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Escuela de Administración (Business School)

Pontificia Universidad Católica de Chile

CV

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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