Details about Vincent van Kervel

Access statistics for papers by Vincent van Kervel.

Last updated 2025-03-07. Update your information in the RePEc Author Service.

Short-id: pva860

Working Papers

2024

1. Nonstandard Errors
   Post-Print, HAL View citations (2)
   Also in Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (2) (2024)

2017

2. High-Frequency Trading around Large Institutional Orders
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (13)
   See also Journal Article High‐Frequency Trading around Large Institutional Orders, Journal of Finance, American Finance Association (2019) View citations (62) (2019)

2011

3. 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)
4. The impact of dark trading and visible fragmentation on market quality
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (40)
   See also Journal Article The Impact of Dark Trading and Visible Fragmentation on Market Quality, Review of Finance, European Finance Association (2015) View citations (72) (2015)

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (2)
   See also Working Paper Nonstandard Errors, Post-Print (2024) View citations (2) (2024)

2023

2. Order splitting and interacting with a counterparty
   Journal of Financial Markets, 2023, 66, (C)

2022

3. Price impact versus bid–ask spreads in the index option market
   Journal of Financial Markets, 2022, 59, (PA)

2019

4. High‐Frequency Trading around Large Institutional Orders
   Journal of Finance, 2019, 74, (3), 1091-1137 View citations (62)
   See also Working Paper High-Frequency Trading around Large Institutional Orders, Tinbergen Institute Discussion Papers (2017) View citations (13) (2017)

2015

5. Competition for Order Flow with Fast and Slow Traders
   The Review of Financial Studies, 2015, 28, (7), 2094-2127 View citations (44)
6. The Impact of Dark Trading and Visible Fragmentation on Market Quality
   Review of Finance, 2015, 19, (4), 1587-1622 View citations (72)
   See also Working Paper The impact of dark trading and visible fragmentation on market quality, CEPR Discussion Papers (2011) View citations (40) (2011)