Albert J. Menkveld

Welcome to the Software Network, the podcast where we bring together industry experts to bring you insights that you wouldn't get anywhere else.

Today, I'm here with Albert Menkveld, who is a professor at the Vrije Universiteit Amsterdam and research fellow at the Tinbergen Institute.

His research covers securities trading, liquidity, asset pricing, and financial econometric, and includes the first study of a high-frequency market maker seen from its own trades.

It's called High-Frequency Trading, the New Market Makers, in the Journal of Financial Markets.