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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
Does time priority prevent risk sharing? 2021 (Link) joint with Corey Garriott and Marius Zoican
Non-Standard Errors 2021 (Link), project joint with 342 coauthors
Order Splitting and Searching for a Counterparty 2020 (Link), joint with Amy Kwan and Joakim Westerholm (R&R Journal of Financial Markets) WebAppendix
Publications
Price impact versus bid–ask spreads in the index option market, 2021, forthcoming Journal of Financial Markets (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)
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