Vincent van Kervel : Citation Profile


Are you Vincent van Kervel?

4

H index

3

i10 index

215

Citations

RESEARCH PRODUCTION:

5

Articles

7

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 17
   Journals where Vincent van Kervel has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 2 (0.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva860
   Updated: 2024-01-16    RAS profile: 2024-01-05    
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Relations with other researchers


Works with:

Menkveld, Albert (3)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Ait-Sahalia, Yacine (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Park, Andreas (2)

Deev, Oleg (2)

Söderlind, Paul (2)

Heath, Davidson (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Walther, Thomas (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Ferrara, Gerardo (2)

Vogel, Sebastian (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Gerritsen, Dirk (2)

Brownlees, Christian (2)

Wolff, Christian (2)

Zhou, Chen (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

He, Xuezhong (Tony) (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

Regis, Luca (2)

Frömmel, Michael (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Pasquariello, Paolo (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Adrian, Tobias (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chow, Nikolai Sheung-Chi (2)

Gorbenko, Arseny (2)

Lajaunie, Quentin (2)

Smales, Lee (2)

Roy, Saurabh (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

Füllbrunn, Sascha (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (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)

Moinas, Sophie (7)

Degryse, Hans (7)

Theissen, Erik (7)

Peijnenburg, Kim (7)

Daures (formerly Lescourret), Laurence (7)

De Winne, Rudy (6)

Rindi, Barbara (6)

Zhu, Haoxiang (4)

Pelizzon, Loriana (4)

Menkveld, Albert (4)

Cites to:

Foucault, Thierry (14)

Menkveld, Albert (8)

Biais, Bruno (6)

Rindi, Barbara (5)

Boehmer, Ekkehart (5)

Lo, Andrew (4)

Cao, Charles (4)

Chen, Zhiwu (4)

Goldstein, Michael (4)

Degryse, Hans (4)

Johannesson, Magnus (4)

Main data


Where Vincent van Kervel has published?


Journals with more than one article published# docs
Journal of Financial Markets2

Recent works citing Vincent van Kervel (2024 and 2023)


YearTitle of citing document
2023Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2023Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111.

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2023A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2023US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320.

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2023The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533.

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2023Spoilt for choice: Determinants of market shares in fragmented equity markets. (2023). Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit ; Gomber, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000149.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023COVID-19 and market structure dynamics. (2023). Woods, Donovan ; Cox, Justin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621003137.

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2023Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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2023The role of debt financing in the relationship between capital structure, firm’s value, and macroeconomic factors: To throw caution to the wind. (2023). Ur, Haroon ; Anser, Muhammad Khalid ; Yousaf, Sheikh Usman ; Sadiq, Misbah ; Mohd, Siti Nisrin ; van Tu, Duong ; Zaman, Khalid ; Sriyanto, Sriyanto. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:212-223.

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2023High-Frequency Trading Strategies. (2023). Philip, Richard ; Kwan, Amy ; Goldstein, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4413-4434.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6.

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2023Competition between securities markets: stock exchange industry regulation in the Paris financial center at the turn of the twentieth century. (2023). Riva, Angelo ; Rezaee, Amir ; Hautcoeur, Pierre-Cyrille. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:2:d:10.1007_s11698-022-00248-7.

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2023Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023Dark trading and financial markets stability. (2023). Kräussl, Roman ; Levin, Vladimir ; Kraussl, Roman ; Gonalves, Jorge. In: CFS Working Paper Series. RePEc:zbw:cfswop:691.

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Works by Vincent van Kervel:


YearTitleTypeCited
2019High?Frequency Trading around Large Institutional Orders In: Journal of Finance.
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article57
2017High-Frequency Trading around Large Institutional Orders.(2017) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 57
paper
2011The impact of dark trading and visible fragmentation on market quality In: CEPR Discussion Papers.
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paper110
2015The Impact of Dark Trading and Visible Fragmentation on Market Quality.(2015) In: Review of Finance.
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This paper has nother version. Agregated cites: 110
article
2014The impact of dark trading and visible fragmentation on market quality.(2014) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 110
paper
2022Price impact versus bid–ask spreads in the index option market In: Journal of Financial Markets.
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article0
2023Order splitting and interacting with a counterparty In: Journal of Financial Markets.
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article0
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2015Competition for Order Flow with Fast and Slow Traders In: Review of Financial Studies.
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article40
2011The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) In: Discussion Paper.
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paper4
2013Competition between stock exchanges and optimal trading In: Other publications TiSEM.
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paper0

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