Vincent van Kervel

Pontifical Catholic University of Chile

Assistant professor

Av Libertador General Bernardo O'Higgins 340

Santiago, RegiĆ³n Metropolitana 8331150

Chile

Tilburg Law and Economics Center (TILEC)

Warandelaan 2

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

5

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4,606

CITATIONS
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SSRN RANKINGS

Top 17,338

in Total Papers Citations

19

Scholarly Papers (5)

1.

High-Frequency Trading around Large Institutional Orders

Journal of Finance, Forthcoming
Number of pages: 79 Posted: 18 Jun 2015 Last Revised: 24 Mar 2018
Vincent van Kervel and Albert J. Menkveld
Pontifical Catholic University of Chile and VU Amsterdam
Downloads 2,522 (4,457)
Citation 1

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High-frequency traders, institutional investors, trading patterns, transaction cost

The Impact of Dark Trading and Visible Fragmentation on Market Quality

TILEC Discussion Paper No. 2011-026
Number of pages: 44 Posted: 19 May 2011 Last Revised: 17 Feb 2014
Hans Degryse, Frank De Jong and Vincent van Kervel
KU Leuven, Department Accounting, Finance and Insurance, Tilburg University - Department of Finance and Pontifical Catholic University of Chile
Downloads 1,048 (18,270)
Citation 9

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Market microstructure, Fragmentation, Dark trading, Liquidity

The Impact of Dark Trading and Visible Fragmentation on Market Quality

Forthcoming in the Review of Finance, CentER Discussion Paper Series No. 2011-069, European Banking Center Discussion Paper No. 2011-016
Number of pages: 44 Posted: 25 Apr 2011 Last Revised: 14 Jun 2014
Hans Degryse, Frank De Jong and Vincent van Kervel
KU Leuven, Department Accounting, Finance and Insurance, Tilburg University - Department of Finance and Pontifical Catholic University of Chile
Downloads 334 (83,032)
Citation 9

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Market microstructure, Fragmentation, Dark trading, Liquidity

3.

Competition for Order Flow with Fast and Slow Traders

Forthcoming in the Review of Financial Studies
Number of pages: 51 Posted: 15 Mar 2012 Last Revised: 17 Jul 2015
Vincent van Kervel
Pontifical Catholic University of Chile
Downloads 601 (40,692)

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Market microstructure, Fragmentation, Market makers, High Frequency Trading

4.

Informed Trading in the Index Option Market

TILEC Discussion Paper No. 2017-027, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 07 Jun 2017 Last Revised: 25 Jul 2017
Andreas Kaeck, Vincent van Kervel and Norman Seeger
University of Sussex, Pontifical Catholic University of Chile and VU University Amsterdam
Downloads 92 (263,010)

Abstract:

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Options, informed trading, price impact

5.

The Impact of Dark Trading and Visible Fragmentation on Market Quality

CEPR Discussion Paper No. DP8630
Number of pages: 53 Posted: 24 Nov 2011
Frank De Jong, Hans Degryse and Vincent van Kervel
Tilburg University - Department of Finance, KU Leuven, Department Accounting, Finance and Insurance and Pontifical Catholic University of Chile
Downloads 9 (551,757)
Citation 9
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dark trading, fragmentation, liquidity, market microstructure