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Vincent van Kervel
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Cited by
Year
The impact of dark trading and visible fragmentation on market quality
H Degryse, F De Jong, V Kervel
Review of Finance 19 (4), 1587-1622, 2015
3042015
High‐frequency trading around large institutional orders
V Van Kervel, AJ Menkveld
The Journal of Finance 74 (3), 1091-1137, 2019
2462019
Competition for order flow with fast and slow traders
V Van Kervel
The Review of Financial Studies 28 (7), 2094-2127, 2015
157*2015
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
422021
Does order splitting signal uninformed order flow
H Degryse, F de Jong, V van Kervel
Unpublished working paper. VU University Amsterdam, 2014
182014
Order splitting and interacting with a counterparty
V van Kervel, A Kwan, PJ Westerholm
Journal of Financial Markets 66, 100850, 2023
15*2023
Equity market fragmentation and liquidity: the impact of mifid
H Degryse, F Jong, V Kervel
Working Paper, 2011
12*2011
Market fragmentation and smart order routing technology
V van Kervel
Available at SSRN, 2014
52014
Price impact versus bid–ask spreads in the index option market
A Kaeck, V van Kervel, NJ Seeger
Journal of Financial Markets 59, 100675, 2022
42022
Do high-frequency market makers share risks?
C Garriott, V van Kervel, M Zoican
Do high-frequency market makers share risks?: Garriott, Corey| uvan Kervel …, 2022
22022
Informed Trading in the Index Option Market
A Kaeck, V van Kervel, N Seeger
TILEC Discussion Paper, 2017
22017
Anticompetitive Price Referencing
V van Kervel, BZ Yueshen
Available at SSRN 4545730, 2023
12023
Do high-frequency market makers share risks?
M Zoican, C Garriott, V van Kervel
Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2022
2022
The Queuing Friction in Limit Order Book Markets
C Garriott, V van Kervel, M Zoican
Western Finance Association Paper, 2022
2022
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Articles 1–14