Vincent van Kervel : Citation Profile


Are you Vincent van Kervel?

5

H index

3

i10 index

194

Citations

RESEARCH PRODUCTION:

4

Articles

7

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 16
   Journals where Vincent van Kervel has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 2 (1.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva860
   Updated: 2024-12-03    RAS profile: 2024-11-21    
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Relations with other researchers


Works with:

Hautsch, Nikolaus (2)

Ait-Sahalia, Yacine (2)

Hurlin, Christophe (2)

Regis, Luca (2)

Brownlees, Christian (2)

Taylor, Nick (2)

Ødegaard, Bernt (2)

Adrian, Tobias (2)

Shachar, Or (2)

Menkveld, Albert (2)

Nielsson, Ulf (2)

Rinne, Kalle (2)

Park, Andreas (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Foucault, Thierry (2)

Sarno, Lucio (2)

Harris, Jeffrey (2)

Frömmel, Michael (2)

Jalkh, Naji (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Zhou, Chen (2)

Bjønnes, Geir (2)

Moinas, Sophie (2)

Huang, Wenqian (2)

Lof, Matthijs (2)

PASCUAL, ROBERTO (2)

Scaillet, Olivier (2)

Roy, Saurabh (2)

Colliard, Jean-Edouard (2)

Dimpfl, Thomas (2)

Chernov, Mikhail (2)

Zhang, S. Sarah (2)

Schuerhoff, Norman (2)

Caporin, Massimiliano (2)

Verousis, Thanos (2)

Lopez-Lira, Alejandro (2)

Schwarz, Marco (2)

Dumitrescu, Ariadna (2)

Söderlind, Paul (2)

Ferrara, Gerardo (2)

Davies, Ryan (2)

Wilhelmsson, Anders (2)

Pasquariello, Paolo (2)

Heath, Davidson (2)

Kearney, Fearghal (2)

Schenk-Hoppé, Klaus (2)

Vilkov, Grigory (2)

Mihet, Roxana (2)

He, Xuezhong (Tony) (2)

Frijns, Bart (2)

LINTON, OLIVER (2)

Xia, Shuo (2)

Smales, Lee (2)

Abudy, Menachem (2)

Alexeev, Vitali (2)

Liew, Chee (2)

Deku, Solomon (2)

Sojli, Elvira (2)

Theissen, Erik (2)

Patton, Andrew (2)

Füllbrunn, Sascha (2)

Bos, Charles (2)

Xiu, Dacheng (2)

Putnins, Talis (2)

Wong, Wing-Keung (2)

Prokopczuk, Marcel (2)

Stefanova, Denitsa (2)

Patel, Vinay (2)

Holzmeister, Felix (2)

Bouri, Elie (2)

Rakowski, David (2)

Pelizzon, Loriana (2)

Palan, Stefan (2)

Reitz, Stefan (2)

Talavera, Oleksandr (2)

Gerritsen, Dirk (2)

Walther, Thomas (2)

Horenstein, Alex (2)

Chow, Nikolai Sheung-Chi (2)

Lajaunie, Quentin (2)

Bohorquez Correa, Santiago (2)

Pastor, Lubos (2)

Gehrig, Thomas (2)

Dreber, Anna (2)

CAPELLE-BLANCARD, Gunther (2)

Korajczyk, Robert (2)

Roy, Saurabh (2)

FERROUHI, EL MEHDI (2)

Wolff, Christian (2)

Hjalmarsson, Erik (2)

Deev, Oleg (2)

Kassner, Bernhard (2)

Voigt, Stefan (2)

Gorbenko, Arseny (2)

Renault, Thomas (2)

Degryse, Hans (2)

Jurkatis, Simon (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:

Degryse, Hans (9)

LINTON, OLIVER (8)

Moinas, Sophie (7)

Theissen, Erik (7)

Daures (formerly Lescourret), Laurence (7)

Peijnenburg, Kim (6)

De Winne, Rudy (6)

Menkveld, Albert (5)

Huber, Christoph (5)

Rindi, Barbara (5)

Zhu, Haoxiang (4)

Cites to:

Foucault, Thierry (14)

Menkveld, Albert (12)

Ho, Teck (8)

Dreber, Anna (8)

Biais, Bruno (8)

Johannesson, Magnus (8)

Huntington-Klein, Nick (6)

Arenas, Andreu (6)

Pugatch, Todd (6)

Beam, Emily (6)

Ekpe, Godwin (6)

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
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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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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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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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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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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2023Banning dark pools: Venue selection and investor trading costs. (2023). Suntheim, Felix ; Oneill, Peter ; Hoffmann, Peter ; Gozluklu, Arie ; Neumeier, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000290.

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2023The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave. (2023). Steffen, Tom ; Ibikunle, Gbenga ; Rzayev, Khaladdin. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000514.

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2024Understanding the impacts of dark pools on price discovery. (2024). Ye, Linlin. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000800.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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2024Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308.

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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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2024Transparency in the equity market: Evidence from a natural experiment. (2024). Serrano, Alejandro ; Chiou, Wan-Jiun Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368.

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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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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme
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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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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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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2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

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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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2024.

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2024A 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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Works by Vincent van Kervel:


YearTitleTypeCited
2011The impact of dark trading and visible fragmentation on market quality In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper121
2015The Impact of Dark Trading and Visible Fragmentation on Market Quality.(2015) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121
article
2014The impact of dark trading and visible fragmentation on market quality.(2014) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121
paper
2022Price impact versus bid–ask spreads in the index option market In: Journal of Financial Markets.
[Full Text][Citation analysis]
article0
2023Order splitting and interacting with a counterparty 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]
paper5
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]
paper9
2015Competition for Order Flow with Fast and Slow Traders In: The Review of Financial Studies.
[Full Text][Citation analysis]
article42
2017High-Frequency Trading around Large Institutional Orders In: Tinbergen Institute Discussion Papers.
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paper13
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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