8
H index
7
i10 index
288
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa262 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andreas Park. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial and Quantitative Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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Economic Research Papers / University of Warwick - Department of Economics | 3 |
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics | 3 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | Hedging 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. Full description at Econpapers || Download paper |
2023 | Information 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. Full description at Econpapers || Download paper |
2023 | Strategic 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. Full description at Econpapers || Download paper |
2023 | Herding 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Arbitrage 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. Full description at Econpapers || Download paper |
2023 | Dealership 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. Full description at Econpapers || Download paper |
2023 | Social 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. Full description at Econpapers || Download paper |
2023 | A Simple Model of Herding and Contrarian Behaviour with Biased Informed Traders. (2023). Lu, Pengguang. In: Economics Discussion Paper Series. RePEc:man:sespap:2307. Full description at Econpapers || Download paper |
2023 | Reproducibility 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. Full description at Econpapers || Download paper |
2023 | Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020. Full description at Econpapers || Download paper |
2023 | Hedging 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. Full description at Econpapers || Download paper |
2023 | Reproducibility 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. Full description at Econpapers || Download paper |
2023 | Dark trading and financial markets stability. (2023). Kräussl, Roman ; Levin, Vladimir ; Kraussl, Roman ; Gonalves, Jorge. In: CFS Working Paper Series. RePEc:zbw:cfswop:691. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis In: Economic Research Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis.(2009) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | Herding 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 nother version. Agregated cites: 3 | paper | |
2016 | Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis.(2016) In: CRETA Online Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2008 | When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment In: Economic Research Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2008 | When 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 nother version. Agregated cites: 5 | paper | |
2008 | Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Herding 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 nother version. Agregated cites: 0 | paper | |
2019 | Special Drawing Rights in a New Decentralized Century In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Engineering Economics in the Conflux Network In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality In: Journal of Finance. [Full Text][Citation analysis] | article | 53 |
2009 | Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 95 |
2011 | Herding and Contrarian Behavior in Financial Markets.(2011) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 95 | article | |
2009 | Herding, Contrarianism and Delay in Financial Market Trading In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
2012 | Herding, contrarianism and delay in financial market trading.(2012) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2010 | How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
2010 | Trading Volume in Dealer Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
2009 | Trading Volume in Dealer Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2006 | Caller Number Five: Timing Games that Morph from One Form to Another In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2004 | Caller Number Five: Timing Games that Morph From One Form to Another.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2002 | Aftermarket Short Covering and the Pricing of IPOs In: Royal Economic Society Annual Conference 2002. [Citation analysis] | paper | 0 |
2013 | Liquidity, volume and price efficiency: The impact of order vs. quote driven trading In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 9 |
2014 | The impact of competition and information on intraday trading In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Regulating dark trading: Order flow segmentation and market quality In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
2009 | What 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] | article | 6 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2005 | Endogenous Herding and The Gold Rush: Timing Models with Both Explosive and Timed Entry In: 2005 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Experiential Learning of the Efficient Market Hypothesis: Two Trading Games In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 1 |
2008 | Caller Number Five and related timing games In: Theoretical Economics. [Full Text][Citation analysis] | article | 27 |
2008 | Caller Number Five and Related Timing Games.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2006 | Herd Behavior in Efficient Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | Bid-Ask Spreads and Volume:The Role of Trade Timing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | Intraday Trading Patterns: The Role of Timing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Rushes in Large Timing Games In: Econometrica. [Full Text][Citation analysis] | article | 6 |
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