6
H index
5
i10 index
292
Citations
Toulouse School of Economics (TSE) | 6 H index 5 i10 index 292 Citations RESEARCH PRODUCTION: 5 Articles 33 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 | 5 |
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse | 4 |
Working Papers / HAL | 3 |
EconPol Working Paper / ifo Institute - Leibniz Institute for Economic Research at the University of Munich | 3 |
Year | Title of citing document |
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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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 | 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 |
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 | 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: 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 | 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 |
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 |
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 | 22 |
2017 | Who supplies liquidity, how and when?.(2017) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2017 | Who supplies liquidity, how and when?.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | 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 | 3 |
2018 | Funding Constraints and Market Illiquidity in the European Treasury Bond Market In: EconPol Working Paper. [Full Text][Citation analysis] | paper | 4 |
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: 4 | 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 | 72 |
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: 72 | paper | |
2007 | Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2007 | Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2011 | Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 72 | 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: 72 | 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: 72 | 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: 72 | 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 | 124 |
2015 | Equilibrium fast trading.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | article | |
2015 | Equilibrium fast trading.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2014 | Equilibrium Fast Trading.(2014) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2014 | Equilibrium Fast Trading.(2014) In: TSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
2013 | The Bubble Game: An Experimental Study of Speculation In: Econometrica. [Full Text][Citation analysis] | article | 30 |
2013 | The Bubble Game: An Experimental Study of Speculation.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
2016 | The bubble game: A classroom experiment In: Post-Print. [Citation analysis] | paper | 1 |
2016 | The bubble game: A classroom experiment.(2016) In: Southern Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | The Bubble Game: A classroom experiment.(2014) In: TSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Pre-opening periods in fragmented markets In: Working Papers. [Citation analysis] | paper | 6 |
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 | 4 |
2018 | Is Trading Fast Dangerous? In: TSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Learning in Speculative Bubbles: An Experiment In: TSE Working Papers. [Full Text][Citation analysis] | paper | 1 |
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