Sophie Moinas : Citation Profile

Are you Sophie Moinas?

Toulouse School of Economics (TSE)

6

H index

5

i10 index

342

Citations

RESEARCH PRODUCTION:

6

Articles

39

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 19
   Journals where Sophie Moinas has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 6 (1.72 %)

EXPERT IN:

   Design of Experiments
   General Financial Markets

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo526
   Updated: 2022-05-21    RAS profile: 2022-02-10    
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Relations with other researchers

Works with:

Daures Lescourret, Laurence (6)

Boussetta, Selma (6)

Biais, Bruno (4)

Foucault, Thierry (3)

Schenk-Hoppé, Klaus (2)

Gerritsen, Dirk (2)

Gorbenko, Arseny (2)

Xiu, Dacheng (2)

Wong, Wing-Keung (2)

Ait-Sahalia, Yacine (2)

Bouri, Elie (2)

Lof, Matthijs (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

Ferrara, Gerardo (2)

Palan, Stefan (2)

Pastor, Lubos (2)

van Kervel, Vincent (2)

Park, Andreas (2)

Liew, Chee (2)

Abudy, Menachem (2)

Schwarz, Marco (2)

Adrian, Tobias (2)

FERROUHI, EL MEHDI (2)

Lopez-Lira, Alejandro (2)

Nielsson, Ulf (2)

Gehrig, Thomas (2)

Walther, Thomas (2)

Theissen, Erik (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Xia, Shuo (2)

Patel, Vinay (2)

Patton, Andrew (2)

Smales, Lee (2)

Holzmeister, Felix (2)

Pelizzon, Loriana (2)

Alexeev, Vitali (2)

Menkveld, Albert (2)

Stefanova, Denitsa (2)

CAPELLE-BLANCARD, Gunther (2)

Dumitrescu, Ariadna (2)

Bos, Charles (2)

Wilhelmsson, Anders (2)

Zhou, Chen (2)

Deev, Oleg (2)

Wolff, Christian (2)

Jurkatis, Simon (2)

Jalkh, Naji (2)

Dimpfl, Thomas (2)

Talavera, Oleksandr (2)

Rakowski, David (2)

Scaillet, Olivier (2)

Verousis, Thanos (2)

Hautsch, Nikolaus (2)

Putnins, Talis (2)

Declerck, Fany (2)

Kassner, Bernhard (2)

Reitz, Stefan (2)

Bohorquez Correa, Santiago (2)

Vilkov, Grigory (2)

Horenstein, Alex (2)

Caporin, Massimiliano (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Johannesson, Magnus (2)

Regis, Luca (2)

Frijns, Bart (2)

Rinne, Kalle (2)

Pasquariello, Paolo (2)

Harris, Jeffrey (2)

Sarno, Lucio (2)

Ranaldo, Angelo (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)

Lafarguette, Romain (7)

Bellia, Mario (6)

Pelizzon, Loriana (6)

Foucault, Thierry (6)

Kondor, Péter (6)

Mehl, Arnaud (6)

Zoican, Marius (5)

Challet, Damien (5)

Skjeltorp, Johannes (5)

Cites to:

Foucault, Thierry (16)

Smith, Vernon (14)

Biais, Bruno (12)

Smith, Vernon (12)

Vayanos, Dimitri (10)

Nagel, Stefan (8)

Duffy, John (8)

Plott, Charles (8)

Palfrey, Thomas (8)

Gromb, Denis (7)

Menkveld, Albert (7)

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 / HAL9
IDEI Working Papers / Institut d'conomie 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 (2021 and 2020)

YearTitle of citing document
2021Kaivik: A Free Online Asset Market Cellphone Interface Experiment with Financial Bubbles. (2021). Johnson, Paul ; Hampton, Kyle. In: Working Papers. RePEc:ala:wpaper:2021-04.

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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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2021Replicating Market Makers. (2021). Chitra, Tarun ; Evans, Alex ; Angeris, Guillermo. In: Papers. RePEc:arx:papers:2103.14769.

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2020Welfare 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.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2020Quantifying 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.

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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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2021Looking 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.

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2021Is 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.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2022High?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.

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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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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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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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2021Round?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.

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2020Personal Traits and Trading in an Experimental Asset Market. (2020). Zajicek, Miroslav ; Miklanek, Tomas. In: CERGE-EI Working Papers. RePEc:cer:papers:wp654.

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2020Does 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.

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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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2021Flying 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.

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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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2021The 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.

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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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2021Green 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.

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2022High-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.

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2021Speed 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.

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2021Do 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.

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2022Attention: 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.

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2021Intraday 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.

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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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2021Funding 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.

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2021The 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.

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2021Rational 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.

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2021Competition 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.

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2021Two 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.

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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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2021Short-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.

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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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2020Derivatives in Sustainable Finance. (2020). Thomadakis, Apostolos ; Lannoo, Karel. In: ECMI Papers. RePEc:eps:ecmiwp:29791.

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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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2020Price 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.

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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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2020Experiments 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.

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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 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.

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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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2020Options 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..

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2020Bubbles 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..

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2022When 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.

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2021Managing Financial Expertise. (2021). Asano, Koji. In: MPRA Paper. RePEc:pra:mprapa:107665.

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2020Essays on Modern Market Structure. (2020). Khomyn, Marta. In: PhD Thesis. RePEc:uts:finphd:2-2020.

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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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2021Resilience 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.

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2021NATURALLY 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.

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2021High?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.

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2022Connectivity 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.

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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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2021Do ETFs increase liquidity?. (2021). Wermers, Russ ; Tuzun, Tugkan ; Saaglam, Mehmet. In: CFR Working Papers. RePEc:zbw:cfrwps:2103.

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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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2017Who supplies liquidity, how and when?.(2017) In: IDEI Working Papers.
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2017Who supplies liquidity, how and when?.(2017) In: TSE Working Papers.
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This paper has another version. Agregated cites: 24		paper
2008Le Carnet dOrdres : une revue de littérature In: Finance.
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2018The Role of Pre-Opening Mechanisms in Fragmented Markets In: EconPol Working Paper.
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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market In: EconPol Working Paper.
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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: 6		paper
2018Fragmentation and Strategic Market-Making In: EconPol Working Paper.
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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2003Does anonymity matter in electronic limit order markets ?.(2003) In: HEC Research Papers Series.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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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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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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2015Liquidity Supply across Multiple Trading Venues.(2015) In: Working Papers.
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2015Liquidity Supply across Multiple Trading Venues.(2015) In: TSE Working Papers.
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2013Equilibrium Fast Trading In: HEC Research Papers Series.
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2015Equilibrium fast trading.(2015) In: Journal of Financial Economics.
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2015Equilibrium fast trading.(2015) In: Post-Print.
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2014Equilibrium Fast Trading.(2014) In: IDEI Working Papers.
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2014Equilibrium Fast Trading.(2014) In: TSE Working Papers.
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2013The Bubble Game: An Experimental Study of Speculation In: Econometrica.
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2013The Bubble Game: An Experimental Study of Speculation.(2013) In: Post-Print.
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2017Pre-opening periods in fragmented markets.(2017) In: Post-Print.
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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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2017Asset pricing and risk sharing in a complete market: An experimental investigation In: TSE Working Papers.
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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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