Vincent van Kervel

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Research profile

author of:

• High‐Frequency Trading around Large Institutional Orders (RePEc:bla:jfinan:v:74:y:2019:i:3:p:1091-1137)
  by Vincent Van Kervel & Albert J. Menkveld
• The impact of dark trading and visible fragmentation on market quality (RePEc:cpr:ceprdp:8630)
  by de Jong, Frank & Degryse, Hans & van Kervel, Vincent
• Price impact versus bid–ask spreads in the index option market (RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000550)
  by Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J.
• Order splitting and interacting with a counterparty (RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000484)
  by van Kervel, Vincent & Kwan, Amy & Westerholm, P. Joakim
• Non-Standard Errors (RePEc:grz:wpsses:2021-08)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To
• Non-Standard Errors (RePEc:inn:wpaper:2021-31)
  by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi
• The Impact of Dark Trading and Visible Fragmentation on Market Quality (RePEc:oup:revfin:v:19:y:2015:i:4:p:1587-1622.)
  by Hans Degryse & Frank de Jong & Vincent van Kervel
• Competition for Order Flow with Fast and Slow Traders (RePEc:oup:rfinst:v:28:y:2015:i:7:p:2094-2127.)
  by Vincent van Kervel
• High-Frequency Trading around Large Institutional Orders (RePEc:tin:wpaper:20170092)
  by Vincent van Kervel & Albert J. Menkveld
• The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) (RePEc:tiu:tiucen:f9895511-3b4b-4db5-bf34-149eb315dc18)
  by Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L.
• Competition between stock exchanges and optimal trading (RePEc:tiu:tiutis:5c608a0f-527d-441d-a910-ef01ce6183f8)
  by van Kervel, V.L.
• The impact of dark trading and visible fragmentation on market quality (RePEc:tiu:tiutis:a51b5d9e-2687-4972-930f-417292f0681a)
  by Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L.