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Mark Van Achter

Erasmus University Rotterdam (EUR) - Finance

Burgemeester Oudlaan 50

P.O. Box 1738

3000 DR Rotterdam

Netherlands

http://www.rsm.nl/mvanachter

  • Erasmus University Rotterdam (EUR) - Finance

    • Email
    • Tel: +31 10 40 82 953
    • Fax: +31 10 40 89 017
SCHOLARLY PAPERS

8

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Rank 13,537

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Top 13,537

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2,901

CITATIONS
Rank 15,872

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Top 15,872

in Total Papers Citations

22

Scholarly Papers (8)

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1.

Shedding Light on Dark Liquidity Pools

TILEC Discussion Paper No. 2008-039
Number of pages: 19 Posted: 18 Nov 2008 Last Revised: 20 Dec 2008
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 1,299 (9,726)
Citation 4

Abstract:

2.

Crossing Networks: Competition and Design

TILEC Discussion Paper 2006-015
Number of pages: 21 Posted: 13 Jul 2006
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 275 (81,764)
Citation 1

Abstract:

3.

Internalization, Clearing and Settlement, and Liquidity

Downloads 263 ( 96,691)
Citation 3

Internalization, Clearing and Settlement, and Liquidity

European Banking Center Discussion Paper No. 2012-001, CentER Discussion Paper Series No. 2012-002, TILEC Discussion Paper No. 2012-001
Number of pages: 46 Posted: 12 Jan 2012
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 145 (169,766)
Citation 3

Abstract:

transaction fees, internalization, clearing and settlement, liquidity, anonymity

Plumbing of Securities Markets: The Impact of Post-Trade Fees on Trading and Welfare

Number of pages: 30 Posted: 17 Mar 2012 Last Revised: 21 Oct 2016
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 71 (280,582)
Citation 3

Abstract:

clearing and settlement, financial market infrastructure, internalization, market quality

Internalization, Clearing and Settlement, and Liquidity

Number of pages: 46 Posted: 02 Feb 2012
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 46 (349,000)
Citation 3

Abstract:

transaction fees, internalization, clearing and settlement, liquidity, anonymity

Internalization, Clearing and Settlement, and Liquidity

CEPR Discussion Paper No. DP8765
Number of pages: 47 Posted: 20 Jan 2012
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 1 (579,542)
Citation 3
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Abstract:

anonymity, clearing and settlement, internalization, liquidity, transaction fees

4.

Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network

Downloads 249 (102,465)
Citation 13

Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network

EFMA 2004 Basel Meetings Paper
Number of pages: 47 Posted: 03 Mar 2005
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 202 (125,852)
Citation 13

Abstract:

Dynamic Order Submission, Alternative Trading Systems, Dealer Market, Crossing Network, Order Flow, Market Microstructure

Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network

National Bank of Belgium Working Paper No. 121
Number of pages: 64 Posted: 05 Oct 2010
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven, Department Accounting, Finance and Insurance, Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 47 (345,816)
Citation 13

Abstract:

alternative trading systems, crossing network, dealer market, order flow, transparency, welfare

5.

A Dynamic Limit Order Market with Diversity in Trading Horizons

Number of pages: 52 Posted: 17 Mar 2008 Last Revised: 18 Mar 2009
Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance
Downloads 203 (121,626)
Citation 1

Abstract:

Limit Order Market, Order Placement Strategy, Order Flow, Market Microstructure

6.

Circuit Breakers and Market Runs

Number of pages: 50 Posted: 12 Jun 2012 Last Revised: 21 Sep 2016
Sarah Draus and Mark Van Achter
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Finance
Downloads 76 (267,090)

Abstract:

liquidity crisis, market stability, trading halt, high frequency trading, flash crash

7.

Trading Speed Competition: Can the Arms Race Go Too Far?

Number of pages: 39 Posted: 16 May 2016
Dion Bongaerts, Lingtian Kong and Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Downloads 0 (219,959)

Abstract:

High-Frequency Trading, Welfare, Liquidity

8.

High-Frequency Trading and Market Stability

Number of pages: 53 Posted: 04 Dec 2015 Last Revised: 07 Apr 2016
Dion Bongaerts and Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Downloads 0 (104,582)

Abstract:

Market Freeze, Liquidity Dry-Up, Systemic Risk, Latency, Informed Trading, Allocative Efficiency

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