Vincent van Kervel

Pontifical Catholic University of Chile

Assistant professor

Av Libertador General Bernardo O'Higgins 340

Santiago, RegiĆ³n Metropolitana 8331150

Chile

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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Top 8,785

in Total Papers Citations

81

CROSSREF CITATIONS

68

Scholarly Papers (6)

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 Vrije Universiteit Amsterdam
Downloads 3,149 (4,625)
Citation 38

Abstract:

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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 1,161 (22,277)
Citation 17

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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 391 (93,868)
Citation 11

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Market microstructure, Fragmentation, Dark trading, Liquidity

3.

Competition for Order Flow with Fast and Slow Traders

The Review of Financial Studies, 28(7), 2094-2127
Number of pages: 51 Posted: 15 Mar 2012 Last Revised: 14 Jan 2020
Vincent van Kervel
Pontifical Catholic University of Chile
Downloads 664 (49,403)
Citation 17

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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: 51 Posted: 07 Jun 2017 Last Revised: 17 Aug 2019
Andreas Kaeck, Vincent van Kervel and Norman Seeger
University of Sussex, Pontifical Catholic University of Chile and VU University Amsterdam
Downloads 178 (209,904)

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Options, informed trading, price impact

5.

Order Splitting and Interacting with a Counterparty

Number of pages: 64 Posted: 30 Jan 2020 Last Revised: 22 Sep 2020
Vincent van Kervel, Amy Kwan and P. Joakim Westerholm
Pontifical Catholic University of Chile, University of Sydney Business School and University of Sydney Business School
Downloads 99 (328,595)
Citation 2

Abstract:

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Order splitting, Signalling, Liquidity

6.

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 (719,769)
Citation 12
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dark trading, fragmentation, liquidity, market microstructure