V. V. Kervel
Finance · 2019
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 17 citations into it
- Economics and Econometrics — 14 citations into it
Whom V. V. Kervel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts V. V. Kervel overall
Papers from V. V. Kervel's perspective
Ordered by how strongly the researchers V. V. Kervel trusts endorse each paper. Same corpus, a different order for every researcher.
- Technology and Liquidity Provision: The Blurring of Traditional Definitions
- Very Fast Money: High-Frequency Trading on the NASDAQ
- High Frequency Trading and Price Discovery (Social Science Research Network)
- Toward a National Market System for U.S. Exchange–listed Equity Options
- Simple Formulas for Standard Errors that Cluster by Both Firm and Time
- The Diversity of High-Frequency Traders
- Inferring investor behavior: Evidence from TORQ data
- The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
- A Dynamic Limit Order Market with Fast and Slow Traders (Social Science Research Network)
- Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market: Rise of the Machines
Their papers
- High‐Frequency Trading around Large Institutional Orders (2019) — 188 citations