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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CITATIONS
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18

Scholarly Papers (5)

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 1,011 (17,276)
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 314 (81,126)
Citation 9

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Market microstructure, Fragmentation, Dark trading, Liquidity

2.

High-Frequency Trading around Large Institutional Orders

WFA Paper, 2016
Number of pages: 51 Posted: 18 Jun 2015 Last Revised: 27 Sep 2017
Vincent van Kervel and Albert J. Menkveld
Pontifical Catholic University of Chile and VU University Amsterdam
Downloads 663 (5,719)

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

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 456 (39,851)

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Market microstructure, Fragmentation, Market makers, High Frequency Trading

4.

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 (514,976)
Citation 9
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dark trading, fragmentation, liquidity, market microstructure

5.

Informed Trading in the Index Option Market

TILEC Discussion Paper No. 2017-027
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 0 (347,399)

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Options, informed trading, price impact