8
H index
7
i10 index
257
Citations
University of Toronto | 8 H index 7 i10 index 257 Citations RESEARCH PRODUCTION: 12 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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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The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics | 3 |
Economic Research Papers / University of Warwick - Department of Economics | 3 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2021 | Collective 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 |
2021 | Fragmentation, 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 |
2022 | Observational Learning with Competitive Prices. (2022). Xu, Zikai. In: Papers. RePEc:arx:papers:2202.06425. Full description at Econpapers || Download paper |
2022 | High?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. Full description at Econpapers || Download paper |
2021 | Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754. Full description at Econpapers || Download paper |
2021 | Seeking 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. Full description at Econpapers || Download paper |
2021 | Optimal 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. Full description at Econpapers || Download paper |
2022 | Why you should not use the LSV herding measure. (2022). Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0959. Full description at Econpapers || Download paper |
2021 | Herding 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. Full description at Econpapers || Download paper |
2021 | Flying 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. Full description at Econpapers || Download paper |
2021 | Liquidity 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 |
2021 | City 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. Full description at Econpapers || Download paper |
2021 | Broker 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 |
2021 | Preemption 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. Full description at Econpapers || Download paper |
2021 | Non-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 |
2021 | Bandit 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. Full description at Econpapers || Download paper |
2021 | Rational 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 |
2021 | Market 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. Full description at Econpapers || Download paper |
2021 | Beta 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 |
2021 | Does 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. Full description at Econpapers || Download paper |
2021 | Non-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. Full description at Econpapers || Download paper |
2021 | Order 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. Full description at Econpapers || Download paper |
2021 | A 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 |
2021 | A 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 |
2021 | Optimal Market Asset Pricing. (2021). Rindi, Barbara ; Ricco, Roberto ; Seppi, Duane J. In: Working Papers. RePEc:igi:igierp:675. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2021 | A 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 |
2021 | Individual corporate reputation and perception of collective corporate reputation regarding stock market investments. (2021). Blajer-Gobiewska, Anna. In: PLOS ONE. RePEc:plo:pone00:0257323. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | The 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 |
2022 | A ReMeDI for Microstructure Noise. (2022). Linton, Oliver. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:1:p:367-389. Full description at Econpapers || Download paper |
2021 | Do 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 |
2022 | A 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. Full description at Econpapers || Download paper |
2021 | When 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. 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 47 |
2009 | Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 85 |
2011 | Herding and Contrarian Behavior in Financial Markets.(2011) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 85 | article | |
2009 | Herding, Contrarianism and Delay in Financial Market Trading In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
2012 | Herding, contrarianism and delay in financial market trading.(2012) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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 | 1 |
2010 | Trading Volume in Dealer Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 11 |
2009 | Trading Volume in Dealer Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 another 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 | 8 |
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 | 11 |
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 | 1 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 another 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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