معرفی
Albert Menkveld is a Full Professor of Finance at Vrije Universiteit Amsterdam and a Fellow at the Tinbergen Institute. He holds a Tinbergen PhD from Erasmus University Rotterdam (2002) and has held visiting positions at NYU, Wharton, and Stanford. As of 2023, he is a member of the Royal Netherlands Academy of Sciences (KNAW). His research focuses on securities trading, liquidity, asset pricing, and financial econometrics, with publications in top journals like the Journal of Finance and Review of Financial Studies.
He serves as Associate Editor at the Review of Asset Pricing Studies and is a Research Fellow at CEPR. Ancillary roles include membership in the Capital Market Committee of the AFM and the Advisory Committee of EuroCTP. His awards include the Pierson Medal (2007), NWO Vici and Vidi grants, and multiple recognitions in the Economentop 40 ranking.
Research highlights include studies on high-frequency trading (HFT), market microstructure, and cryptocurrency pricing. Notable articles include 'Does algorithmic trading improve liquidity?' (2011) and 'Nonstandard Errors' (2024), exploring reproducibility in finance. He has supervised 7 PhD theses and actively contributes to media commentary on financial markets.
