5
H index
4
i10 index
142
Citations
Patrik Sandas : Citation Profile
University of Virginia | RESEARCH PRODUCTION: 2 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1999 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Patrik Sandas. | Is cited by:
| Cites to:
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Main data
Where Patrik Sandas has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| Working Papers / HAL | 2 |
| HEC Research Papers Series / HEC Paris | 2 |
Recent works citing Patrik Sandas (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Stock liquidity and algorithmic market making during the COVID-19 crisis. (2023). Pascual, Roberto ; Chakrabarty, Bidisha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000152. Full description at Econpapers || Download paper |
| 2023 | Refusing the best price?. (2023). Zheng, Miles ; Ye, Mao ; Li, Sida. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:317-337. Full description at Econpapers || Download paper |
Works by Patrik Sandas:
| Year | Title | Type | Cited |
|---|---|---|---|
| Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 7 | |
| 1999 | Imperfect Market Monitoring and SOES Trading In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Imperfect Market Monitoring and SOES Trading.(1999) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Imperfect Market Monitoring and SOES Trading.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | Liquidity Supply and Demand in Limit Order Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 2000 | Market Making with Costly Monitoring : An Analysis of the SOES Controversy In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 57 |
| 2003 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2000 | Market Making with Costly Monitoring: An Analysis of the SOES Controversy.(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2005 | Market Frictions and Seemingly Anomalous Co-movements of Index Options and Index Futures Quotes In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Latency Arbitrage When Markets Become Faster In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market. In: The Review of Financial Studies. [Citation analysis] | article | 46 |
| 2017 | The Impact of Iceberg Orders in Limit Order Books In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team