User profiles for M. Van Achter
Mark Van AchterAssociate Professor of Finance, KU Leuven Verified email at kuleuven.be Cited by 328 |
Dynamic order submission strategies with competition between a dealer market and a crossing network
H Degryse, M Van Achter, G Wuyts - Journal of Financial Economics, 2009 - Elsevier
We analyze a dynamic microstructure model in which a dealer market (DM) and a crossing
network (CN) interact for three informational settings. A key result is that coexistence of …
network (CN) interact for three informational settings. A key result is that coexistence of …
Shedding light on dark liquidity pools
H Degryse, M Van Achter, G Wuyts - 2008 - papers.ssrn.com
This article reviews the recent developments on dark liquidity pools starting from the theoretical
and empirical academic literature. The number of dark liquidity pools as well as their …
and empirical academic literature. The number of dark liquidity pools as well as their …
Diffusion in grain boundaries and their structure
MR Achter, R Smoluchowski - Journal of Applied Physics, 1951 - pubs.aip.org
… Experi~ents were made ?yc?mparmg the depth of ?en~tratlOn of silver along the boundaries
of columnar copper m the c~lumnar directlOn [1c?O~' T~e results md~cate that, for angles …
of columnar copper m the c~lumnar directlOn [1c?O~' T~e results md~cate that, for angles …
A comparison of the creep-rupture properties of nickel in air and in vacuum
P Shahinian, MR Achter - 1957 - osti.gov
In a comparison of the creep-rupture properties of niekel in air and vacuum there is a reversal
in relative strengths with variations in stress. At low stresses the properties are better in air; …
in relative strengths with variations in stress. At low stresses the properties are better in air; …
Temperature and Stress Dependence of the Atmosphere Effect on Nichrome V
P Shahinian, MR Achter - 1957 - osti.gov
Creep rupture tests were performed in vacuum and in air on Nichrome V, a nickel --chromium
alloy, at 1100, Although the alloy tends to be stronger in air than vacuam at high …
alloy, at 1100, Although the alloy tends to be stronger in air than vacuam at high …
[PDF][PDF] High-frequency trading and market stability
D Bongaerts, M Van Achter - SSRN Electronic Journal, 2016 - aeaweb.org
… AT is denoted by m ∈ [0,1] and the fraction that becomes LFTs is denoted by n ∈ [0,1 − m]. …
This ensures that for m and n we either have a boundary solution at 0 or an interior solution. …
This ensures that for m and n we either have a boundary solution at 0 or an interior solution. …
Grain‐Boundary Diffusion of Zinc in Copper Measured by the Electron‐Probe Microanalyzer
MR Achter, LS Birks, EJ Brooks - Journal of Applied Physics, 1959 - pubs.aip.org
Grain‐boundary and lattice diffusion of zinc vapor into copper at 550C were measured with
the electron‐probe microanalyzer and the results were used to calculate the diffusion …
the electron‐probe microanalyzer and the results were used to calculate the diffusion …
Competition among liquidity providers with access to high-frequency trading technology
D Bongaerts, M Van Achter - Journal of Financial Economics, 2021 - Elsevier
… of m and n , expected trading profits may depend on m and n . For example, expected per
capita trading profits are lower as m … Next, we derive expected profits as functions of m and n …
capita trading profits are lower as m … Next, we derive expected profits as functions of m and n …
Anisotropy of diffusion in grain boundaries
MR Achter, R Smoluchowski - physical Review, 1951 - APS
forming atomic" channels." The experimental results can be explained perhaps even better
by applying Mott's model of a gr'ain boundary. In this picture, which is particularly suitable for …
by applying Mott's model of a gr'ain boundary. In this picture, which is particularly suitable for …
Crack Propagation in Air and in Vacuum for Nickel and a Nickel-Chromium-Aluminum Alloy
RJ Sherman, MR Achter - 1961 - osti.gov
Creep rates were measured for Ni at 1200 deg F in air and in vacuum and related to the
depth of surface cracks in the specimens tested in the two environments. The surface cracks …
depth of surface cracks in the specimens tested in the two environments. The surface cracks …