4
H index
3
i10 index
165
Citations
| 4 H index 3 i10 index 165 Citations RESEARCH PRODUCTION: 3 Articles 7 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vincent van Kervel. | Is cited by: | Cites to: |
Year | Title of citing document |
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2022 | Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172. Full description at Econpapers || Download paper |
2021 | Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140. Full description at Econpapers || Download paper |
2021 | An analysis of impact of cancellation activity on market quality: Evidence from China. (2021). Zhang, Xiaotao ; Chu, Gang. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001498. Full description at Econpapers || Download paper |
2021 | Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38. Full description at Econpapers || Download paper |
2021 | City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22. Full description at Econpapers || Download paper |
2022 | Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19. (2022). Petrella, Giovanni ; Nimalendran, Mahendrarajah ; Anselmi, Giulio. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001823. Full description at Econpapers || Download paper |
2022 | Speed segmentation on exchanges: Competition for slow flow. (2022). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000148. Full description at Econpapers || Download paper |
2021 | Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe. (2021). Song, Shiyun ; Klein, Olga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000688. Full description at Econpapers || Download paper |
2021 | Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency. (2021). Mare, Davide Salvatore ; Li, Youwei ; Sun, Yuxin ; Ibikunle, Gbenga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487. Full description at Econpapers || Download paper |
2021 | Algos gone wild: What drives the extreme order cancellation rates in modern markets?. (2021). Putnins, Talis ; Khomyn, Marta. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001291. Full description at Econpapers || Download paper |
2021 | Slow-moving capital and execution costs: Evidence from a major trading glitch. (2021). Salam, Mehmet ; Collin-Dufresne, Pierre ; Bogousslavsky, Vincent. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:922-949. Full description at Econpapers || Download paper |
2021 | Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411. Full description at Econpapers || Download paper |
2021 | Informed trading in government bond markets. (2021). Czech, Robert ; Lou, Dong ; Huang, Shiyang ; Wang, Tianyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1253-1274. Full description at Econpapers || Download paper |
2022 | Price revelation from insider trading: Evidence from hacked earnings news. (2022). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1162-1184. Full description at Econpapers || Download paper |
2021 | Two shades of opacity: Hidden orders and dark trading. (2021). Degryse, Hans ; Wuyts, Gunther ; Tombeur, Geoffrey ; Karagiannis, Nikolaos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s1042957321000206. Full description at Econpapers || Download paper |
2021 | Short-term stock price reversals after extreme downward price movements. (2021). Utz, Sebastian ; Rif, Alexandru. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:123-133. Full description at Econpapers || Download paper |
2021 | Does off-exchange trading decrease in the presence of uncertainty?. (2021). Jurich, Stephen N. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:201-213. Full description at Econpapers || Download paper |
2021 | Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965. Full description at Econpapers || Download paper |
2021 | Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. (2021). DEWINNE, Rudy ; Degryse, Hans ; Payne, Richard ; Gresse, Carole ; de Winne, Rudy. In: Working Papers. RePEc:hal:wpaper:hal-03338259. Full description at Econpapers || Download paper |
2021 | Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1183-1198. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2021 | Price Revelation from Insider Trading: Evidence from Hacked Earnings News. (2021). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: SocArXiv. RePEc:osf:socarx:qe6tu. Full description at Econpapers || Download paper |
2021 | Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). Sadefo-Kamdem, Jules ; Assoil, Ayad. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00129-7. Full description at Econpapers || Download paper |
2021 | Order aggressiveness and flash crashes. (2021). Ibikunle, Gbenga ; Rzayev, Khaladdin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2647-2673. Full description at Econpapers || Download paper |
2021 | High?frequency trading order cancellations and market quality: Is stricter regulation the answer?. (2021). Manahov, Viktor. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5385-5407. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | High?Frequency Trading around Large Institutional Orders In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
2017 | High-Frequency Trading around Large Institutional Orders.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2011 | The impact of dark trading and visible fragmentation on market quality In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 92 |
2015 | The 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: 92 | article | |
2014 | The impact of dark trading and visible fragmentation on market quality.(2014) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 1 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Competition for Order Flow with Fast and Slow Traders In: Review of Financial Studies. [Full Text][Citation analysis] | article | 33 |
2011 | The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) In: Discussion Paper. [Full Text][Citation analysis] | paper | 4 |
2013 | Competition between stock exchanges and optimal trading In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
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