Andreas Park : Citation Profile

Are you Andreas Park?

University of Toronto

6

H index

5

i10 index

177

Citations

RESEARCH PRODUCTION:

12

Articles

22

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 11
   Journals where Andreas Park has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 9 (4.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa262
   Updated: 2019-12-07    RAS profile: 2019-02-08    
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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)

Jurkatis, Simon (5)

Guarino, Antonio (5)

Seel, Christian (5)

Cipriani, Marco (4)

Gallice, Andrea (4)

Nakazono, Yoshiyuki (4)

Friedman, Daniel (4)

Fujiwara, Ippei (3)

Ichiue, Hibiki (3)

Theissen, Erik (3)

Cites to:

Milgrom, Paul (10)

Easley, David (9)

List, John (7)

Alevy, Jonathan (7)

Back, Kerry (6)

Guarino, Antonio (5)

Cipriani, Marco (5)

Kyle, Albert (4)

Admati, Anat (4)

Bessembinder, Hendrik (4)

Ritter, Jay (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
Economic Research Papers / University of Warwick - Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3

Recent works citing Andreas Park (2018 and 2017)

YearTitle of citing document
2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2019Optimal make-take fees for market making regulation. (2018). Touzi, Nizar ; Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar. In: Papers. RePEc:arx:papers:1805.02741.

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2017Trading Fees and Intermarket Competition. (2017). Werner, Ingrid M ; Rindi, Barbara ; Panayides, Marios. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1751.

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2018Speed Segmentation on Exchanges: Competition for Slow Flow. (2018). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Staff Working Papers. RePEc:bca:bocawp:18-3.

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2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Theissen, Erik ; Westheide, Christian ; Weber, Moritz Christian ; Sagade, Satchit ; Gomber, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2018Trade Clustering and Power Laws in Financial Markets. (2018). Nirei, Makoto ; Watanabe, Tsutomu ; Stachurski, John. In: CARF F-Series. RePEc:cfi:fseres:cf450.

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2017Information leakage in family firms: Evidence from short selling around insider sales. (2017). Sun, Hanwen ; Yin, Shuxing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:72-87.

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2017The impact of fragmentation, exchange fees and liquidity provision on market quality. (2017). Aitken, Michael ; Foley, Sean ; Chen, Haoming . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:140-160.

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2018Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange. (2018). Ødegaard, Bernt ; Jorgensen, Kjell ; Skjeltorp, Johannes . In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:1-16.

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2017Information revelation through bunching. (2017). Wang, Tao. In: Games and Economic Behavior. RePEc:eee:gamebe:v:102:y:2017:i:c:p:568-582.

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2017Biased beliefs and imperfect information. (2017). Sgroi, Daniel ; Proto, Eugenio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:136:y:2017:i:c:p:186-202.

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2018The time cost of information in financial markets. (2018). Kendall, Chad. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:118-157.

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2019Learning about analysts. (2019). Vigier, Adrien ; Rudiger, Jesper. In: Journal of Economic Theory. RePEc:eee:jetheo:v:180:y:2019:i:c:p:304-335.

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2019Inverted fee structures, tick size, and market quality. (2019). Gregoire, Vincent ; Comerton-Forde, Carole ; Zhong, Zhuo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:141-164.

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2017Deviations in expected price impact for small transaction volumes under fee restructuring. (2017). Wilcox, D ; Harvey, M ; Hendricks, D ; Gebbie, T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:416-426.

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2018Odd-lot trading in U.S. equities. (2018). Roseman, Brian S ; van Ness, Robert A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:125-133.

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2018Performance evaluation and herd behavior in a laboratory financial market. (2018). Yang, Xiaolan ; Jin, Xuejun ; Wu, Yun ; Gao, Mei. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:75:y:2018:i:c:p:45-54.

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2018A High-Frequency Analysis of Bitcoin Markets. (2018). Theissen, Erik ; Mestel, Roland ; Riordan, Ryan ; Brauneis, Alexander. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-06.

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2017Anonymous trading in equities. (2017). Meling, Tom Grimstvedt . In: Working Papers in Economics. RePEc:hhs:bergec:2017_007.

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2018Misclassification and the hidden silent rivalry. (2018). Lin, Zhongjian ; Hu, Yingyao. In: CeMMAP working papers. RePEc:ifs:cemmap:12/18.

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2017Trading Fees and Intermarket Competition. (2017). Werner, Ingrid M ; Rindi, Barbara ; Panayides, Marios. In: Working Papers. RePEc:igi:igierp:595.

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2017Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model. (2017). Makarewicz, Tomasz. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9607-y.

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2017Cowboying Stock Market Herds with Robot Traders. (2017). Galimberti, Jaqueson ; Da Silva, Sergio ; Suhadolnik, Nicolas . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9591-2.

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2019Observing Cascade Behavior Depending on the Network Topology and Transaction Costs. (2019). Kim, Joohyun ; Lee, Duk Hee ; Kwon, Ohsung. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9738-9.

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2017Home bias in portfolio choices: social learning among partially informed agents. (2017). Gau, Yin-Feng ; Wu, Wen-Lin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0560-6.

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2017On the Dynamics of Speculation in a Model of Bubbles and Manias. (2017). Pérez, Carlos ; Santos, Manuel ; Perez, Carlos J. In: Working Papers. RePEc:mia:wpaper:2017-02.

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Derbali, Abdelkader ; Hellara, Slaheddine ; Ghadhab, Imen. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2019Trading behavior of stock investors: Black Monday revisited. (2019). Kurz-Kim, Jeong-Ryeol. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:4:d:10.1057_s41260-019-00120-w.

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2018Games with Private Timing. (2018). Moroni, Sofia. In: Working Paper. RePEc:pit:wpaper:6400.

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2018Learning From Unrealized versus Realized Prices. (2018). Weizsäcker, Georg ; Weizsacker, Georg ; Ngangoue, Kathleen M. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:66.

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2017A comparison of endogenous and exogenous timing in a social learning experiment. (2017). Meub, Lukas ; Huning, Hendrik ; Proeger, Till. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:1:d:10.1007_s11403-015-0156-6.

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2019Blocking in a timing game with asymmetric players. (2019). Wait, Andrew ; Smirnov, Vladimir. In: Working Papers. RePEc:syd:wpaper:2018-05.

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2017Behavioral heterogeneity and financial markets: Locked/crossed quotes under informationally efficient pricing. (2017). Xu, Youzong ; McMillan, David ; Li, BO. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1384524.

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2018Liquidity provider incentives in fragmented securities markets. (2018). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: SAFE Working Paper Series. RePEc:zbw:safewp:231.

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2019Paying 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.
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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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2015Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality In: Journal of Finance.
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2009Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics.
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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.
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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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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.
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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.
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2009Intraday Trading Patterns: The Role of Timing In: Working Papers.
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2017Rushes in Large Timing Games In: Econometrica.
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