Sophie Moinas : Citation Profile


Are you Sophie Moinas?

Toulouse School of Economics (TSE)

6

H index

5

i10 index

292

Citations

RESEARCH PRODUCTION:

5

Articles

33

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 19
   Journals where Sophie Moinas has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 5 (1.68 %)

EXPERT IN:

   Design of Experiments
   General Financial Markets

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo526
   Updated: 2021-03-01    RAS profile: 2020-12-15    
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Relations with other researchers


Works with:

Biais, Bruno (4)

Daures Lescourret, Laurence (2)

Declerck, Fany (2)

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 (12)

Cespa, Giovanni (10)

Foucault, Thierry (6)

Bellia, Mario (5)

Kondor, Péter (5)

Lafarguette, Romain (5)

Skjeltorp, Johannes (5)

Pelizzon, Loriana (5)

Challet, Damien (5)

Westerholm, Joakim (4)

Pagano, Marco (4)

Cites to:

Foucault, Thierry (15)

Biais, Bruno (12)

Smith, Vernon (11)

Smith, Vernon (10)

Vayanos, Dimitri (10)

Plott, Charles (7)

Gromb, Denis (7)

Nagel, Stefan (6)

Menkveld, Albert (6)

Palfrey, Thomas (6)

Williams, Arlington (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'conomie Industrielle (IDEI), Toulouse4
Working Papers / HAL3
EconPol Working Paper / ifo Institute - Leibniz Institute for Economic Research at the University of Munich3

Recent works citing Sophie Moinas (2021 and 2020)


YearTitle of citing document
2021Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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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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2020FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836.

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2020High‐Frequency Trading and Market Performance. (2020). Mollner, Joshua ; Baldauf, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1495-1526.

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2020Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs. (2020). Shkilko, Andriy ; Sokolov, Konstantin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:2899-2927.

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2020STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

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2020Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2020). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134r.

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2020(A)symmetric information bubbles: Experimental evidence. (2020). Ueda, Kozo ; Uto, Nobuyuki ; Funaki, Yukihiko ; Asako, Yasushi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301435.

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2020The high frequency trade off between speed and sophistication. (2020). Ladley, Daniel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300804.

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2020Are high–frequency traders informed?. (2020). Varsakelis, Christos ; Fontaine, Patrice ; Anagnostidis, Panagiotis. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:365-383.

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2020Does algorithmic trading harm liquidity? Evidence from Brazil. (2020). Perlin, Marcelo Scherer ; Ramos, Henrique Pinto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301406.

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2020High frequency traders and the price process. (2020). Ait-Sahalia, Yacine ; Brunetti, Celso. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:20-45.

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2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

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2020Collateral haircuts and bond yields in the European government bond markets. (2020). Nguyen, Minh. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301113.

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2020Market efficiency in real time: Evidence from low latency activity around earnings announcements. (2020). Miao, Bin ; Chordia, Tarun. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s0165410120300379.

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2020Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?. (2020). Ma, Chao. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300243.

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2020Algorithmic trading in turbulent markets. (2020). Frino, Alex ; Kalev, Petko S ; Zhou, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20302201.

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2020Estimation of level-I hidden liquidity using the dynamics of limit order-book. (2020). Sim, Min Kyu ; Deng, Shijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119315407.

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2020High-frequency trading and stock liquidity: An intraday analysis. (2020). Hellara, Slaheddine ; ben Ammar, Imen ; Ghadhab, Imen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309249.

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2020Personal traits and trading in an experimental asset market. (2020). Zajicek, Miroslav ; Zajiek, Miroslav ; Miklanek, Toma. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:86:y:2020:i:c:s2214804320300483.

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2020Equilibrium Data Mining and Data Abundance. (2020). Dugast, Jerome ; Foucault, Thierry. In: Working Papers. RePEc:hal:wpaper:hal-03053967.

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2020Information, Liquidity, and Dynamic Limit Order Markets. (2020). Seppi, Duane J ; Rindi, Barbara ; Ricco, Roberto. In: Working Papers. RePEc:igi:igierp:660.

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2021Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1183-1198.

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2020Information Investment Regulation and Portfolio Delegation. (2020). Osano, Hiroshi ; Ikeda, Akihiko. In: KIER Working Papers. RePEc:kyo:wpaper:1032.

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2020High Frequency Trading: Strategic Competition Between Slow and Fast Traders. (2020). Germain, Laurent ; Boco, Herve ; Rousseau, Fabrice. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n296-20.pdf.

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2020First to “Read” the News: News Analytics and Algorithmic Trading. (2020). Keim, Donald B ; von Beschwitz, Bastian ; Massa, Massimo. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:1:p:122-178..

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2020Coming early to the party. (2020). Pelizzon, Loriana ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G ; Bellia, Mario. In: Working Papers. RePEc:ven:wpaper:2020:11.

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2020A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models. (2020). Liao, Zhipeng ; Shi, Xiaoxia. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:983-1017.

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2020A tale of one exchange and two order books: Effects of fragmentation in the absence of competition. (2018). Bernales, Alejandro ; Westheide, Christian ; Valenzuela, Marcela ; Sagade, Satchit ; Garrido, Nicolas. In: SAFE Working Paper Series. RePEc:zbw:safewp:234.

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2020High frequency traders and the price process. (2020). Ait-Sahalia, Yacine ; Brunetti, Celso. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:20-45.

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Works by Sophie Moinas:


YearTitleTypeCited
2016Who supplies liquidity, how and when? In: BIS Working Papers.
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paper22
2017Who supplies liquidity, how and when?.(2017) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 22
paper
2017Who supplies liquidity, how and when?.(2017) In: TSE Working Papers.
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This paper has another version. Agregated cites: 22
paper
2008Le Carnet dOrdres : une revue de littérature In: Finance.
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article0
2018The Role of Pre-Opening Mechanisms in Fragmented Markets In: EconPol Working Paper.
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paper3
2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market In: EconPol Working Paper.
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paper4
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: 4
paper
2018Fragmentation and Strategic Market-Making In: EconPol Working Paper.
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paper2
2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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paper72
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: 72
paper
2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 72
paper
2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 72
paper
2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 72
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: 72
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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paper
2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2015Liquidity Supply across Multiple Trading Venues In: ESSEC Working Papers.
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paper1
2015Liquidity Supply across Multiple Trading Venues.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2015Liquidity Supply across Multiple Trading Venues.(2015) In: TSE Working Papers.
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This paper has another version. Agregated cites: 1
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2013Equilibrium Fast Trading In: HEC Research Papers Series.
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paper124
2015Equilibrium fast trading.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 124
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2015Equilibrium fast trading.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 124
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2014Equilibrium Fast Trading.(2014) In: IDEI Working Papers.
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This paper has another version. Agregated cites: 124
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2014Equilibrium Fast Trading.(2014) In: TSE Working Papers.
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paper
2013The Bubble Game: An Experimental Study of Speculation In: Econometrica.
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article30
2013The Bubble Game: An Experimental Study of Speculation.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 30
paper
2016The bubble game: A classroom experiment In: Post-Print.
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paper1
2016The bubble game: A classroom experiment.(2016) In: Southern Economic Journal.
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This paper has another version. Agregated cites: 1
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2014The Bubble Game: A classroom experiment.(2014) In: TSE Working Papers.
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This paper has another version. Agregated cites: 1
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2017Pre-opening periods in fragmented markets In: Working Papers.
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paper6
2010Hidden Limit Orders and Liquidity in Order Driven Markets In: IDEI Working Papers.
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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
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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.
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2014Equilibrium Fast Traders In: 2014 Meeting Papers.
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2009Rational and Irrational Bubbles: an Experiment In: TSE Working Papers.
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paper2
2017Asset pricing and risk sharing in a complete market: An experimental investigation In: TSE Working Papers.
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paper4
2018Is Trading Fast Dangerous? In: TSE Working Papers.
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2018Learning in Speculative Bubbles: An Experiment In: TSE Working Papers.
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