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Escuela de Administración (Business School)
Pontificia Universidad Católica de Chile
Assistant professor in finance,
School of Management,
Catholic University of Chile
Working papers
Anticompetitive Price Referencing (2023) (Link) joint with Bart Zhou Yueshen
The Queuing Friction in Limit Order Book Markets (2023) (Link) joint with Corey Garriott and Marius Zoican (previous version circulated under the title Do high-frequency market makers share risks?)
Publications
Non-Standard Errors 2021 (Link), project joint with 341 coauthors, forthcoming Journal of Finance
Order Splitting and Interacting with a Counterparty, 2023, Journal of Financial Markets (Link, joint with Amy Kwan and Joakim Westerholm) WebAppendix
Price impact versus bid–ask spreads in the index option market, 2022, Journal of Financial Markets volume 59 (Link, joint with Andreas Kaeck and Norman Seeger)
High-Frequency Trading Around Large Institutional Orders, 2019, The Journal of Finance, 74(3), 1091-1137 (Link, joint with Albert Menkveld)
Competition for Order Flow with Fast and Slow Traders, 2015, The Review of Financial Studies, 28(7), 2094-2127 (Link). A previous version circulated under the title "Liquidity, What you see is what you get?"
The Impact of Dark Trading and Visible Fragmentation on Market Quality, 2015, Review of Finance 19(4), 1587-1622 (Link, joint with Hans Degryse and Frank de Jong)
In Press
Blog, Aug 2022: “Gamified trading: Riesgos para el inversionista pequeño”
Blog, Nov 2021: “Exchange traded funds, ETF: ¿qué son y qué pasa si aumentan?”
Diario Financiero, Mar 2020: "Transformación Digital|Robots en las bolsas"
Contact Information
vincentvankervel at gmail.com
+59 223 547 982
Escuela de Administración (School of Management)
Pontificia Universidad Católica de Chile
Avenida Vicuña Mackenna 4860
Macul 7820436
Santiago, Chile