Andreas Park : Citation Profile

Are you Andreas Park?

University of Toronto

8

H index

7

i10 index

257

Citations

RESEARCH PRODUCTION:

12

Articles

26

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 13
   Journals where Andreas Park has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 11 (4.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa262
   Updated: 2022-10-01    RAS profile: 2022-03-25    
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Relations with other researchers

Works with:

Hautsch, Nikolaus (2)

Alexeev, Vitali (2)

Dumitrescu, Ariadna (2)

Theissen, Erik (2)

LINTON, OLIVER (2)

Taylor, Nick (2)

Gehrig, Thomas (2)

Wilhelmsson, Anders (2)

Scaillet, Olivier (2)

Rinne, Kalle (2)

PASCUAL, ROBERTO (2)

Roy, Saurabh (2)

Johannesson, Magnus (2)

Caporin, Massimiliano (2)

CAPELLE-BLANCARD, Gunther (2)

Nielsson, Ulf (2)

Zhou, Chen (2)

Dimpfl, Thomas (2)

van Kervel, Vincent (2)

Reitz, Stefan (2)

Pelizzon, Loriana (2)

Heath, Davidson (2)

Patel, Vinay (2)

Hurlin, Christophe (2)

Schenk-Hoppé, Klaus (2)

Dreber, Anna (2)

Horenstein, Alex (2)

Wolff, Christian (2)

Frijns, Bart (2)

Smales, Lee (2)

Moinas, Sophie (2)

Deku, Solomon (2)

Schwarz, Marco (2)

Gerritsen, Dirk (2)

Pastor, Lubos (2)

FERROUHI, EL MEHDI (2)

Ranaldo, Angelo (2)

Chow, Nikolai Sheung-Chi (2)

Bouri, Elie (2)

Vogel, Sebastian (2)

Menkveld, Albert (2)

Chernov, Mikhail (2)

Holzmeister, Felix (2)

Lof, Matthijs (2)

Ait-Sahalia, Yacine (2)

Bohorquez Correa, Santiago (2)

Regis, Luca (2)

Lajaunie, Quentin (2)

Vilkov, Grigory (2)

Foucault, Thierry (2)

Liew, Chee (2)

Brownlees, Christian (2)

Xiu, Dacheng (2)

Gorbenko, Arseny (2)

Palan, Stefan (2)

Jalkh, Naji (2)

Wong, Wing-Keung (2)

Kassner, Bernhard (2)

Xia, Shuo (2)

Sarno, Lucio (2)

Bos, Charles (2)

Patton, Andrew (2)

Harris, Jeffrey (2)

Walther, Thomas (2)

Abudy, Menachem (2)

Ferrara, Gerardo (2)

Adrian, Tobias (2)

Davies, Ryan (2)

He, Xuezhong (Tony) (2)

Stefanova, Denitsa (2)

Putnins, Talis (2)

Deev, Oleg (2)

Rakowski, David (2)

Pasquariello, Paolo (2)

Verousis, Thanos (2)

Jurkatis, Simon (2)

Lopez-Lira, Alejandro (2)

Tonks, Ian (2)

Talavera, Oleksandr (2)

Colliard, Jean-Edouard (2)

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 (6)

Guarino, Antonio (5)

Seel, Christian (5)

Cipriani, Marco (5)

Peck, James (4)

Levin, Dan (4)

Degryse, Hans (4)

Nakazono, Yoshiyuki (4)

Gallice, Andrea (4)

Cites to:

Milgrom, Paul (14)

Easley, David (9)

List, John (7)

Alevy, Jonathan (7)

Smith, Lones (6)

Baruch, Shmuel (6)

Back, Kerry (6)

Ritter, Jay (6)

Peck, James (5)

Guarino, Antonio (5)

Levin, Dan (5)

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
Economic Research Papers / University of Warwick - Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Papers / arXiv.org2

Recent works citing Andreas Park (2022 and 2021)

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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2022Observational Learning with Competitive Prices. (2022). Xu, Zikai. In: Papers. RePEc:arx:papers:2202.06425.

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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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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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2021Seeking excess returns under a posted price mechanism: Evidence from a peer?to?peer lending market. (2021). Li, Yuelei ; Zhang, Wei ; Yin, Shuxing. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:5:p:486-506.

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2021Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148.

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2022Why you should not use the LSV herding measure. (2022). Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0959.

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2021Herding with Heterogeneous Ability: An Application to Organ Transplantation. (2021). de Mel, Stephanie ; Sabourian, Hamid ; Reiche, Soenje ; Munshi, Kaivan. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2308.

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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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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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2021City goes dark: Dark trading and adverse selection in aggregate markets. (2021). Sun, Yuxin ; Diaz-Rainey, Ivan ; Aquilina, Matteo ; Ibikunle, Gbenga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:1-22.

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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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2021Preemption with a second-mover advantage. (2021). Smirnov, Vladimir ; Wait, Andrew. In: Games and Economic Behavior. RePEc:eee:gamebe:v:129:y:2021:i:c:p:294-309.

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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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2021Bandit cascade: A test of observational learning in the bandit problem. (2021). Asanov, Igor. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:150-171.

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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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2021Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze. (2021). Tengulov, Angel ; Nowak, Eric ; Haas, Marlene D ; Allen, Franklin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:166-194.

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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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2021Does off-exchange trading decrease in the presence of uncertainty?. (2021). Jurich, Stephen N. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:201-213.

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2021Non-pricing drivers of underwriters’ market shares in corporate bond markets. (2021). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago . In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:671-693.

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2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

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

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022The impact of make-take fees on market efficiency. (2022). Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01016-w.

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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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2021Individual corporate reputation and perception of collective corporate reputation regarding stock market investments. (2021). Blajer-Gobiewska, Anna. In: PLOS ONE. RePEc:plo:pone00:0257323.

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2021.

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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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2022A ReMeDI for Microstructure Noise. (2022). Linton, Oliver. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:1:p:367-389.

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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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2022A new Markov regime?switching count time series approach for forecasting initial public offering volumes and detecting issue cycles. (2022). Ning, Cathy ; Wang, Xinyu. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:118-133.

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2021When two worlds collide: Using particle physics tools to visualize the limit order book. (2021). Naumann, Axel ; Gardebroek, Cornelis ; Hageboeck, Stephan ; Debie, Philippe ; Verhulst, Marjolein E ; Moneta, Lorenzo ; Trujillobarrera, Andres A ; van Leeuwen, Paul. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1715-1734.

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Works by Andreas Park:

YearTitleTypeCited
2016Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis In: Economic Research Papers.
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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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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]		article47
2009Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper85
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]		article11
2009Trading Volume in Dealer Markets.(2009) In: Working Papers.
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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.
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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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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2005Endogenous Herding and The Gold Rush: Timing Models with Both Explosive and Timed Entry In: 2005 Meeting Papers.
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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]		article6

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