Andreas Park : Citation Profile


Are you Andreas Park?

University of Toronto

8

H index

7

i10 index

288

Citations

RESEARCH PRODUCTION:

12

Articles

26

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 15
   Journals where Andreas Park has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 11 (3.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa262
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Bohorquez Correa, Santiago (2)

Walther, Thomas (2)

Theissen, Erik (2)

Mihet, Roxana (2)

Palan, Stefan (2)

Lopez-Lira, Alejandro (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Hjalmarsson, Erik (2)

Liew, Chee (2)

Chernov, Mikhail (2)

Ait-Sahalia, Yacine (2)

Sojli, Elvira (2)

Korajczyk, Robert (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Deev, Oleg (2)

van Kervel, Vincent (2)

Frömmel, Michael (2)

Regis, Luca (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

He, Xuezhong (Tony) (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Foucault, Thierry (2)

Hurlin, Christophe (2)

Rakowski, David (2)

Vilkov, Grigory (2)

Dumitrescu, Ariadna (2)

Hautsch, Nikolaus (2)

Nielsson, Ulf (2)

Jalkh, Naji (2)

FERROUHI, EL MEHDI (2)

Menkveld, Albert (2)

Vogel, Sebastian (2)

Talavera, Oleksandr (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Xia, Shuo (2)

Caporin, Massimiliano (2)

Ferrara, Gerardo (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Brownlees, Christian (2)

Gerritsen, Dirk (2)

Zhou, Chen (2)

Wolff, Christian (2)

Adrian, Tobias (2)

Pastor, Lubos (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Dimpfl, Thomas (2)

Pasquariello, Paolo (2)

Reitz, Stefan (2)

Rinne, Kalle (2)

Gehrig, Thomas (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Patel, Vinay (2)

Prokopczuk, Marcel (2)

Deku, Solomon (2)

Ødegaard, Bernt (2)

Füllbrunn, Sascha (2)

Davies, Ryan (2)

PASCUAL, ROBERTO (2)

Schenk-Hoppé, Klaus (2)

Chow, Nikolai Sheung-Chi (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Gorbenko, Arseny (2)

Bos, Charles (2)

Taylor, Nick (2)

Schwarz, Marco (2)

Xiu, Dacheng (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Renault, Thomas (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Smales, Lee (2)

Roy, Saurabh (2)

Lajaunie, Quentin (2)

LINTON, OLIVER (2)

Patton, Andrew (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)

Seel, Christian (5)

Guarino, Antonio (5)

Cipriani, Marco (5)

Strack, Philipp (4)

Friedman, Daniel (4)

Nakazono, Yoshiyuki (4)

Peck, James (4)

Shachat, Jason (4)

Cites to:

Milgrom, Paul (14)

Easley, David (9)

Alevy, Jonathan (7)

Cipriani, Marco (7)

List, John (7)

Guarino, Antonio (7)

Baruch, Shmuel (6)

Ritter, Jay (6)

Back, Kerry (6)

Smith, Lones (6)

Peck, James (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 (2024 and 2023)


YearTitle of citing document
2023Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. (2023). Ślepaczuk, Robert ; Sakowski, Pawel ; Micha, Jakub. In: Papers. RePEc:arx:papers:2309.15640.

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2023Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888.

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2023Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495.

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2023Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133.

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2023Do stock exchanges specialize? Evidence from the New Jersey transaction tax proposal. (2023). Sokolov, Konstantin ; Irtisam, Rasheek. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001474.

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2023Arbitrage bots in experimental asset markets. (2023). Shachat, Jason ; Neugebauer, Tibor ; Angerer, Martin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:262-278.

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2023Dealership versus continuous auction: Evidence from the JASDAQ market. (2023). Zhang, Ye Zhou ; Rhee, Ghon S ; Iwatsubo, Kentaro. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002190.

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2023Social Network Matters: Capital Structure Risk Control on REITs. (2023). Qin, Zhenjiang ; Lai, Rose Neng ; Meng, Stanley Iat. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09833-5.

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2023A Simple Model of Herding and Contrarian Behaviour with Biased Informed Traders. (2023). Lu, Pengguang. In: Economics Discussion Paper Series. RePEc:man:sespap:2307.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020.

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2023Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices. (2023). Ślepaczuk, Robert ; Sakowski, Pawe ; Michakow, Jakub. In: Working Papers. RePEc:war:wpaper:2023-25.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023Dark trading and financial markets stability. (2023). Kräussl, Roman ; Levin, Vladimir ; Kraussl, Roman ; Gonalves, Jorge. In: CFS Working Paper Series. RePEc:zbw:cfswop:691.

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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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paper3
2009Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis.(2009) In: Cambridge Working Papers in Economics.
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This paper has nother version. Agregated cites: 3
paper
2016Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis.(2016) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 3
paper
2016Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis.(2016) In: CRETA Online Discussion Paper Series.
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This paper has nother version. Agregated cites: 3
paper
2008When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment In: Economic Research Papers.
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paper5
2008When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2008When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 5
paper
2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing In: Economic Research Papers.
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paper0
2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 0
paper
2019Special Drawing Rights in a New Decentralized Century In: Papers.
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paper1
2020Engineering Economics in the Conflux Network In: Papers.
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paper0
2015Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality In: Journal of Finance.
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article53
2009Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics.
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paper95
2011Herding and Contrarian Behavior in Financial Markets.(2011) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 95
article
2009Herding, Contrarianism and Delay in Financial Market Trading In: Cambridge Working Papers in Economics.
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paper19
2012Herding, contrarianism and delay in financial market trading.(2012) In: European Economic Review.
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This paper has nother version. Agregated cites: 19
article
2010How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing In: Journal of Financial and Quantitative Analysis.
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article2
2010Trading Volume in Dealer Markets In: Journal of Financial and Quantitative Analysis.
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article10
2009Trading Volume in Dealer Markets.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2006Caller Number Five: Timing Games that Morph from One Form to Another In: Cowles Foundation Discussion Papers.
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paper14
2004Caller Number Five: Timing Games that Morph From One Form to Another.(2004) In: 2004 Meeting Papers.
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This paper has nother version. Agregated cites: 14
paper
2002Aftermarket Short Covering and the Pricing of IPOs In: Royal Economic Society Annual Conference 2002.
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paper0
2013Liquidity, volume and price efficiency: The impact of order vs. quote driven trading In: Journal of Financial Markets.
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article9
2014The impact of competition and information on intraday trading In: Journal of Banking & Finance.
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article4
2018Regulating dark trading: Order flow segmentation and market quality In: Journal of Financial Economics.
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article20
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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article6
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
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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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paper0
2010Experiential Learning of the Efficient Market Hypothesis: Two Trading Games In: The Journal of Economic Education.
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article1
2008Caller Number Five and related timing games In: Theoretical Economics.
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article27
2008Caller Number Five and Related Timing Games.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 27
paper
2006Herd Behavior in Efficient Financial Markets In: Working Papers.
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paper5
2008Bid-Ask Spreads and Volume:The Role of Trade Timing In: Working Papers.
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paper0
2009Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading In: Working Papers.
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paper4
2009Intraday Trading Patterns: The Role of Timing In: Working Papers.
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paper0
2017Rushes in Large Timing Games In: Econometrica.
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article6

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