Details about Vincent van Kervel
Access statistics for papers by Vincent van Kervel.
Last updated 2022-08-07. Update your information in the RePEc Author Service.
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- Non-Standard Errors
Working Papers, Faculty of Economics and Statistics, University of Innsbruck View citations (1)
Also in Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz (2021)
- High-Frequency Trading around Large Institutional Orders
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (13)
See also Journal Article in Journal of Finance (2019)
- The impact of dark trading and visible fragmentation on market quality
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (60)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (40)
See also Journal Article in Review of Finance (2015)
- Competition between stock exchanges and optimal trading
Other publications TiSEM, Tilburg University, School of Economics and Management
- The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051)
Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
- Price impact versus bid–ask spreads in the index option market
Journal of Financial Markets, 2022, 59, (PA)
- High‐Frequency Trading around Large Institutional Orders
Journal of Finance, 2019, 74, (3), 1091-1137 View citations (32)
See also Working Paper (2017)
- Competition for Order Flow with Fast and Slow Traders
Review of Financial Studies, 2015, 28, (7), 2094-2127 View citations (34)
- The Impact of Dark Trading and Visible Fragmentation on Market Quality
Review of Finance, 2015, 19, (4), 1587-1622 View citations (46)
See also Working Paper (2014)
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