معرفی
Albert J. Menkveld is a Professor at the School of Business and Economics, Vrije Universiteit Amsterdam, with a focus on Finance and Financial Sector Management. He is a leading expert in High-Frequency Trading (HFT), Market Microstructure, and Liquidity Dynamics.
His research explores:
- Liquidity Provision in fragmented markets
- Central Clearing and systemic risk
- Algorithmic Trading impacts on market efficiency
- Market Maker Behavior in electronic markets
- Bitcoin Pricing and cryptocurrency markets
- Reproducibility in financial research
Recent work includes the 2024 Journal of Finance paper Nonstandard Errors (co-authored with Anna Dreber et al.) and the 2025 Review of Asset Pricing Studies article Pricing Variance in a Model with Fire Sales. He received the 2018 RAPS best paper award for his systemic risk research.
Menkveld's methodological contributions span state-space modeling for cross-listed stocks and empirical analysis of trading venues (e.g., dark pools). He frequently collaborates with institutions like HEC Paris, Stockholm School of Economics, and Singapore Management University.
