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- +31 20 59 86130
- school of business & economics ( finance )
- Professor in Financial Economics, University Research Chair
Albert Menkveld'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 Business and Economic Statistics, and the Journal of Financial and Quantitative Analysis.
In 2010 Menkveld received a five-year VIDI grant from the Netherlands Organization for Scientific Research (NWO), in 2007 the Pierson medal ('Dutch Bates Clark') from the Royal Dutch Economic Association, in 2003 a Lamfalussy scholarship from the European Central Bank, and in 2001 the Josseph de la Vega Prize from the Federation of European Exchanges.
Menkveld has been member of the Group of Economic Advisors of the European Securities and Market Authority (ESMA) since 2011 and a member of the academic council of the Autorité des Marchés Financiers ('French SEC') since 2004. In 2012 he has been elected best alumnus of the Tinbergen Institute for the period between 1998-2008. In 2013, he was appointed as full professor on University Research Chair.
> Read interview with Albert Menkveld
Hendershott, Terrence, Charles M. Jones, and Albert J. Menkveld, 2011, Does Algorithmic Trading Improve Liquidity? Journal of Finance 66, 1-33.
Foucault, Thierry and Albert J. Menkveld, 2008, Competition for Order Flow and Smart Order Routing Systems, Journal of Finance 63, 119-158.
Chan, Kalok A., Albert J. Menkveld, and Zhishu Yang, 2008, Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount, Journal of Finance 63, 159-196.
Click here to view full publication list.
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