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Vincent van Kervel
Title
Cited by
Cited by
Year
The impact of dark trading and visible fragmentation on market quality
H Degryse, F De Jong, V Kervel
Review of Finance 19 (4), 1587-1622, 2015
2702015
High‐frequency trading around large institutional orders
V Van Kervel, AJ Menkveld
The Journal of Finance 74 (3), 1091-1137, 2019
2022019
Competition for order flow with fast and slow traders
V Van Kervel
The Review of Financial Studies 28 (7), 2094-2127, 2015
132*2015
Does order splitting signal uninformed order flow
H Degryse, F de Jong, V van Kervel
Unpublished working paper. VU University Amsterdam, 2014
142014
Equity market fragmentation and liquidity: the impact of mifid
H Degryse, F Jong, V Kervel
Working Paper, 2011
92011
Order splitting and interacting with a counterparty
V van Kervel, A Kwan, PJ Westerholm
Available at SSRN 3516199, 2020
52020
Order splitting and searching for a counterparty
V van Kervel, A Kwan, J Westerholm
Manuscript, Pontificia Universidad Católica de Chile, 2018
52018
Market fragmentation and smart order routing technology
V van Kervel
Available at SSRN, 2014
52014
The Impact of MiFID on the Market Quality of Euronext
H Degryse, F de Jong, V van Kervel
working paper, Tilburg University, 2010
32010
Informed Trading in the Index Option Market
A Kaeck, V van Kervel, N Seeger
TILEC Discussion Paper, 2017
22017
Price impact versus bid–ask spreads in the index option market
A Kaeck, V van Kervel, NJ Seeger
Journal of Financial Markets 59, 100675, 2022
12022
Do high-frequency market makers share risks?
M Zoican, C Garriott, V van Kervel
Available at SSRN 4260874, 2022
2022
Does Time Priority Prevent Risk Sharing?
C Garriott, V van Kervel, M Zoican
Available at SSRN 3991930, 2022
2022
Competition between stock exchanges and optimal trading
VL van Kervel
CentER, Tilburg University, 2013
2013
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Articles 1–14