User profiles for M. Van Achter

Mark Van Achter

Associate 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 …

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 …

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 …

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; …

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 …

[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. …

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 …

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 …

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 …

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 …