Andreas Park : Citation Profile

Are you Andreas Park?

University of Toronto

7

H index

5

i10 index

219

Citations

RESEARCH PRODUCTION:

12

Articles

24

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 12
   Journals where Andreas Park has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 9 (3.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa262
   Updated: 2021-10-16    RAS profile: 2021-08-26    
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Relations with other researchers

Works with:

Sgroi, Daniel (3)

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

Is cited by:

Nautz, Dieter (13)

Grabisch, Michel (7)

Jurkatis, Simon (5)

Guarino, Antonio (5)

Cipriani, Marco (5)

Seel, Christian (5)

Peck, James (4)

Gallice, Andrea (4)

Degryse, Hans (4)

Friedman, Daniel (4)

Levin, Dan (4)

Cites to:

Milgrom, Paul (10)

Easley, David (9)

List, John (7)

Alevy, Jonathan (7)

Back, Kerry (6)

Avery, Christopher (5)

Cipriani, Marco (5)

Guarino, Antonio (5)

Ritter, Jay (5)

Peck, James (4)

Viswanathan, S (4)

Main data

Where Andreas Park has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Economic Research Papers / University of Warwick - Department of Economics3
Papers / arXiv.org2

Recent works citing Andreas Park (2021 and 2020)

YearTitle of citing document
2021Collective Progress: Dynamics of Exit Waves. (2021). Yariv, Leeat ; Urgun, Can ; Cetemen, Doruk. In: Papers. RePEc:arx:papers:2107.00406.

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2021Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets. (2021). Shestopaloff, Alexander Y ; Howison, Sam ; Cucuringu, Mihai ; Albers, Jakob. In: Papers. RePEc:arx:papers:2108.09750.

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2020The effects of trade size and market depth on immediate price impact in a limit order book market. (2020). Anderson, Heather ; Pham, Manh Cuong ; Lajbcygier, Paul ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301603.

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2020Comparative empirical study of binomial call-option pricing methods using S&P 500 index data. (2020). Herbon, Avi ; Shvimer, Yossi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302268.

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2020Integer game with delay. (2020). Artemov, Georgy . In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s016517652030015x.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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2020Market making with convex quotes. (2020). Jindapon, Paan ; Hwang, Hae-Shin . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318306329.

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2021Broker routing decisions in limit order markets. (2021). Cimon, David A. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300719.

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2020Unraveling over time. (2020). Groves, Vivienne ; Ambuehl, Sandro. In: Games and Economic Behavior. RePEc:eee:gamebe:v:121:y:2020:i:c:p:252-264.

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2020Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755.

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2021Non-monotone social learning. (2021). Zhang, Min. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:565-579.

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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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2020Information arrival, delay, and clustering in financial markets with dynamic freeriding. (2020). Hashimoto, Tadashi ; Aghamolla, Cyrus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:27-52.

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2021Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly. (2021). Rubesam, Alexandre ; Salmon, Mark ; Hwang, Soosung. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302746.

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2020Effect of gasoline-like fuel obtained from hard-resin of Yang (Dipterocarpus alatus) on single cylinder gasoline engine performance and exhaust emissions. (2020). Sudajan, Somposh ; Noisuwan, Phakamat ; Senawong, Kritsadang ; Katekaew, Somporn ; Laloon, Kittipong ; Suiuay, Chokchai. In: Renewable Energy. RePEc:eee:renene:v:153:y:2020:i:c:p:634-645.

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2020A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: Games. RePEc:gam:jgames:v:11:y:2020:i:4:p:65-:d:463955.

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2020Rational Herding in Reward-Based Crowdfunding: An MTurk Experiment. (2020). Comeig, Irene ; Urbano, Amparo ; Sendra-Pons, Pau ; Mesa-Vazquez, Ernesto. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9827-:d:450361.

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2020A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03161820.

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2021A Survey on Nonstrategic Models of Opinion Dynamics. (2021). Rusinowska, Agnieszka ; Grabisch, Michel. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03167886.

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2020A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: Post-Print. RePEc:hal:journl:halshs-03161820.

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2021A Survey on Nonstrategic Models of Opinion Dynamics. (2021). Rusinowska, Agnieszka ; Grabisch, Michel. In: Post-Print. RePEc:hal:journl:halshs-03167886.

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2020A Survey on Nonstrategic Models of Opinion Dynamics. (2020). Grabisch, Michel ; Rusinowska, Agnieszka. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-03161820.

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2021Optimal Market Asset Pricing. (2021). Rindi, Barbara ; Ricco, Roberto ; Seppi, Duane J. In: Working Papers. RePEc:igi:igierp:675.

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2020Volatility Flocking by Cucker–Smale Mechanism in Financial Markets. (2020). Yoo, Jane ; Lim, Hyuncheul ; Kim, Yongsik ; Ha, Seung-Yeal ; Bae, Hyeong-Ohk. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09299-9.

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2021A Survey on Nonstrategic Models of Opinion Dynamics. (2021). Grabisch, Michel ; Rusinowska, Agnieszka. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:21005.

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2020Herding in Equity Crowdfunding. (2020). Astebro, Thomas ; Fernandez, Manuel ; Cadena-Silva, Carlos ; Vulkan, Nir. In: Working papers. RePEc:rie:riecdt:34.

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2021The Arrival of Information and Price Adjustment Across Extreme Quantiles: Global Evidence. (2021). Tripathi, Abhinava. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:10:y:2021:i:1:p:7-19.

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2020Non-Monotone Social Learning. (2020). Zhang, Min. In: Discussion Paper Series, School of Economics and Finance. RePEc:san:wpecon:2008.

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2020Trade clustering and power laws in financial markets. (2020). Nirei, Makoto ; Watanabe, Tsutomu ; Stachurski, John. In: Theoretical Economics. RePEc:the:publsh:3523.

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2021Do investors herd? An examination of Pakistan stock exchange. (2021). Streimikiene, Dalia ; Vveinhardt, Jolita ; Ahmed, Rizwan Raheem ; Palwishah, Rana ; Kashif, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2090-2105.

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2020The sensitivity of trading to the cost of information. (2020). Webb, Robert I ; Mollica, Vito ; Kovaevi, Ognjen ; Frino, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1631-1644.

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2020Paying for market liquidity: Competition and incentives. (2019). Pelizzon, Loriana ; Bellia, Mario ; Yuferova, Darya ; Uno, Jun ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:247.

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Works by Andreas Park:

YearTitleTypeCited
2016Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis In: Economic Research Papers.
[Full Text][Citation analysis]		paper3
2009Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis.(2009) In: Cambridge Working Papers in Economics.
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2016Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis.(2016) In: The Warwick Economics Research Paper Series (TWERPS).
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2016Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis.(2016) In: CRETA Online Discussion Paper Series.
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This paper has another version. Agregated cites: 3		paper
2008When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment In: Economic Research Papers.
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2008When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment.(2008) In: Working Papers.
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2008When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
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2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing In: Economic Research Papers.
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2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing.(2008) In: Working Papers.
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2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
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2019Special Drawing Rights in a New Decentralized Century In: Papers.
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2020Engineering Economics in the Conflux Network In: Papers.
[Full Text][Citation analysis]		paper0
2015Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality In: Journal of Finance.
[Full Text][Citation analysis]		article39
2009Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper76
2011Herding and Contrarian Behavior in Financial Markets.(2011) In: Econometrica.
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2009Herding, Contrarianism and Delay in Financial Market Trading In: Cambridge Working Papers in Economics.
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2012Herding, contrarianism and delay in financial market trading.(2012) In: European Economic Review.
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2010How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing In: Journal of Financial and Quantitative Analysis.
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2010Trading Volume in Dealer Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
2009Trading Volume in Dealer Markets.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 9		paper
2006Caller Number Five: Timing Games that Morph from One Form to Another In: Cowles Foundation Discussion Papers.
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2004Caller Number Five: Timing Games that Morph From One Form to Another.(2004) In: 2004 Meeting Papers.
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2002Aftermarket Short Covering and the Pricing of IPOs In: Royal Economic Society Annual Conference 2002.
[Citation analysis]		paper0
2013Liquidity, volume and price efficiency: The impact of order vs. quote driven trading In: Journal of Financial Markets.
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2014The impact of competition and information on intraday trading In: Journal of Banking & Finance.
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2018Regulating dark trading: Order flow segmentation and market quality In: Journal of Financial Economics.
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2009What determines the level of IPO gross spreads? Underwriter profits and the cost of going public In: International Review of Economics & Finance.
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2005Endogenous Herding and The Gold Rush: Timing Models with Both Explosive and Timed Entry In: 2005 Meeting Papers.
[Full Text][Citation analysis]		paper0
2010Experiential Learning of the Efficient Market Hypothesis: Two Trading Games In: The Journal of Economic Education.
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2008Caller Number Five and related timing games In: Theoretical Economics.
[Full Text][Citation analysis]		article27
2008Caller Number Five and Related Timing Games.(2008) In: Working Papers.
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2006Herd Behavior in Efficient Financial Markets In: Working Papers.
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2008Bid-Ask Spreads and Volume:The Role of Trade Timing In: Working Papers.
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2009Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading In: Working Papers.
[Full Text][Citation analysis]		paper4
2009Intraday Trading Patterns: The Role of Timing In: Working Papers.
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2017Rushes in Large Timing Games In: Econometrica.
[Full Text][Citation analysis]		article4

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