PhD in Finance, Vrije Universiteit Amsterdam and Tinbergen Institute
2017
MPhil in Econometrics, Vrije Universiteit Amsterdam and Tinbergen Institute
2015
B.A. in Economics, Southwestern University of Finance and Economics
Current Position(s) Held
July 2024 - Now
Assistant Professor of Finance
Lee Kong Chian School of Business, Singapore Management University
Awards, Recognition and Honors
2019 "KRX Outstanding Paper Award", Asia-Pacific Association of Derivatives
2017 Research Talent grant, Netherlands Organization for Scientific Research (NWO)
Research Interest
Market Microstructure
Decentralized Finance
Journal Articles (Refereed)
Wenqian Huang, Albert J. Menkveld, and Shihao Yu (2021). "Central Counterparty Exposure in Stressed Markets." Management Science, 67(6), 3596–3617. https://doi.org/10.1287/mnsc.2020.3601
Albert J. Menkveld and 342 coauthors. 2023. “Non-Standard Errors.” The Journal of Finance 79(3), 2339-2390. DOI: 10.1111/jofi.13337.
