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    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2016Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis.(2016) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2016Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis.(2016) In: CRETA Online Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2008When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment In: Economic Research Papers.
[Full Text][Citation analysis]
paper5
2008When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another 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).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
2008Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another 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).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Special Drawing Rights in a New Decentralized Century In: Papers.
[Full Text][Citation analysis]
paper1
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.
[Citation analysis]
This paper has another version. Agregated cites: 76
article
2009Herding, Contrarianism and Delay in Financial Market Trading In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper13
2012Herding, contrarianism and delay in financial market trading.(2012) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2010How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article1
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper14
2004Caller Number Five: Timing Games that Morph From One Form to Another.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
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.
[Full Text][Citation analysis]
article8
2014The impact of competition and information on intraday trading In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article3
2018Regulating dark trading: Order flow segmentation and market quality In: Journal of Financial Economics.
[Full Text][Citation analysis]
article3
2009What determines the level of IPO gross spreads? Underwriter profits and the cost of going public In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article4
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.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2006Herd Behavior in Efficient Financial Markets In: Working Papers.
[Full Text][Citation analysis]
paper5
2008Bid-Ask Spreads and Volume:The Role of Trade Timing In: Working Papers.
[Full Text][Citation analysis]
paper0
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.
[Full Text][Citation analysis]
paper0
2017Rushes in Large Timing Games In: Econometrica.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team