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In his early years (actually, straight through the early 1910s), Albert Einstein published a lot of papers in Annalen der Phyisk, a very old and prominent German scientific journal. However, this trend stopped around 1912-ish, and throughout the rest of his career, Einstein spread his wings and skipped around to a whole bunch of journals. Why did he make the switch? The Wikipedia page on Annalen der Physik notes that

In the 1920s, the journal lost ground to the concurrent Zeitschrift für Physik.

However, this is certainly later than 1912, and it seems that Einstein was responsible for much of Annalen der Physik's popularity in the early 20th century. Why didn't he stay with the journal?

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It is true that after 1914 (and the "Foundations of General Relativity" article), Einstein only published a few articles, exclusively replies to criticism, in the Annalen der Physik. The major reason why he shifted away from that journal was simply because he was elected in 1914 to membership in the Prussian Academy of Science. There he could publish automatically (without peer review) anything he presented to the Academy; moreover the journal, the Sitzungsberichte der Preussichen Akademie der Wissenschaften, appeared every week so that the material would appear almost as quickly as it was written. This journal became his main publishing choice until the arrival of Hitler in 1933 and Einstein's exile and ejection from the Academy.

Another reason might be also that with his work on unified theories, starting in 1919, his public became more and more mathematical. German mathematicians read their equivalent of Annalen, which was the Mathematische Annalen journal. Indeed Einstein became one of the editors of the latter journal just after the First World War. While Annalen der Physik became the major journal for longish articles in quantum physics, work in general relativity and in unified theories were often published in mathematical journals or in the general Sitzungsberichte.

The question has been treated in some detail in Catherine Goldstein and Jim Ritter, "The Varieties of Unity: Soundings in Unified Theories 1920-1930" in Abhay Ashtekar et al. (eds.), Revisiting the Foundations of Relativistic Physics. (Dordrecht: Kluwer) 2003, pp. 93-149.

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This web page by Sean Carroll seems to have some relevant information. Einstein was visiting the US in 1933 when Hitler was elected chancellor, and he lived in the US from then on. Because he was in the US, he switched to publishing in American journals.

The dispute that Daniel refers to in comments appears to have been a 1936 dispute with Physical Review, over an incorrect paper that Einstein wrote with Rosen, claiming that gravitational waves didn't exist. The anonymous reviewer (now known to have been the well-known cosmologist Robertson) wrote a lengthy critique of the paper, and the paper was not published. Although the paper was wrong, Einstein apparently held a grudge about it and never again published in Physical Review, even though he eventually realized that the paper had been wrong, and published a different version with the opposite conclusion.

This is not a complete answer, because it may be true that Einstein started publishing in different European journals ca. 1917-1933, and if so, then I don't know why.

A complete, footnoted source of information on the Phys Rev dispute is an article in Physics Today, September 2005, p. 43, by Daniel Kennefick. The article is available here.

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