Vincent van Kervel : Citation Profile

Are you Vincent van Kervel?

Pontificia Universidad Católica de Chile

4

H index

2

i10 index

92

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 15
   Journals where Vincent van Kervel has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 2 (2.13 %)

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   Permalink: http://citec.repec.org/pva860
   Updated: 2019-01-20    RAS profile: 2018-10-25    
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Relations with other researchers

Works with:

Degryse, Hans (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vincent van Kervel.

Is cited by:

Lescourret (Daures), Laurence (7)

Theissen, Erik (7)

Moinas, Sophie (7)

Rindi, Barbara (4)

LINTON, OLIVER (4)

Foucault, Thierry (3)

Menkveld, Albert (3)

Rufini, Alexandra (2)

tropeano, domenica (2)

Oriol, Nathalie (2)

Torre, Dominique (2)

Cites to:

Menkveld, Albert (7)

Foucault, Thierry (6)

Biais, Bruno (5)

Rindi, Barbara (5)

Boehmer, Ekkehart (4)

Easley, David (4)

Fink, Jason (3)

Stock, James (3)

Degryse, Hans (3)

Kandel, Eugene (3)

MARTIMORT, David (3)

Main data

Where Vincent van Kervel has published?

Recent works citing Vincent van Kervel (2018 and 2017)

YearTitle of citing document
2018Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Anderson, Lisa ; Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad. In: Staff Working Papers. RePEc:bca:bocawp:18-3.

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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2017Trading Out of Sight: An Analysis of Cross-Trading in Mutual Fund Families. (2017). Eisele, Alexander ; Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12225.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2017Dark pools in European equity markets: emergence, competition and implications. (2017). Wedow, Michael ; Petrescu, Monica. In: Occasional Paper Series. RePEc:ecb:ecbops:2017193.

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2017The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160.

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2018Trading places: Price leadership and the competition for order flow. (2018). Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:178-200.

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2017Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic. (2017). Siikanen, Milla ; Valli, Jaakko ; Kanniainen, Juho. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:264-271.

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2017Effects of lit and dark market fragmentation on liquidity. (2017). Gresse, Carole. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:1-20.

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2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market. (2017). Sensoy, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80.

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2018Fifty-shades of grey: Competition between dark and lit pools in stock exchanges. (2018). Oriol, Nathalie ; Torre, Dominique ; Rufini, Alexandra. In: Information Economics and Policy. RePEc:eee:iepoli:v:45:y:2018:i:c:p:68-85.

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2017Dark pool trading strategies, market quality and welfare. (2017). Buti, Sabrina ; Werner, Ingrid M ; Rindi, Barbara. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:244-265.

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2017Shades of darkness: A pecking order of trading venues. (2017). Menkveld, Albert ; Zhu, Haoxiang ; Yueshen, Bart Zhou . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:503-534.

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2018A High-Frequency Analysis of Bitcoin Markets. (2018). Theissen, Erik ; Mestel, Roland ; Riordan, Ryan ; Brauneis, Alexander. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-06.

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2017Effects of Lit and Dark Market Fragmentation on Liquidity. (2017). Gresse, Carole. In: Post-Print. RePEc:hal:journl:hal-01631771.

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2018High frequency trading and ghost liquidity. (2018). Degryse, Hans ; Payne, Richard ; Gresse, Carole ; De Winne, Rudy ; DEWINNE, Rudy . In: Post-Print. RePEc:hal:journl:hal-01894838.

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2018Competition among Securities Markets. (2018). Hautcoeur, Pierre-Cyrille ; Riva, Angelo ; Rezaee, Amir. In: Working Papers. RePEc:hal:wpaper:halshs-01863942.

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2018Implications of high-frequency trading for security markets. (2018). Linton, Oliver ; Mahmoodzadeh, Soheil. In: CeMMAP working papers. RePEc:ifs:cemmap:06/18.

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2018Fragmentation and Market Quality: The Case of European Markets. (2018). Silva, Paulo Pereira. In: De Economist. RePEc:kap:decono:v:166:y:2018:i:2:d:10.1007_s10645-018-9316-0.

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2017Brokers and Order Flow Leakage: Evidence from Fire Sales. (2017). Landier, Augustin ; Di Maggio, Marco ; Franzoni, Francesco ; Dimaggio, Marco ; Barbon, Andrea. In: NBER Working Papers. RePEc:nbr:nberwo:24089.

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2017Stock Price Crashes: Role of Slow-Moving Capital. (2017). Schaumburg, Ernst ; Pelizzon, Loriana ; Jagannathan, Ravi ; Yuferova, Darya ; Getmansky, Mila. In: NBER Working Papers. RePEc:nbr:nberwo:24098.

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20172017 Financial Stability Report. (2017). . In: Reports. RePEc:ofr:report:17-2.

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2018Is Trading Fast Dangerous?. (2018). Moinas, Sophie ; Foucault, Thierry. In: TSE Working Papers. RePEc:tse:wpaper:32372.

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2018Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal. (2018). Ranaldo, Angelo ; Breedon, Francis ; Vause, Nicholas ; Chen, Louisa. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:08.

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2017The ambivalent role of high-frequency trading in turbulent market periods. (2017). Zhang, S. Sarah ; Hautsch, Nikolaus ; Noe, Michael. In: CFS Working Paper Series. RePEc:zbw:cfswop:580.

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2017Coming early to the party. (2017). Pelizzon, Loriana ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti ; Bellia, Mario. In: SAFE Working Paper Series. RePEc:zbw:safewp:182.

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2017Managing excess volatility: Design and effectiveness of circuit breakers. (2017). Clapham, Benjamin ; Panz, Sven ; Haferkorn, Martin ; Gomber, Peter. In: SAFE Working Paper Series. RePEc:zbw:safewp:195.

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2017Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets. (2017). Clapham, Benjamin ; Panz, Sven ; Gomber, Peter. In: SAFE Working Paper Series. RePEc:zbw:safewp:196.

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2018Liquidity provider incentives in fragmented securities markets. (2018). Clapham, Benjamin ; Panz, Sven ; Lausen, Jens ; Gomber, Peter. In: SAFE Working Paper Series. RePEc:zbw:safewp:231.

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2018A tale of one exchange and two order books: Effects of fragmentation in the absence of competition. (2018). Bernales, Alejandro ; Westheide, Christian ; Valenzuela, Marcela ; Sagade, Satchit ; Garrido, Nicolas. In: SAFE Working Paper Series. RePEc:zbw:safewp:234.

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Works by Vincent van Kervel:

YearTitleTypeCited
2011The impact of dark trading and visible fragmentation on market quality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper67
2015The Impact of Dark Trading and Visible Fragmentation on Market Quality.(2015) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		article
2015The impact of dark trading and visible fragmentation on market quality.(2015) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2015Competition for Order Flow with Fast and Slow Traders In: Review of Financial Studies.
[Full Text][Citation analysis]		article13
2017High-Frequency Trading around Large Institutional Orders In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper8
2011The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) In: Discussion Paper.
[Full Text][Citation analysis]		paper4
2013Competition between stock exchanges and optimal trading In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0

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