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

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

8

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29

CROSSREF CITATIONS

191

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 - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 1,644 (14,950)
Citation 7

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2.

Competition among Liquidity Providers with Access to High-Frequency Trading Technology

Number of pages: 89 Posted: 04 Dec 2015 Last Revised: 04 Feb 2020
Dion Bongaerts and Mark Van Achter
Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR) - Finance
Downloads 498 (78,378)
Citation 23

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Adverse Selection, Liquidity, Latency, Informed Trading, Trading Technology

3.

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

Downloads 421 ( 95,596)
Citation 1

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 - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 183 (223,265)

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

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 - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 167 (241,499)

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

Internalization, Clearing and Settlement, and Liquidity

Number of pages: 46 Posted: 02 Feb 2012
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 70 (442,419)
Citation 1

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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 - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 1 (894,432)
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anonymity, clearing and settlement, internalization, liquidity, transaction fees

4.

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 - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 325 (127,814)

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5.

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

Downloads 281 (148,668)
Citation 94

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

Number of pages: 47 Posted: 03 Mar 2005
Hans Degryse, Mark Van Achter and Gunther Wuyts
KU Leuven - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 219 (189,299)
Citation 2

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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 - Faculty of Business and Economics (FEB), Erasmus University Rotterdam (EUR) - Finance and KU Leuven - University of Leuven
Downloads 62 (471,527)
Citation 94

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

6.

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 223 (186,386)
Citation 3

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

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 160 (250,043)
Citation 1

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High-Frequency Trading, Welfare, Liquidity

8.

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 151 (262,199)
Citation 3

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