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Assistant professor in Finance

Escuela de Administración (Business School)

Pontificia Universidad Católica de Chile

CV  


Assistant professor in finance, 
School of Management, 
Catholic University of Chile

Working papers

       Order Splitting and Searching for a Counterparty, 2018, joint with Amy Kwan and Joakim Westerholm.

        Informed Trading in the Index Option Market, 2017 (Link), joint with Andreas Kaeck and Norman Seeger.

Publications

        High-Frequency Trading Around Large Institutional Orders, 2018, Forthcoming in The Journal of Finance, (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 (Linkjoint 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