Vincent van Kervel : Citation Profile

Are you Vincent van Kervel?

4

H index

3

i10 index

165

Citations

RESEARCH PRODUCTION:

4

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 15
   Journals where Vincent van Kervel has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (1.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva860
   Updated: 2022-09-24    RAS profile: 2022-08-07    
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Relations with other researchers

Works with:

Menkveld, Albert (4)

Dreber, Anna (2)

Wong, Wing-Keung (2)

Park, Andreas (2)

Nielsson, Ulf (2)

Hautsch, Nikolaus (2)

Lopez-Lira, Alejandro (2)

Schenk-Hoppé, Klaus (2)

Bohorquez Correa, Santiago (2)

Verousis, Thanos (2)

Pelizzon, Loriana (2)

Dimpfl, Thomas (2)

Davies, Ryan (2)

Dumitrescu, Ariadna (2)

Alexeev, Vitali (2)

Lof, Matthijs (2)

Colliard, Jean-Edouard (2)

Johannesson, Magnus (2)

Kassner, Bernhard (2)

Bos, Charles (2)

Vogel, Sebastian (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Pasquariello, Paolo (2)

Tonks, Ian (2)

Horenstein, Alex (2)

Moinas, Sophie (2)

Caporin, Massimiliano (2)

PASCUAL, ROBERTO (2)

LINTON, OLIVER (2)

He, Xuezhong (Tony) (2)

Harris, Jeffrey (2)

Chow, Nikolai Sheung-Chi (2)

Frijns, Bart (2)

CAPELLE-BLANCARD, Gunther (2)

Smales, Lee (2)

Taylor, Nick (2)

Walther, Thomas (2)

Ferrara, Gerardo (2)

Lajaunie, Quentin (2)

Bouri, Elie (2)

Liew, Chee (2)

Pastor, Lubos (2)

Regis, Luca (2)

Ranaldo, Angelo (2)

Wolff, Christian (2)

Stefanova, Denitsa (2)

Gerritsen, Dirk (2)

Gehrig, Thomas (2)

Roy, Saurabh (2)

Chernov, Mikhail (2)

Zhou, Chen (2)

Hurlin, Christophe (2)

Patel, Vinay (2)

Deev, Oleg (2)

Wilhelmsson, Anders (2)

Foucault, Thierry (2)

Xia, Shuo (2)

Palan, Stefan (2)

Rinne, Kalle (2)

Schwarz, Marco (2)

Gorbenko, Arseny (2)

Scaillet, Olivier (2)

Talavera, Oleksandr (2)

Deku, Solomon (2)

Putnins, Talis (2)

Patton, Andrew (2)

Jurkatis, Simon (2)

Theissen, Erik (2)

Jalkh, Naji (2)

Holzmeister, Felix (2)

Brownlees, Christian (2)

Sarno, Lucio (2)

FERROUHI, EL MEHDI (2)

Abudy, Menachem (2)

Heath, Davidson (2)

Adrian, Tobias (2)

Xiu, Dacheng (2)

Reitz, Stefan (2)

Ait-Sahalia, Yacine (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:

LINTON, OLIVER (8)

Degryse, Hans (7)

Peijnenburg, Kim (7)

Theissen, Erik (7)

Moinas, Sophie (7)

Daures-Lescourret, Laurence (7)

De Winne, Rudy (5)

Pelizzon, Loriana (4)

Rindi, Barbara (4)

Zhu, Haoxiang (4)

Menkveld, Albert (4)

Cites to:

Foucault, Thierry (14)

Menkveld, Albert (8)

Boehmer, Ekkehart (5)

Rindi, Barbara (5)

Biais, Bruno (5)

Ho, Teck (4)

Goldstein, Michael (4)

Johannesson, Magnus (4)

Degryse, Hans (4)

Dreber, Anna (4)

Rochet, Jean (3)

Main data

Where Vincent van Kervel has published?

Recent works citing Vincent van Kervel (2022 and 2021)

YearTitle of citing document
2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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2021Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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2021An 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.

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2021Liquidity 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.

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2021City 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.

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2022Order 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.

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2022Speed 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.

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2021Commonality 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.

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2021Dark 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.

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2021Algos 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.

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2021Slow-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.

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2021Asymmetric 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.

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2021Informed 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.

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2022Price 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.

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2021Two 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.

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2021Short-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.

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2021Does 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.

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2021Order 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.

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2021Cross-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.

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2021Unfiltered 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.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2021Price Revelation from Insider Trading: Evidence from Hacked Earnings News. (2021). Martineau, Charles ; Gregoire, Vincent ; Akey, Pat. In: SocArXiv. RePEc:osf:socarx:qe6tu.

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2021Analysis 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.

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2021Order 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.

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2021High?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.

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Works by Vincent van Kervel:

YearTitleTypeCited
2019High?Frequency Trading around Large Institutional Orders In: Journal of Finance.
[Full Text][Citation analysis]		article35
2017High-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
2011The impact of dark trading and visible fragmentation on market quality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper92
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: 92		article
2014The 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
2022Price impact versus bid–ask spreads in the index option market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper1
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Competition for Order Flow with Fast and Slow Traders In: Review of Financial Studies.
[Full Text][Citation analysis]		article33
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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