Vincent van Kervel : Citation Profile


Are you Vincent van Kervel?

4

H index

3

i10 index

210

Citations

RESEARCH PRODUCTION:

4

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 19
   Journals where Vincent van Kervel has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 2 (0.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva860
   Updated: 2023-11-04    RAS profile: 2022-08-07    
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Relations with other researchers


Works with:

Menkveld, Albert (3)

Hurlin, Christophe (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Caporin, Massimiliano (2)

Bos, Charles (2)

Foucault, Thierry (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

FERROUHI, EL MEHDI (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

Colliard, Jean-Edouard (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Holzmeister, Felix (2)

Dimpfl, Thomas (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Deev, Oleg (2)

Sarno, Lucio (2)

Pastor, Lubos (2)

Ferrara, Gerardo (2)

Reitz, Stefan (2)

Wolff, Christian (2)

Rinne, Kalle (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Park, Andreas (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Kassner, Bernhard (2)

Tonks, Ian (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Rakowski, David (2)

Xia, Shuo (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Patel, Vinay (2)

Walther, Thomas (2)

Dreber, Anna (2)

Adrian, Tobias (2)

Regis, Luca (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Scaillet, Olivier (2)

Hjalmarsson, Erik (2)

Bouri, Elie (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Abudy, Menachem (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Ødegaard, Bernt (2)

Smales, Lee (2)

Patton, Andrew (2)

Horenstein, Alex (2)

Harris, Jeffrey (2)

Theissen, Erik (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Stefanova, Denitsa (2)

Frömmel, Michael (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Kearney, Fearghal (2)

Roy, Saurabh (2)

Wilhelmsson, Anders (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (2)

Talavera, Oleksandr (2)

Deku, Solomon (2)

Pasquariello, Paolo (2)

Jalkh, Naji (2)

CAPELLE-BLANCARD, Gunther (2)

Alexeev, Vitali (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)

Theissen, Erik (7)

Moinas, Sophie (7)

Daures (formerly Lescourret), Laurence (7)

Degryse, Hans (7)

Peijnenburg, Kim (7)

Rindi, Barbara (6)

De Winne, Rudy (6)

Menkveld, Albert (4)

Zhu, Haoxiang (4)

Pelizzon, Loriana (4)

Cites to:

Foucault, Thierry (14)

Menkveld, Albert (8)

Biais, Bruno (6)

Boehmer, Ekkehart (5)

Rindi, Barbara (5)

Goldstein, Michael (4)

Lo, Andrew (4)

Johannesson, Magnus (4)

Chen, Zhiwu (4)

Degryse, Hans (4)

Dreber, Anna (4)

Main data


Where Vincent van Kervel has published?


Recent works citing Vincent van Kervel (2023 and 2022)


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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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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2022The dark side of IPOs: Examining where and who trades in the IPO secondary market. (2022). van Ness, Robert ; Cox, Justin. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1091-1126.

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2022Diving into dark pools. (2022). Werner, Ingrid M ; Rindi, Barbara ; Buti, Sabrina. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:961-994.

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2022Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders. (2022). Liaudinskas, Karolis. In: Working Paper. RePEc:bno:worpap:2022_6.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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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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2022Relative performance evaluation for dynamic contracts in a large competitive market. (2022). Phillip, Sheung Chi ; Ma, Guiyuan ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:2:p:768-780.

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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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2022Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:106-122.

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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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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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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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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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2022Retail trader sophistication and stock market quality: Evidence from brokerage outages. (2022). Wu, Yanbin ; Roseman, Brian S ; Green, Clifton T ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:502-528.

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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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2022Market versus limit orders of speculative high-frequency traders and price discovery. (2022). Kwon, Kyung Yoon ; Kang, Jangkoo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001805.

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

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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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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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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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2022High-frequency trading during flash crashes: Walk of fame or hall of shame?. (2020). Reno, Roberto ; Pelizzon, Loriana ; Kolokolov, Aleksey ; Christensen, Kim ; Bellia, Mario. In: SAFE Working Paper Series. RePEc:zbw:safewp:270.

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2022Broker colocation and the execution costs of customer and proprietary orders. (2022). Westheide, Christian ; Scharnowski, Stefan ; Sagade, Satchit. In: SAFE Working Paper Series. RePEc:zbw:safewp:366.

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2022Drivers and effects of stock market fragmentation - Insights on SME stocks. (2022). Bender, Micha ; Gomber, Peter ; Clapham, Benjamin ; Lausen, Jens. In: SAFE Working Paper Series. RePEc:zbw:safewp:367.

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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]
article57
2017High-Frequency Trading around Large Institutional Orders.(2017) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 57
paper
2011The impact of dark trading and visible fragmentation on market quality In: CEPR Discussion Papers.
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paper107
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: 107
article
2014The impact of dark trading and visible fragmentation on market quality.(2014) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 107
paper
2022Price impact versus bid–ask spreads in the index option market 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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paper2
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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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