Vincent van Kervel : Citation Profile

Are you Vincent van Kervel?

4

H index

3

i10 index

109

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 15
   Journals where Vincent van Kervel has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 2 (1.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva860
   Updated: 2020-05-16    RAS profile: 2020-02-06    
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Relations with other researchers

Works with:

Degryse, Hans (2)

Menkveld, Albert (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:

Theissen, Erik (7)

Moinas, Sophie (7)

Daures Lescourret, Laurence (7)

LINTON, OLIVER (5)

Rindi, Barbara (4)

Foucault, Thierry (3)

Menkveld, Albert (3)

Cespa, Giovanni (3)

Torre, Dominique (3)

Oriol, Nathalie (3)

Peijnenburg, Kim (2)

Cites to:

Foucault, Thierry (6)

Menkveld, Albert (5)

Rindi, Barbara (5)

Boehmer, Ekkehart (4)

Biais, Bruno (4)

Fink, Jason (3)

Rochet, Jean (3)

MARTIMORT, David (3)

Yogo, Motohiro (3)

Degryse, Hans (3)

Goldstein, Michael (3)

Main data

Where Vincent van Kervel has published?

Recent works citing Vincent van Kervel (2019 and 2018)

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

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

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2018Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading. (2018). Schenk-Hoppé, Klaus ; Lensberg, Terje ; SchenkHoppe, Klaus Reiner ; Hens, Thorsten. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:4:p:727-741.

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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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2018Exchange Competition, Entry, and Welfare. (2018). Vives, Xavier ; Cespa, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7432.

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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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2019Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127.

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2019Market quality and dark trading in the post MiFID II era: What have we learned so far?. (2019). Papachristou, George ; Varsakelis, Christos ; Anagnostidis, Panagiotis . In: Economics Letters. RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303106.

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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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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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2020The life of U’s: Order revisions on NASDAQ. (2020). Black, Jeffrey R ; Nikolsko-Rzhevskyy, Alex ; Nikolsko-Rzhevska, Olena. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302973.

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2019Ultra-fast activity and intraday market quality. (2019). Tapia, Mikel ; Penalva, Jose ; Payne, Richard ; Cartea, Alvaro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:157-181.

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2019Information and trading targets in a dynamic market equilibrium. (2019). Choi, Jin Hyuk ; Seppi, Duane J ; Larsen, Kasper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:22-49.

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2020Trading out of sight: An analysis of cross-trading in mutual fund families. (2020). Peijnenburg, Kim ; Parise, Gianpaolo ; Nefedova, Tamara ; Eisele, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:359-378.

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

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2018Competition among Securities Markets. (2018). Hautcoeur, Pierre ; 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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2019High-frequency trading: a literature review. (2019). Maria, Gianluca Piero. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6.

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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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2020Market Fragmentation. (2020). Duffie, Darrell ; Chen, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:26828.

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2019Latency in Fragmented Markets. (2019). Lee, Tomy. In: Review of Economic Dynamics. RePEc:red:issued:18-287.

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2019Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency. (2019). Dionne, Georges ; Zhou, Xiaozhou. In: Working Papers. RePEc:ris:crcrmw:2019_003.

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2019Incorporating signals into optimal trading. (2019). Lehalle, Charles-Albert ; Neuman, Eyal. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:2:d:10.1007_s00780-019-00382-7.

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

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2018Liquidity provider incentives in fragmented securities markets. (2018). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. 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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2019High-frequency trading and price informativeness. (2019). Westheide, Christian ; Schmickler, Simon ; Gider, Jasmin. In: SAFE Working Paper Series. RePEc:zbw:safewp:248.

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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]		article15
2017High-Frequency Trading around Large Institutional Orders.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2011The impact of dark trading and visible fragmentation on market quality In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper72
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: 72		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: 72		paper
2015Competition for Order Flow with Fast and Slow Traders In: Review of Financial Studies.
[Full Text][Citation analysis]		article18
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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