Research output per year
Research output per year
Personal profile
Personal information
Albert Menkveld is Professor of Finance at Vrije Universiteit Amsterdam and Fellow at the Tinbergen Institute. In 2002, he received a Tinbergen PhD from Erasmus University Rotterdam. He was on visiting positions for multiple years at various U.S. schools (NYU, Wharton, and Stanford). As of 2023, he is a member of the Royal Netherlands Academy of Sciences (Koninklijke Nederlandse Academie van Wetenschappen, or KNAW).
Research
Albert's research agenda is focused on securities trading, liquidity, asset pricing, and financial econometrics. He has published in various journals, for example, the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. Albert is Associate Editor at the Review of Asset Pricing Studies and a Research Fellow at the Centre for Economic Policy Research (CEPR).
Ancillary activities
- Autoriteit Financiële Markten (AFM) | Amsterdam | | 2021-10-18 - present
Ancillary activities are updated daily
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Information Revelation in Decentralized Markets
Hagströmer, B. & Menkveld, A. J., 1 Dec 2019, In: Journal of Finance. 74, 6, p. 2751-2787 37 p.Research output: Contribution to Journal › Article › Academic › peer-review
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High-Frequency Trading around Large Institutional Orders
Van Kervel, V. & Menkveld, A. J., 1 Jun 2019, In: Journal of Finance. 74, 3, p. 1091-1137 47 p.Research output: Contribution to Journal › Article › Academic › peer-review
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Need for speed? Exchange latency and liquidity
Menkveld, A. J. & Zoican, M. A., 2017, In: The Review of Financial Studies. 30, 4, p. 1188-1228 41 p.Research output: Contribution to Journal › Article › Academic › peer-review
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Price Pressures
Menkveld, A. J. & Hendershott, T., 2014, In: Journal of Financial Economics. 114, 3, p. 405-423Research output: Contribution to Journal › Article › Academic › peer-review
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Does algorithmic trading improve liquidity
Hendershott, T., Jones, M. & Menkveld, A. J., 2011, In: The Journal of Finance. 66, 1, p. 1-33Research output: Contribution to Journal › Article › Academic › peer-review
Courses
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Koninklijke Nederlandse Akademie van Wetenschappen (External organisation)
Albert Menkveld (Member)
30 Apr 2023 → …Activity: Membership › Academic
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Journal of Financial Economics (Journal)
AJ Menkveld (Associate editor)
1 Jul 2021 → …Activity: Peer review and Editorial work › Editorial work › Academic
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The Centre for Economic Policy Research (CEPR) (External organisation)
A.J. Menkveld (Member)
2016Activity: Membership › Academic
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Review of Asset Pricing Studies (Journal)
A.J. Menkveld (Member of editorial board)
2016Activity: Peer review and Editorial work › Editorial work › Academic
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Journal of Derivatives (Journal)
A.J. Menkveld (Member of editorial board)
2015 → 2016Activity: Peer review and Editorial work › Editorial work › Academic
Prizes / Grants
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Best paper award for Lucas Saru and Albert J. Menkveld
Şaru, Ion Lucas (Recipient) & Menkveld, Albert (Recipient), 7 Sept 2023
Prize / Grant: Prize › Academic
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Euronext Capital Markets Best Paper Award
Menkveld, Albert (Recipient), 2015
Prize / Grant: Prize › Academic
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Finalist for 2011 Smith Breeden Prize
Menkveld, Albert (Recipient), 2011
Prize / Grant: Prize › Academic
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Fulbright scholarship ($12,000) to fund research and study at Wharton and Stanford
Menkveld, Albert (Recipient), 2000
Prize / Grant: Grant › Academic
Press/Media
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Tinbergen Institute team selected for the Alberto Giovaninni Programme for Data Science
AJ Menkveld, Shihao Yu & Ion Lucas Şaru
25/11/22
1 item of Media coverage
Press/Media: Expert Comment
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Gouden tijden voor shortsellers: €1 miljard verdiend aan dalende beurskoersen
25/07/22
1 Media contribution
Press/Media: Expert Comment
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Hoe een flash crash beurzen snel onderuit kan halen? Vijf vragen
3/05/22
1 Media contribution
Press/Media: Expert Comment
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Europese inkoop gas drijft energierekening omhoog: ’Eurotekens in de ogen’
17/04/22
1 Media contribution
Press/Media: Expert Comment
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Datasets
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Publicly available data Nonstandard Errors paper
Menkveld, A. (Creator), Albert J. Menkveld, 9 Dec 2024
Dataset / Software: Dataset