6
H index
5
i10 index
342
Citations
Toulouse School of Economics (TSE) | 6 H index 5 i10 index 342 Citations RESEARCH PRODUCTION: 6 Articles 39 Papers RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sophie Moinas. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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TSE Working Papers / Toulouse School of Economics (TSE) | 10 |
Post-Print / HAL | 9 |
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse | 4 |
EconPol Working Paper / ifo Institute - Leibniz Institute for Economic Research at the University of Munich | 3 |
Working Papers / HAL | 3 |
Year | Title of citing document |
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2021 | Kaivik: A Free Online Asset Market Cellphone Interface Experiment with Financial Bubbles. (2021). Johnson, Paul ; Hampton, Kyle. In: Working Papers. RePEc:ala:wpaper:2021-04. Full description at Econpapers || Download paper |
2021 | Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140. Full description at Econpapers || Download paper |
2020 | NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data. (2020). Nakagawa, Kei ; Ito, Katsuya. In: Papers. RePEc:arx:papers:2002.00724. Full description at Econpapers || Download paper |
2021 | Replicating Market Makers. (2021). Chitra, Tarun ; Evans, Alex ; Angeris, Guillermo. In: Papers. RePEc:arx:papers:2103.14769. Full description at Econpapers || Download paper |
2020 | Welfare Effects of the Allocation of Talent to Financial Trading: What Does the Grossman-Stiglitz Model Say?. (2020). Arnold, Lutz G ; Zelzner, Sebastian . In: Working Papers. RePEc:bav:wpaper:190_arnold_zelzner. Full description at Econpapers || Download paper |
2021 | Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39. Full description at Econpapers || Download paper |
2020 | Quantifying the High-Frequency Trading “Arms Race†: A Simple New Methodology and Estimates. (2020). Budish, Eric ; Aquilina, Matteo. In: Working Papers. RePEc:bfi:wpaper:2020-86. Full description at Econpapers || Download paper |
2020 | FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836. Full description at Econpapers || Download paper |
2021 | Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets. (2021). Mallory, Mindy ; Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:679-699. Full description at Econpapers || Download paper |
2021 | Is faster or slower trading better? An examination of order type execution speed and costs. (2021). Wu, Fei ; Huang, Tao ; Garvey, Ryan. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:326-363. Full description at Econpapers || Download paper |
2022 | Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44. Full description at Econpapers || Download paper |
2022 | High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107. Full description at Econpapers || Download paper |
2020 | Highâ€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. Full description at Econpapers || Download paper |
2020 | Every 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. Full description at Econpapers || Download paper |
2021 | Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754. Full description at Econpapers || Download paper |
2020 | STOCK 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. Full description at Econpapers || Download paper |
2021 | Round?number biases on trading time: Evidence from international markets. (2021). Chen, Tao. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:469-495. Full description at Econpapers || Download paper |
2020 | Personal Traits and Trading in an Experimental Asset Market. (2020). Zajicek, Miroslav ; Miklanek, Tomas. In: CERGE-EI Working Papers. RePEc:cer:papers:wp654. Full description at Econpapers || Download paper |
2020 | Does Trading Anonymously Enhance Liquidity?. (2020). Dennis, Patrick J ; Sands, Patrik. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:55:y:2020:i:7:p:2372-2396_10. Full description at Econpapers || Download paper |
2020 | Speculation 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. Full description at Econpapers || Download paper |
2021 | Flying under the radar: The real effects of anonymous trading. (2021). el Ghoul, Sadok ; Attig, Najah . In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002145. Full description at Econpapers || Download paper |
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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Are 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | High 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. Full description at Econpapers || Download paper |
2021 | The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872. Full description at Econpapers || Download paper |
2020 | Retail 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. Full description at Econpapers || Download paper |
2020 | Collateral 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. Full description at Econpapers || Download paper |
2021 | Green credit policy and corporate access to bank loans in China: The role of environmental disclosure and green innovation. (2021). Tripe, David ; Zhang, Yuming ; Xing, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100171x. Full description at Econpapers || Download paper |
2022 | High-frequency trading and market quality: The case of a “slightly exposed” market. (2022). Ekinci, Cumhur ; Ersan, Ouz. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003185. Full description at Econpapers || Download paper |
2021 | Speed and learning in high-frequency auctions. (2021). Zoican, Marius ; Khapko, Mariana ; Haas, Marlene. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300525. Full description at Econpapers || Download paper |
2021 | Do speed bumps curb low-latency investment? Evidence from a laboratory market. (2021). Zoican, Marius ; Khapko, Mariana. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300707. Full description at Econpapers || Download paper |
2022 | Attention: How high-frequency trading improves price efficiency following earnings announcements. (2022). Wang, XU ; Moulton, Pamela C ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100063x. Full description at Econpapers || Download paper |
2021 | Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499. Full description at Econpapers || Download paper |
2020 | Market 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. Full description at Econpapers || Download paper |
2021 | Funding liquidity and market liquidity in government bonds. (2021). Johnson, Timothy C ; Deuskar, Prachi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001242. Full description at Econpapers || Download paper |
2021 | The impact of ETFs in secondary asset markets: Experimental evidence. (2021). Rud, Olga ; Rabanal, Jean Paul ; Duffy, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:674-696. Full description at Econpapers || Download paper |
2021 | Rational quantitative trading in efficient markets. (2021). Tinn, Katrin ; Rossi, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301204. Full description at Econpapers || Download paper |
2021 | Competition among liquidity providers with access to high-frequency trading technology. (2021). Van Achter, Mark ; Bongaerts, Dion. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:220-249. Full description at Econpapers || Download paper |
2021 | Two shades of opacity: Hidden orders and dark trading. (2021). Degryse, Hans ; Wuyts, Gunther ; Tombeur, Geoffrey ; Karagiannis, Nikolaos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s1042957321000206. Full description at Econpapers || Download paper |
2020 | Momentum 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. Full description at Econpapers || Download paper |
2020 | Algorithmic 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. Full description at Econpapers || Download paper |
2020 | Estimation 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. Full description at Econpapers || Download paper |
2021 | Short-term stock price reversals after extreme downward price movements. (2021). Utz, Sebastian ; Rif, Alexandru. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:123-133. Full description at Econpapers || Download paper |
2020 | High-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. Full description at Econpapers || Download paper |
2020 | Personal 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. Full description at Econpapers || Download paper |
2020 | Derivatives in Sustainable Finance. (2020). Thomadakis, Apostolos ; Lannoo, Karel. In: ECMI Papers. RePEc:eps:ecmiwp:29791. Full description at Econpapers || Download paper |
2020 | Equilibrium Data Mining and Data Abundance. (2020). Dugast, Jerome ; Foucault, Thierry. In: Working Papers. RePEc:hal:wpaper:hal-03053967. Full description at Econpapers || Download paper |
2020 | Information, Liquidity, and Dynamic Limit Order Markets. (2020). Seppi, Duane J ; Rindi, Barbara ; Ricco, Roberto. In: Working Papers. RePEc:igi:igierp:660. Full description at Econpapers || Download paper |
2020 | Price Improvement and Execution Risk in Lit and Dark Markets. (2020). Brolley, Michael. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:863-886. Full description at Econpapers || Download paper |
2021 | Unfiltered 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. Full description at Econpapers || Download paper |
2020 | Experiments in high-frequency trading: comparing two market institutions. (2020). Aldrich, Eric M ; Vargas, Kristian Lopez. In: Experimental Economics. RePEc:kap:expeco:v:23:y:2020:i:2:d:10.1007_s10683-019-09605-2. Full description at Econpapers || Download paper |
2020 | Information Investment Regulation and Portfolio Delegation. (2020). Osano, Hiroshi ; Ikeda, Akihiko. In: KIER Working Papers. RePEc:kyo:wpaper:1032. Full description at Econpapers || Download paper |
2020 | High-Frequency Trading and Systemic Risk: A Structured Review of Findings and Policies. (2020). Sánchez Serrano, Antonio ; Antonio, Sanchez Serrano. In: Review of Economics. RePEc:lus:reveco:v:71:y:2020:i:3:p:169-195:n:1. Full description at Econpapers || Download paper |
2020 | High 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. Full description at Econpapers || Download paper |
2020 | First 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.. Full description at Econpapers || Download paper |
2020 | Options Trading Costs Are Lower than You Think. (2020). van Nieuwerburgh, Stijn ; Pearson, Neil D ; Muravyev, Dmitriy. In: Review of Financial Studies. RePEc:oup:rfinst:v:33:y:2020:i:11:p:4973-5014.. Full description at Econpapers || Download paper |
2020 | Bubbles and Financial Professionals. (2020). Rose, Julia ; Lindner, Florian ; Kirchler, Michael ; Huber, Jurgen ; Weitzel, Utz ; Cohen, Lauren. In: Review of Financial Studies. RePEc:oup:rfinst:v:33:y:2020:i:6:p:2659-2696.. Full description at Econpapers || Download paper |
2022 | When does slower order execution occur? Evidence from U.S. equity investors. (2022). Qin, Yaohua ; Garvey, Ryan. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00242-0. Full description at Econpapers || Download paper |
2021 | Managing Financial Expertise. (2021). Asano, Koji. In: MPRA Paper. RePEc:pra:mprapa:107665. Full description at Econpapers || Download paper |
2020 | Essays on Modern Market Structure. (2020). Khomyn, Marta. In: PhD Thesis. RePEc:uts:finphd:2-2020. Full description at Econpapers || Download paper |
2020 | Coming early to the party. (2020). Pelizzon, Loriana ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G ; Bellia, Mario. In: Working Papers. RePEc:ven:wpaper:2020:11. Full description at Econpapers || Download paper |
2021 | Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets. (2021). Serra, Teresa ; He, Xinyue ; Garcia, Philip. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:2:p:743-764. Full description at Econpapers || Download paper |
2021 | NATURALLY OCCURRING PREFERENCES AND GENERAL EQUILIBRIUM: A LABORATORY STUDY. (2021). Oprea, Ryan ; Friedman, Daniel ; Crockett, Sean. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:831-859. Full description at Econpapers || Download paper |
2021 | High?frequency trading order cancellations and market quality: Is stricter regulation the answer?. (2021). Manahov, Viktor. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5385-5407. Full description at Econpapers || Download paper |
2022 | Connectivity costs and price efficiency: An event study. (2022). Webb, Robert I ; Mollica, Vito ; Kovacevic, Ognjen ; Frino, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:296-309. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2021 | Do ETFs increase liquidity?. (2021). Wermers, Russ ; Tuzun, Tugkan ; Saaglam, Mehmet. In: CFR Working Papers. RePEc:zbw:cfrwps:2103. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | High 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Who supplies liquidity, how and when? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 24 |
2017 | Who supplies liquidity, how and when?.(2017) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2017 | Who supplies liquidity, how and when?.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2008 | Le Carnet dOrdres : une revue de littérature In: Finance. [Full Text][Citation analysis] | article | 0 |
2018 | The Role of Pre-Opening Mechanisms in Fragmented Markets In: EconPol Working Paper. [Full Text][Citation analysis] | paper | 6 |
2018 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market In: EconPol Working Paper. [Full Text][Citation analysis] | paper | 6 |
2017 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Fragmentation and Strategic Market-Making In: EconPol Working Paper. [Full Text][Citation analysis] | paper | 2 |
2003 | Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
2003 | Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2007 | Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
2004 | Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2005 | Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
2015 | Liquidity Supply across Multiple Trading Venues In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Liquidity Supply across Multiple Trading Venues.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Liquidity Supply across Multiple Trading Venues.(2015) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Equilibrium Fast Trading In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 149 |
2015 | Equilibrium fast trading.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | article | |
2015 | Equilibrium fast trading.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
2014 | Equilibrium Fast Trading.(2014) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
2014 | Equilibrium Fast Trading.(2014) In: TSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 149 | paper | |
2013 | The Bubble Game: An Experimental Study of Speculation In: Econometrica. [Full Text][Citation analysis] | article | 33 |
2013 | The Bubble Game: An Experimental Study of Speculation.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2021 | Learning in speculative bubbles: Theory and experiment In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 0 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Pre-opening periods in fragmented markets In: Post-Print. [Citation analysis] | paper | 6 |
2018 | Pre-opening periods in fragmented markets.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Pre-opening periods in fragmented markets.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Pre-opening periods in fragmented markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Pre-opening periods in fragmented markets.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2016 | The bubble game: A classroom experiment In: Post-Print. [Citation analysis] | paper | 2 |
2014 | The Bubble Game: A classroom experiment.(2014) In: TSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | The bubble game: A classroom experiment.(2016) In: Southern Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2010 | Hidden Limit Orders and Liquidity in Order Driven Markets In: IDEI Working Papers. [Full Text][Citation analysis] | paper | 20 |
2010 | Hidden Limit Orders and Liquidity in Order Driven Markets.(2010) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2012 | The 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] | paper | 0 |
2014 | Equilibrium Fast Traders In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Rational and Irrational Bubbles: an Experiment In: TSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Asset pricing and risk sharing in a complete market: An experimental investigation In: TSE Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Is Trading Fast Dangerous? In: TSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Learning in Speculative Bubbles: An Experiment In: TSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
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