm Business School, Stockholm University
Salisbury University - Perdue School of Business
Cardiff Business School
VU University Amsterdam
University of Queensland - Business School
Georgetown University - Department of Economics
University of Wisconsin - Milwaukee - Department of Finance
University of Technology Sydney; Digital Finance CRC
Bank of England
Ibn Tofail University
Politecnico di Milano
Public Company Accounting Oversight Board
Macquarie University
UNSW Business School
HEC Paris - Finance Department
City University London - Bayes Business School
Universita della Svizzera italiana (USI Lugano); Swiss Finance Institute; Centre for Economic Policy Research (CEPR)
Open University of the Netherlands - School of Management
Ghent University - Department of Financial Economics
University of Essex - Essex Business School
Radboud University Nijmegen - Institute for Management Research
Ardea Investment Management; University of Technology Sydney
University of Vienna
Utrecht University - School of Economics; Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Universitat Pompeu Fabra; UPF Barcelona School of Management; Barcelona School of Economics
Columbia University
Utrecht University
Monash University - Department of Banking and Finance
University of Glasgow - Adam Smith Business School
University of Tübingen
HEC Montreal - Department of Finance
Stockholm University - Stockholm Business School
University of Liège - HEC Liège
Aalto University
American University - Department of Finance and Real Estate
University of Southern California - Marshall School of Business - Finance and Business Economics Department
Vienna University of Economics and Business
Aix-Marseille University - Aix-Marseille School of Economics
University of Vienna - Department of Statistics and Operations Research
Xi'an Jiaotong-Liverpool University (XJTLU)
University of Utah - David Eccles School of Business
University of Zurich - Department of Economics
University of California, Berkeley - Haas School of Business
West Virginia University - John Chambers College of Business and Economics, Department of Finance
University of Gothenburg - Centre for Finance
Missouri State University - College of Business
European Central Bank (ECB)
Indiana University - Kelley School of Business - Department of Finance
University of Miami - School of Business Administration - Department of Economics
Bank for International Settlements
Northeastern University - D'Amore-McKim School of Business
University of Orleans
VU University Amsterdam
University of New Mexico
Cardiff University
Saint Joseph University
Columbia University
Bank of England
Aalto University
University of Sussex
Universite du Luxembourg
Durham University
VU University Amsterdam; Swedish House of Finance
Ludwig Maximilian University of Munich (LMU)
Aalto University
University of Manchester
Queen's University Belfast - Queen's Management School
Pontificia Universidad Católica de Chile
HEC Montreal
University of Adelaide
Chemnitz University of Technology (CUT) - Department of Economics
University of Warwick - Warwick Business School; Gillmore Center for Financial Technology
University of Kiel - Institute for Quantitative Business and Economics Research (QBER)
Halle Institute for Economic Research
Goethe University Frankfurt
University of Manchester - Manchester Business School
Northwestern University - Kellogg School of Management
University of Warwick - Warwick Business School
University of New South Wales (UNSW)
Square Research Center; University of Orleans - Laboratoire d'économie d'Orléans
Independent Researcher
University of Liège - HEC Liège
HEC Paris - Finance Department
Goethe University Frankfurt - Faculty of Economics and Business Administration
Leibniz University Hannover; Macquarie University - Department of Actuarial Studies and Business Analytics
University of Zurich; Swiss Finance Institute
Universite du Luxembourg
S&P Global Ratings
La Trobe University
UCSI University, Malaysia
Vienna University of Economics and Business
University of Cambridge
Purdue University
The University of Sydney
Universidad Autonoma de Madrid
Aalto University
Arizona State University (ASU) - Finance Department
University of California, Los Angeles (UCLA) - Finance Area
University of Florida - Department of Finance, Insurance and Real Estate
North Carolina State University - Department of Business Management
Swiss Finance Institute - USI Lugano
EPFL
University of Toronto - Rotman School of Management and UTSC Management
ESCP Europe - ESCP Europe - Turin Campus
Toulouse Business School - TBS Education
Swiss Finance Institute - HEC Lausanne
Independent
Universite de Toulouse 1 Capitole
Loyola Marymount University
Queen's University Belfast; The University of Manchester
University of Illinois at Urbana-Champaign - Department of Finance; Canadian Derivatives Institute
University of Illinois at Chicago
John von Neumann University - MNB Institute
Macquarie University; Justus Liebig University Giessen
Copenhagen Business School
University of Florida - Department of Finance, Insurance and Real Estate
Radboud University
Stockholm University - Stockholm Business School
UNSW Australia Business School, School of Banking and Finance
Mississippi State University
University of Stavanger
University of Zurich - Department of Banking and Finance; Swiss Finance Institute
Saint Louis University - Department of Finance
University of Graz
Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub
University of Toronto; University of Toronto - Finance Area
Universidad de las Islas Baleares
University of Michigan, Stephen M. Ross School of Business
University of Chicago - Booth School of Business
University of Technology Sydney (UTS)
Duke University - Department of Economics
University of Illinois at Urbana-Champaign - Department of Finance
Goethe University Frankfurt - Faculty of Economics and Business Administration; Leibniz Institute for Financial Research SAFE; Ca Foscari University of Venice - Dipartimento di Economia
University of Duisburg-Essen - Mercator School of Management; european center for financial services (ecfs)
HEC Paris - Finance Department
University of Oregon - Department of Finance
University of Sydney Business School
Masaryk University - Department of finance
Missouri State University
Copenhagen Business School
The University of Wollongong
University of Technology Sydney (UTS); Digital Finance CRC; Stockholm School of Economics, Riga
Indian Institute of Management, Ahmedabad
University of Texas at Arlington - Department of Finance and Real Estate
University of Basel - Faculty of Business and Economics; Swiss Finance Institute; University of St. Gallen
University of Turin; Collegio Carlo Alberto
University of Kiel
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
VU University Amsterdam; Tinbergen Institute
ESSEC Business School
University of Toronto
Universite du Luxembourg - Department of Finance
Aalto University
Queen's University - Smith School of Business; Ludwig-Maximilians-University Munich, Faculty of Business Administration (Munich School of Management)
University of Innsbruck
Stockholm University - Stockholm Business School
State University of New York at Buffalo - School of Management
University of Edinburgh Business School
Oklahoma State University
HEC Paris - Finance Department
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
University of Lausanne
Bowling Green State University - Department of Finance; Vietnam National University - Ho Chi Minh City (VNU-HCM) - University of Economics and Law; Liminal Markets
University of Edinburgh; Koc University; Systemic Risk Centre - LSE
York University - Schulich School of Business
HEC Montreal - Department of Finance
New Mexico State University
Federal Reserve Bank of New York
University of Cambridge - Judge Business School; Centre for Economic Policy Research (CEPR)
Swiss Finance Institute - University of Geneva
University of Mannheim
The University of Manchester - Department of Economics
University of Graz
Deutsche Bundesbank
Macquarie University
Swiss Finance Institute - HEC Lausanne
University of Stuttgart
Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE)
Arizona State University (ASU)
VU Amsterdam - School of Business and Economics
Federal Reserve Bank of New York
Wilfrid Laurier University - Lazaridis School of Business and Economics
Federal Housing Finance Agency
University of Zurich
Vienna University of Economics and Business
University of Western Australia
University of St. Gallen
University of New South Wales (UNSW); UNSW Business School
University of Memphis - Fogelman College of Business and Economics
Cardiff University
Universite du Luxembourg
New York University (NYU) - Leonard N. Stern School of Business; NYU Shanghai
Aalto University
Eötvös Loránd University
University of Birmingham
University of Florida - Department of Finance
University of Bristol Business School
University of New South Wales (UNSW)
University of Mannheim - Finance Area
Karlsruhe Institute of Technology
University of Bristol - Department of Finance and Accounting
Loyola Marymount University - Department of Finance
University of Bologna
Copenhagen Business School
Hong Kong Institute for Monetary and Financial Research (HKIMR)
University of Mississippi - Department of Finance
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Vlerick Business School
Erasmus University Rotterdam (EUR)
Lund University - Department of Economics
Frankfurt School of Finance & Management
University of Amsterdam Business School; Centre for Economic Policy Research (CEPR); Finance Theory Group (FTG)
Erasmus University Rotterdam (EUR)
University of Copenhagen; Danish Finance Institute
Erasmus University Rotterdam (EUR)
Utrecht University - School of Economics; Dresden University of Technology - Faculty of Economics and Business Management
Reykjavik University
Erasmus University Rotterdam
The Ohio State University - Fisher College of Business
University of Sydney Business School
University of Vienna - Department of Finance
Vrije Universiteit Amsterdam, School of Business and Economics
University of Zurich - Department of Economics; ADIA Lab
University of Luxembourg; Centre for Economic Policy Research (CEPR)
VU University Amsterdam
Asia University, Department of Finance
Vrije Universiteit Amsterdam, School of Business and Economics
Halle Institute for Economic Research; University of Leipzig - Faculty of Economics and Management Science
University of Chicago - Booth School of Business
University of Victoria
Stockholm University - Stockholm Business School
University of Oklahoma Price College of Business
University of Murcia
University of Essex
Erasmus University Rotterdam
Central Michigan University
Aalto University
Singapore Management University - Lee Kong Chian School of Business
Singapore Management University - Lee Kong Chian School of Business
NHH Norwegian School of Economics - Department of Finance
University of Gothenburg, Centre for Finance
Stockholm University
Radboud University, Institute for Management Research; University of Zurich, Department of Banking and Finance
University of Manchester - Alliance Manchester Business School
Vrije Universiteit Amsterdam (VU Amsterdam)
University of Melbourne - Department of Finance
University of Wollongong - School of Accounting, Economics & Finance
Erasmus University Rotterdam (EUR)
Bank for International Settlements (BIS) - Monetary and Economic Department
University of Calgary - Haskayne School of Business
Vrije Universiteit Amsterdam, School of Business and Economics; Tinbergen Institute
Queen's University
HEC Paris
University of Birmingham
King’s College London
Cardiff Business School
Universidad Autonoma de Madrid
Singapore Management University
University of Zurich - Department of Finance; Swiss Finance Institute
University of Tübingen
University of Luxembourg
affiliation not provided to SSRN
EDF Energy, United Kingdom
Aalto University
Norges Bank
State University of New York (SUNY) - Buffalo
Southwestern University of Finance and Economics (SWUFE)
The University of Sydney
University of Toulouse Capitole
UC3M
Leibniz Universität Hannover - Faculty of Economics and Management; University of Reading - ICMA Centre
Pontificia Universidad Católica de Chile
Zhongnan University of Economics and Law - School of Finance
Menkveld, Albert J. and Dreber, Anna and Holzmeister, Felix and Huber, Juergen and Johanneson, Magnus and Kirchler, Michael and Razen, Michael and Weitzel, Utz and Abad, David and Abudy, Menachem (Meni) and Adrian, Tobias and Ait-Sahalia, Yacine and Akmansoy, Olivier and Alcock, Jamie and Alexeev, Vitali and Aloosh, Arash and Amato, Livia and Amaya, Diego and Angel, James J. and Bach, Amadeus and Baidoo, Edwin and Bakalli, Gaetan and Barbon, Andrea and Bashchenko, Oksana and Bindra, Parampreet Christopher and Bjonnes, Geir Hoidal and Black, Jeffrey R. and Black, Bernard S. and Bohorquez, Santiago and Bondarenko, Oleg and Bos, Charles S. and Bosch-Rosa, Ciril and Bouri, Elie and Brownlees, Christian T. and Calamia, Anna and Cao, Viet Nga and Capelle-Blancard, Gunther and Capera, Laura and Caporin, Massimiliano and Carrion, Allen and Caskurlu, Tolga and Chakrabarty, Bidisha and Chernov, Mikhail and Cheung, William Ming Yan and Chincarini, Ludwig B. and Chordia, Tarun and Chow, Sheung Chi and Clapham, Benjamin and Colliard, Jean-Edouard and Comerton-Forde, Carole and Curran, Edward and Dao, Thong and Dare, Wale and Davies, Ryan J. and De Blasis, Riccardo and De Nard, Gianluca and Declerck, Fany and Deev, Oleg and Degryse, Hans and Deku, Solomon and Desagre, Christophe and van Dijk, Mathijs A. and Dim, Chukwuma and Dimpfl, Thomas and Dong, Yun Jiang and Drummond, Philip and Dudda, Tom L. and Dumitrescu, Ariadna and Dyakov, Teodor and Dyhrberg, Anne Haubo and Dzieliński, Michał and Eksi, Asli and El Kalak, Izidin and ter Ellen, Saskia and Eugster, Nicolas and Evans, Martin D.D. and Farrell, Michael and Félez-Viñas, Ester and Ferrara, Gerardo and FERROUHI, El Mehdi and Flori, Andrea and Fluharty-Jaidee, Jonathan and Foley, Sean and Fong, Kingsley and Foucault, Thierry and Franus, Tatiana and Franzoni, Francesco A. and Frijns, Bart and Frömmel, Michael and Fu, Servanna Mianjun and Füllbrunn, Sascha and Gan, Baoqing and Gehrig, Thomas and Gerritsen, Dirk and Gil-Bazo, Javier and Glosten, Lawrence R. and Gomez, Thomas and Gorbenko, Arseny and Güçbilmez, Ufuk and Grammig, Joachim and Gregoire, Vincent and Hagströmer, Björn and Hambuckers, Julien and Hapnes, Erik and Harris, Jeffrey H. and Harris, Lawrence and Hartmann, Simon and Hasse, Jean-Baptiste and Hautsch, Nikolaus and He, Xue-Zhong 'Tony' and Heath, Davidson and Hediger, Simon and Hendershott, Terrence J. and Hibbert, Ann Marie and Hjalmarsson, Erik and Hoelscher, Seth and Hoffmann, Peter and Holden, Craig W. and Horenstein, Alex R. and Huang, Wenqian and Huang, Da and Hurlin, Christophe and Ivashchenko, Alexey and Iyer, Subramanian R. and Jahanshahloo, Hossein and Jalkh, Naji and Jones, Charles M. and Jurkatis, Simon and Jylha, Petri and Kaeck, Andreas and Kaiser, Gabriel and Karam, Arzé and Karmaziene, Egle and Kassner, Bernhard and Kaustia, Markku and Kazak, Ekaterina and Kearney, Fearghal and van Kervel, Vincent and Khan, Saad and Khomyn, Marta and Klein, Tony and Klein, Olga and Klos, Alexander and Koetter, Michael and Krahnen, Jan Pieter and Kolokolov, Aleksey and Korajczyk, Robert A. and Kozhan, Roman and Kwan, Amy and Lajaunie, Quentin and Lam, Full Yet Eric Campbell and Lambert, Marie and Langlois, Hugues and Lausen, Jens and Lauter, Tobias and Leippold, Markus and Levin, Vladimir and Li, Yijie and Li, (Michael) Hui and Liew, Chee Yoong and Lindner, Thomas and Linton, Oliver B. and Liu, Jiacheng and Liu, Anqi and Llorente-Alvarez, Jesus-Guillermo and Lof, Matthijs and Lohr, Ariel and Longstaff, Francis A. and Lopez-Lira, Alejandro and Mankad, Shawn and Mano, Nicola and Marchal, Alexis and Martineau, Charles and Mazzola, Francesco and Meloso, Debrah C and Mihet, Roxana and Mohan, Vijay and Moinas, Sophie and Moore, David and Mu, Liangyi and Muravyev, Dmitriy and Murphy, Dermot and Neszveda, Gabor and Neumeier, Christian and Nielsson, Ulf and Nimalendran, Mahendrarajah and Nolte, Sven and Nordén, Lars L. and O'Neill, Peter and Obaid, Khaled and Ødegaard, Bernt Arne and Östberg, Per and Painter, Marcus and Palan, Stefan and Palit, Imon and Park, Andreas and Pascual Gascó, Roberto and Pasquariello, Paolo and Pastor, Lubos and Patel, Vinay and Patton, Andrew J. and Pearson, Neil D. and Pelizzon, Loriana and Pelster, Matthias and Pérignon, Christophe and Pfiffer, Cameron and Philip, Richard and Plíhal, Tomáš and Prakash, Puneet and Press, Oliver-Alexander and Prodromou, Tina and Putnins, Talis J. and Raizada, Gaurav and Rakowski, David A. and Ranaldo, Angelo and Regis, Luca and Reitz, Stefan and Renault, Thomas and Wang, Renjie and Renò, Roberto and Riddiough, Steven and Rinne, Kalle and Rintamäki, Paul and Riordan, Ryan and Rittmannsberger, Thomas and Rodríguez Longarela, Iñaki and Rösch, Dominik and Rognone, Lavinia and Roseman, Brian and Rosu, Ioanid and Roy, Saurabh and Rudolf, Nicolas and Rush, Stephen and Rzayev, Khaladdin and Rzeźnik, Aleksandra and Sanford, Anthony and Sankaran, Harikumar and Sarkar, Asani and Sarno, Lucio and Scaillet, Olivier and Scharnowski, Stefan and Schenk-Hoppé, Klaus Reiner and Schertler, Andrea and Schneider, Michael and Schroeder, Florian and Schuerhoff, Norman and Schuster, Philipp and Schwarz, Marco A. and Seasholes, Mark S. and Seeger, Norman and Shachar, Or and Shkilko, Andriy and Shui, Jessica and Sikic, Mario and Simion, Giorgia and Smales, Lee A. and Söderlind, Paul and Sojli, Elvira and Sokolov, Konstantin and Spokeviciute, Laima and Stefanova, Denitsa and Subrahmanyam, Marti G. and Neusüss, Sebastian and Szaszi, Barnabas and Talavera, Oleksandr and Tang, Yuehua and Taylor, Nicholas and Tham, Wing Wah and Theissen, Erik and Thimme, Julian and Tonks, Ian and Tran, Hai and Trapin, Luca and Trolle, Anders B. and Valente, Giorgio and Van Ness, Robert A. and Vasquez, Aurelio and Verousis, Thanos and Verwijmeren, Patrick and Vilhelmsson, Anders and Vilkov, Grigory and Vladimirov, Vladimir and Vogel, Sebastian and Voigt, Stefan and Wagner, Wolf and Walther, Thomas and Weiss, Patrick and van der Wel, Michel and Werner, Ingrid M. and Westerholm, P. Joakim and Westheide, Christian and Wipplinger, Evert and Wolf, Michael and Wolff, Christian C. P. and Wolk, Leonard and Wong, Wing-Keung and Wrampelmeyer, Jan and Xia, Shuo and Xiu, Dacheng and Xu, Ke and Xu, Caihong and Yadav, Pradeep K. and Yagüe, José and Yan, Cheng and Yang, Antti and Yoo, Woongsun and Yu, Wenjia and Yu, Shihao and Yueshen, Bart Zhou and Yuferova, Darya and Zamojski, Marcin and Zareei, Abalfazl and Zeisberger, Stefan and Zhang, Sarah and Zhang, Xiaoyu and Zhong, Zhuo and Zhou, Z. Ivy and Zhou, Chen and Zhu, Xingyu Sonya and Zoican, Marius and Zwinkels, Remco C.J. and Chen, Jian and Duevski, Teodor and Gao, Ge and Gemayel, Roland and Gilder, Dudley and Kuhle, Paul and Pagnotta, Emiliano and Pelli, Michele and Sönksen, Jantje and Zhang, Lu and Ilczuk, Konrad and Bogoev, Dimitar and Qian, Ya and Wika, Hans C. and Yu, Yihe and Zhao, Lu and Mi, Michael and Bao, Li and Vaduva, Andreea and Prokopczuk, Marcel and Avetikian, Alejandro and Wu, Zhen-Xing, Nonstandard Errors (May 13, 2024). Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390., Available at SSRN:
https://ssrn.com/abstract=3961574 or
http://dx.doi.org/10.2139/ssrn.3961574
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