Sophie Moinas : Citation Profile

Are you Sophie Moinas?

Toulouse School of Economics (TSE) (99% share)
Université Toulouse I Capitole (1% share)

9

H index

9

i10 index

362

Citations

RESEARCH PRODUCTION:

5

Articles

33

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 24
   Journals where Sophie Moinas has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 5 (1.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo526
   Updated: 2020-02-22    RAS profile: 2019-08-19    
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Relations with other researchers

Works with:

Biais, Bruno (10)

Foucault, Thierry (7)

Daures Lescourret, Laurence (5)

Pouget, Sébastien (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sophie Moinas.

Is cited by:

Vives, Xavier (14)

Cespa, Giovanni (12)

Theissen, Erik (9)

Payne, Richard (7)

PASCUAL, ROBERTO (7)

Zoican, Marius (6)

Ueda, Kozo (6)

Paiardini, Paola (6)

Lo, Ingrid (6)

Skjeltorp, Johannes (6)

Mehl, Arnaud (5)

Cites to:

Foucault, Thierry (15)

Smith, Vernon (11)

Biais, Bruno (10)

Smith, Vernon (10)

Vayanos, Dimitri (10)

Plott, Charles (7)

Gromb, Denis (7)

Nagel, Stefan (6)

Menkveld, Albert (6)

Palfrey, Thomas (6)

Stoll, Hans (5)

Main data

Where Sophie Moinas has published?

Working Papers Series with more than one paper published# docs
TSE Working Papers / Toulouse School of Economics (TSE)10
Post-Print / HAL5
IDEI Working Papers / Institut d'Économie Industrielle (IDEI), Toulouse4
EconPol Working Paper / ifo Institute - Leibniz Institute for Economic Research at the University of Munich3
Working Papers / HAL3

Recent works citing Sophie Moinas (2018 and 2017)

YearTitle of citing document
2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2017The Information Content of the Limit Order Book. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON. RePEc:ags:cafp17:253251.

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2019The Impact of ETFs on Asset Markets: Experimental Evidence. (2019). Rud, Olga ; Duffy, John ; Rabanal, Jean Paul. In: Working Papers. RePEc:apc:wpaper:154.

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2018Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency. (2018). LEHALLE, Charles-Albert ; Mounjid, Othmane. In: Papers. RePEc:arx:papers:1610.00261.

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2018Dynamical regularities of US equities opening and closing auctions. (2018). Challet, Damien ; Gourianov, Nikita. In: Papers. RePEc:arx:papers:1802.01921.

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2018Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions. (2018). Challet, Damien. In: Papers. RePEc:arx:papers:1807.00573.

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2019Inventory Management for High-Frequency Trading with Imperfect Competition. (2019). Yang, Chen ; Shang, Dapeng ; Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1808.05169.

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2018Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data. (2018). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Makinen, Milla. In: Papers. RePEc:arx:papers:1810.10845.

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2019Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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2019Liquid Speed: On-Demand Fast Trading at Distributed Exchanges. (2019). Zoican, Marius ; Brolley, Michael. In: Papers. RePEc:arx:papers:1907.10720.

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2019Do speed bumps curb low-latency trading? Evidence from a laboratory market. (2019). Zoican, Marius ; Khapko, Mariana. In: Papers. RePEc:arx:papers:1910.03068.

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2020NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data. (2020). Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2002.00724.

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2019High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19124.

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2018Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays. (2018). Cimon, David ; Brolley, Michael. In: Staff Working Papers. RePEc:bca:bocawp:18-16.

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2018Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Staff Working Papers. RePEc:bca:bocawp:18-3.

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2019Informed trading in a two-tier market structure under financial distress. (2019). Paiardini, Paola ; Impenna, Claudio . In: Discussion Papers. RePEc:bir:birmec:19-06.

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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2018Exchange Competition, Entry, and Welfare. (2018). Vives, Xavier ; Cespa, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7432.

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2018Learning in Crowded Markets. (2018). Kondor, Péter ; Zawadowski, Adam. In: CEU Working Papers. RePEc:ceu:econwp:2018_4.

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2018Long Run Growth of Financial Data Technology. (2018). Farboodi, Maryam ; Veldkamp, Laura. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13278.

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2019Money Runs. (2019). Piacentino, Giorgia ; Donaldson, Jason Roderick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13955.

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2019Priority Rules. (2019). Karagiannis, Nikolaos ; Degryse, Hans. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14127.

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2017Risk and Return in High-Frequency Trading. (2017). Kirilenko, Andrei ; Hagstromer, Bjorn ; Baron, Matthew. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_018.

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2017Liquidity in FX spot and forward markets. (2017). Sushko, Vladyslav ; Krohn, Ingomar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

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2018Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2018). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134.

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2019Strategic Speed Choice by High-Frequency Traders under Speed Bumps. (2019). Aoyagi, Jun. In: ISER Discussion Paper. RePEc:dpr:wpaper:1050.

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2017High Frequency Trading and Fragility. (2017). Vives, Xavier ; Cespa, Giovanni. In: IESE Research Papers. RePEc:ebg:iesewp:d-1161.

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2017A Simple R-Estimation Method for Semiparametric Duration Models. (2017). Hallin, Marc ; la Vecchia, Davide . In: Working Papers ECARES. RePEc:eca:wpaper:2013/243446.

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2017High frequency trading and fragility. (2017). Vives, Xavier ; Cespa, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20172020.

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2019Competition among high-frequency traders, and market quality. (2019). Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192290.

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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2018Optimal order execution using hidden orders. (2018). Chen, Yuanyuan ; Li, Duan ; Gao, Xuefeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:89-116.

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2018Investment in high-frequency trading technology: A real options approach. (2018). Delaney, Laura. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:375-385.

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2019Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2018The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Frijns, Bart ; Tourani-Rad, Alireza ; Indriawan, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:136-152.

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2019Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39.

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2018Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Ødegaard, Bernt ; Jorgensen, Kjell ; Skjeltorp, Johannes . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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2019Fast and slow informed trading. (2019). Rou, Ioanid . In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:1-30.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2019Ultra-fast activity and intraday market quality. (2019). Tapia, Mikel ; Penalva, Jose ; Payne, Richard ; Cartea, Alvaro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:157-181.

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2017A robust reference-dependent model for speculative bubbles. (2017). Zhang, MU ; Zheng, Jie. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:137:y:2017:i:c:p:232-258.

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2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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2018The time cost of information in financial markets. (2018). Kendall, Chad. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:118-157.

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2019Learning in crowded markets. (2019). Zawadowski, Adam ; Kondor, Peter. In: Journal of Economic Theory. RePEc:eee:jetheo:v:184:y:2019:i:c:s0022053118303995.

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2017High frequency trading and the 2008 short-sale ban. (2017). Brogaard, Jonathan ; Riordan, Ryan ; Hendershott, Terrence. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:22-42.

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2019Information and trading targets in a dynamic market equilibrium. (2019). Choi, Jin Hyuk ; Seppi, Duane J ; Larsen, Kasper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:22-49.

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2018The effect of pit closure on futures trading. (2018). Onur, Esen ; Gousgounis, Eleni . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:69-90.

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2018Big data in finance and the growth of large firms. (2018). Begenau, Juliane ; Veldkamp, Laura ; Farboodi, Maryam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:97:y:2018:i:c:p:71-87.

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2017On the limit order behaviour of retail and non-retail investors. (2017). Lo, Danny . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:1-12.

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2017Automated liquidity provision. (2017). Michayluk, David ; Gerig, Austin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:1-13.

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2017An empirical analysis of algorithmic trading around earnings announcements. (2017). Zheng, Hui ; Prodromou, Tina ; Westerholm, Joakim P ; Frino, Alex. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:34-51.

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2018Message traffic restrictions and relative pricing efficiency: Evidence from index futures contracts and exchange-traded funds. (2018). Lepone, Andrew ; Yang, Jin Young ; Wen, Jun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:366-375.

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2018The effect of anonymity on price efficiency: Evidence from the removal of broker identities. (2018). Duong, Huu Nhan ; Vu, Van Hoang ; Lu, Jerry Shuai ; Lajbcygier, Paul. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:95-107.

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2019Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164.

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2019Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207.

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2017Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:779-808.

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2018The demand for bad policy when voters underappreciate equilibrium effects. (2018). Eyster, Erik ; Bo, Pedro Dal ; DalBo, Pedro. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:74455.

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2018The determinants of cross-border portfolio equity flows: new evidence from emerging markets. (2018). Alderighi, Stefano ; Varanasi, Padmasai ; Cleary, Siobhan. In: Economics Discussion Papers. RePEc:esx:essedp:23310.

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2017(A)symmetric Information Bubbles: Experimental Evidence. (2017). Ueda, Kozo ; Funaki, Yukihiko ; Asako, Yasushi ; Uto, Nobuyuki. In: Globalization Institute Working Papers. RePEc:fip:feddgw:312.

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2017Trader Positions and Marketwide Liquidity Demand. (2017). Onur, Esen ; Tuzun, Tugkan ; Roberts, John S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-103.

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2018First to Read the News: New Analytics and Algorithmic Trading. (2018). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1233.

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2019Intraday market making with overnight inventory costs. (2016). Vogt, Erik ; Adrian, Tobias ; Capponi, Agostino ; Zhang, Hongzhong. In: Staff Reports. RePEc:fip:fednsr:799.

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2019Assessing Investor Belief: An Analysis of Trading for Sustainable Growth of Stock Markets. (2019). Manta, Otilia ; Bwalya, Kelvin Joseph ; Yue, Xiao-Guang ; Cui, Xin ; Shao, Xue-Feng ; Han, Yan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5600-:d:275421.

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2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

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2017Anonymous trading in equities. (2017). Meling, Tom Grimstvedt . In: Working Papers in Economics. RePEc:hhs:bergec:2017_007.

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2017An Invitation to Market Design. (2017). Teytelboym, Alexander ; Kominers, Scott ; Crawford, Vincent. In: Working Papers. RePEc:hka:wpaper:2017-069.

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2017The dampening effect of iceberg orders on small traders’ welfare. (2017). Delaney, Laura ; Kovaleva, Polina . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0304-1.

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2017Stock markets fragmentation, volatility and final investors. (2017). BASTIDON, Cécile. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0305-0.

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2018Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading. (2018). Sun, Edward ; Yu, Min-Teh ; Chen, Yi-Ting . In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9711-7.

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2019Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market. (2019). Liu, Guanqing . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9851-4.

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2019Individual speculative behavior and overpricing in experimental asset markets. (2019). Weitzel, Utz ; Füllbrunn, Sascha ; Fullbrunn, Sascha ; Janssen, Dirk-Jan . In: Experimental Economics. RePEc:kap:expeco:v:22:y:2019:i:3:d:10.1007_s10683-018-9565-4.

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2019High-frequency trading: a literature review. (2019). Maria, Gianluca Piero. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6.

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2019The Design and Regulation of High Frequency Traders. (2019). Ladley, Daniel. In: Discussion Papers in Economics. RePEc:lec:leecon:19/02.

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2019Risk Aversion and Information Aggregation in Asset Markets. (2019). Mantovani, Marco ; Filippin, Antonio ; Marco, Mantovani ; Antonio, Filippin. In: Working Papers. RePEc:mib:wpaper:404.

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2017Long Run Growth of Financial Technology. (2017). Veldkamp, Laura ; Farboodi, Maryam. In: NBER Working Papers. RePEc:nbr:nberwo:23457.

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2018Big Data in Finance and the Growth of Large Firms. (2018). Veldkamp, Laura ; Farboodi, Maryam ; Begenau, Juliane. In: NBER Working Papers. RePEc:nbr:nberwo:24550.

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2019Money Runs. (2019). Piacentino, Giorgia ; Donaldson, Jason R. In: NBER Working Papers. RePEc:nbr:nberwo:26298.

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2017An invitation to market design. (2017). Kominers, Scott ; Crawford, Vincent ; Teytelboym, Alexander. In: Oxford Review of Economic Policy. RePEc:oup:oxford:v:33:y:2017:i:4:p:541-571..

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2017What is the Optimal Trading Frequency in Financial Markets?. (2017). Du, Songzi ; Zhu, Haoxiang. In: Review of Economic Studies. RePEc:oup:restud:v:84:y:2017:i:4:p:1606-1651..

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2017Toxic Arbitrage. (2017). Foucault, Thierry ; Tham, Wing Wah ; Kozhan, Roman. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:4:p:1053-1094..

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2018Policy uncertainty, derivatives use, and firm-level FDI. (2018). Nguyen, Quang ; Papanastassiou, Marina ; Kim, Trang. In: Journal of International Business Studies. RePEc:pal:jintbs:v:49:y:2018:i:1:d:10.1057_s41267-017-0090-z.

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2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

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2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06.

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2018Ignorant Experts and Financial Fragility. (2018). Asano, Koji. In: MPRA Paper. RePEc:pra:mprapa:90830.

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2019Arbitrage bots in experimental asset markets. (2019). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: MPRA Paper. RePEc:pra:mprapa:96224.

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2019Latency in Fragmented Markets. (2019). Lee, Tomy. In: Review of Economic Dynamics. RePEc:red:issued:18-287.

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2018Big Data in Finance and the Growth of Large Firms. (2018). Farboodi, Maryam ; Veldkamp, Laura ; Begenau, Juliane. In: 2018 Meeting Papers. RePEc:red:sed018:155.

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2018The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming. (2018). Manahov, Viktor . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2286-1.

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2019Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. (2019). Hu, Yingyi. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2849-4.

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2018Big Data in Finance and the Growth of Large Firms. (2018). Veldkamp, Laura ; Farboodi, Maryam ; Begenau, Juliane. In: Working Papers. RePEc:ste:nystbu:18-08.

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2018Long Run Growth of Financial Data Technology. (2018). Veldkamp, Laura ; Farboodi, Maryam. In: Working Papers. RePEc:ste:nystbu:18-09.

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2019(A)symmetric Information Bubbles: Experimental Evidence. (2019). Ueda, Kozo ; Uto, Nobuyuki ; Funaki, Yukihiko ; Asako, Yasushi. In: Working Papers. RePEc:tcr:wpaper:e133.

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2018The blockchain folk theorem. (2018). casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu. In: TSE Working Papers. RePEc:tse:wpaper:31770.

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2018Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal. (2018). Ranaldo, Angelo ; Breedon, Francis ; Vause, Nicholas ; Chen, Louisa. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:08.

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2019Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal. (2019). Vause, Nicholas ; Ranaldo, Angelo ; Breedon, Francis ; Chen, Louisa. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:12.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:1-2017.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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2018Market Illiquidity, Credit Freezes and Endogenous Funding Constraints. (2018). Bachmann, Manuel. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp255.

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2018Market Illiquidity, Credit Freezes and Endogenous Funding Constraints. (2018). Bachmann, Manuel. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5965.

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More than 100 citations found, this list is not complete...

Works by Sophie Moinas:

YearTitleTypeCited
2016Who supplies liquidity, how and when? In: BIS Working Papers.
[Full Text][Citation analysis]		paper15
2017Who supplies liquidity, how and when?.(2017) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 15		paper
2017Who supplies liquidity, how and when?.(2017) In: TSE Working Papers.
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This paper has another version. Agregated cites: 15		paper
2008Le Carnet dOrdres : une revue de littérature In: Finance.
[Full Text][Citation analysis]		article0
2018The Role of Pre-Opening Mechanisms in Fragmented Markets In: EconPol Working Paper.
[Full Text][Citation analysis]		paper3
2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market In: EconPol Working Paper.
[Full Text][Citation analysis]		paper3
2017Funding Constraints and Market Illiquidity in the European Treasury Bond Market.(2017) In: TSE Working Papers.
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This paper has another version. Agregated cites: 3		paper
2018Fragmentation and Strategic Market-Making In: EconPol Working Paper.
[Full Text][Citation analysis]		paper2
2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper67
2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 67		paper
2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 67		paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 67		article
2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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This paper has another version. Agregated cites: 67		paper
2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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This paper has another version. Agregated cites: 67		paper
2015Liquidity Supply across Multiple Trading Venues In: ESSEC Working Papers.
[Full Text][Citation analysis]		paper1
2015Liquidity Supply across Multiple Trading Venues.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1		paper
2015Liquidity Supply across Multiple Trading Venues.(2015) In: TSE Working Papers.
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This paper has another version. Agregated cites: 1		paper
2013Equilibrium Fast Trading In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper106
2014Equilibrium Fast Trading.(2014) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 106		paper
2014Equilibrium Fast Trading.(2014) In: TSE Working Papers.
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This paper has another version. Agregated cites: 106		paper
2015Equilibrium fast trading.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 106		article
2013The Bubble Game: An Experimental Study of Speculation In: Econometrica.
[Full Text][Citation analysis]		article20
2007Does Anonymity Matter in Electronic Limit Order Markets? In: Post-Print.
[Citation analysis]		paper29
2007Does anonymity matter in electronic limit order markets ? In: Post-Print.
[Citation analysis]		paper22
2013The Bubble Game: An Experimental Study of Speculation In: Post-Print.
[Citation analysis]		paper17
2015Equilibrium fast trading In: Post-Print.
[Citation analysis]		paper48
2016The bubble game: A classroom experiment In: Post-Print.
[Citation analysis]		paper0
2017Pre-opening periods in fragmented markets In: Working Papers.
[Citation analysis]		paper3
2010Hidden Limit Orders and Liquidity in Order Driven Markets In: IDEI Working Papers.
[Full Text][Citation analysis]		paper20
2010Hidden Limit Orders and Liquidity in Order Driven Markets.(2010) In: TSE Working Papers.
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This paper has another version. Agregated cites: 20		paper
2012The Bubble Game : An experimental Study of Speculation (An earlier version of this paper was circulated under the title The Rational and Irrational Bubbles : an Experiment) In: IDEI Working Papers.
[Full Text][Citation analysis]		paper0
2014Equilibrium Fast Traders In: 2014 Meeting Papers.
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2016The bubble game: A classroom experiment In: Southern Economic Journal.
[Full Text][Citation analysis]		article0
2014The Bubble Game: A classroom experiment.(2014) In: TSE Working Papers.
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This paper has another version. Agregated cites: 0		paper
2009Rational and Irrational Bubbles: an Experiment In: TSE Working Papers.
[Full Text][Citation analysis]		paper2
2017Asset pricing and risk sharing in a complete market: An experimental investigation In: TSE Working Papers.
[Full Text][Citation analysis]		paper4
2018Is Trading Fast Dangerous? In: TSE Working Papers.
[Full Text][Citation analysis]		paper0
2018Learning in Speculative Bubbles: An Experiment In: TSE Working Papers.
[Full Text][Citation analysis]		paper0

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