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 | 304 | 2015 |
High‐frequency trading around large institutional orders V Van Kervel, AJ Menkveld The Journal of Finance 74 (3), 1091-1137, 2019 | 251 | 2019 |
Competition for order flow with fast and slow traders V Van Kervel The Review of Financial Studies 28 (7), 2094-2127, 2015 | 158* | 2015 |
Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance, 2023 | 50 | 2023 |
Does order splitting signal uninformed order flow H Degryse, F de Jong, V van Kervel Unpublished working paper. VU University Amsterdam, 2014 | 18 | 2014 |
Order splitting and interacting with a counterparty V van Kervel, A Kwan, PJ Westerholm Journal of Financial Markets 66, 100850, 2023 | 15* | 2023 |
Equity market fragmentation and liquidity: the impact of mifid H Degryse, F Jong, V Kervel Working Paper, 2011 | 12* | 2011 |
Liquidity: What you see is what you get? VV Kervel Available at SSRN, 2012 | 6 | 2012 |
Market fragmentation and smart order routing technology V van Kervel Available at SSRN, 2014 | 5 | 2014 |
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 | 4 | 2022 |
Anticompetitive Price Referencing V van Kervel, BZ Yueshen Available at SSRN 4545730, 2023 | 2 | 2023 |
Do high-frequency market makers share risks? C Garriott, V van Kervel, M Zoican Do high-frequency market makers share risks?: Garriott, Corey| uvan Kervel …, 2022 | 2 | 2022 |
Informed Trading in the Index Option Market A Kaeck, V van Kervel, N Seeger TILEC Discussion Paper, 2017 | 2 | 2017 |
Do high-frequency market makers share risks? M Zoican, C Garriott, V van Kervel Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting, 2022 | | 2022 |
The Queuing Friction in Limit Order Book Markets C Garriott, V van Kervel, M Zoican Western Finance Association Paper, 2022 | | 2022 |