Sophie Moinas : Citation Profile

Are you Sophie Moinas?

Toulouse School of Economics (TSE)

7

H index

5

i10 index

396

Citations

RESEARCH PRODUCTION:

6

Articles

39

Papers

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 22
   Journals where Sophie Moinas has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 6 (1.49 %)

EXPERT IN:

   Design of Experiments
   General Financial Markets

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo526
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Daures-Lescourret, Laurence (6)

Boussetta, Selma (6)

Biais, Bruno (3)

Foucault, Thierry (3)

CAPELLE-BLANCARD, Gunther (2)

FERROUHI, EL MEHDI (2)

Deev, Oleg (2)

Rinne, Kalle (2)

Jurkatis, Simon (2)

Dumitrescu, Ariadna (2)

Deku, Solomon (2)

Harris, Jeffrey (2)

Smales, Lee (2)

Pasquariello, Paolo (2)

Vilkov, Grigory (2)

Scaillet, Olivier (2)

Sojli, Elvira (2)

Zhou, Chen (2)

PASCUAL, ROBERTO (2)

Palan, Stefan (2)

Brownlees, Christian (2)

Jalkh, Naji (2)

Chernov, Mikhail (2)

Sarno, Lucio (2)

Reitz, Stefan (2)

Patel, Vinay (2)

Vogel, Sebastian (2)

Regis, Luca (2)

Putnins, Talis (2)

Mihet, Roxana (2)

Davies, Ryan (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Johannesson, Magnus (2)

Chow, Nikolai Sheung-Chi (2)

Roy, Saurabh (2)

Wilhelmsson, Anders (2)

Nielsson, Ulf (2)

Theissen, Erik (2)

Renault, Thomas (2)

Walther, Thomas (2)

Declerck, Fany (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Gorbenko, Arseny (2)

Bouri, Elie (2)

Horenstein, Alex (2)

Kassner, Bernhard (2)

Dreber, Anna (2)

Pastor, Lubos (2)

Verousis, Thanos (2)

Ait-Sahalia, Yacine (2)

Lopez-Lira, Alejandro (2)

Taylor, Nick (2)

Liew, Chee (2)

Gehrig, Thomas (2)

Stefanova, Denitsa (2)

Adrian, Tobias (2)

Patton, Andrew (2)

Ferrara, Gerardo (2)

Rakowski, David (2)

He, Xuezhong (Tony) (2)

Talavera, Oleksandr (2)

Schwarz, Marco (2)

Frijns, Bart (2)

Kearney, Fearghal (2)

Heath, Davidson (2)

Pelizzon, Loriana (2)

Gerritsen, Dirk (2)

Hurlin, Christophe (2)

Prokopczuk, Marcel (2)

Menkveld, Albert (2)

Abudy, Menachem (2)

Caporin, Massimiliano (2)

Korajczyk, Robert (2)

Ødegaard, Bernt (2)

Schenk-Hoppé, Klaus (2)

Dimpfl, Thomas (2)

Bos, Charles (2)

van Kervel, Vincent (2)

LINTON, OLIVER (2)

Frömmel, Michael (2)

Wolff, Christian (2)

Xiu, Dacheng (2)

Tonks, Ian (2)

Park, Andreas (2)

Alexeev, Vitali (2)

Lajaunie, Quentin (2)

Schuerhoff, Norman (2)

Xia, Shuo (2)

Colliard, Jean-Edouard (2)

Hautsch, Nikolaus (2)

Holzmeister, Felix (2)

Wong, Wing-Keung (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sophie Moinas.

Is cited by:

Vives, Xavier (12)

Cespa, Giovanni (10)

Lafarguette, Romain (7)

Kondor, Péter (6)

Foucault, Thierry (6)

Pelizzon, Loriana (6)

Mehl, Arnaud (6)

Bellia, Mario (6)

Pagano, Marco (5)

Challet, Damien (5)

Huber, Christoph (5)

Cites to:

Foucault, Thierry (24)

Biais, Bruno (15)

Smith, Vernon (15)

Menkveld, Albert (12)

Smith, Vernon (12)

Vayanos, Dimitri (11)

Plott, Charles (10)

Nagel, Stefan (9)

Duffy, John (8)

Palfrey, Thomas (8)

Ho, Teck (8)

Main data

Where Sophie Moinas has published?

Working Papers Series with more than one paper published# docs
TSE Working Papers / Toulouse School of Economics (TSE)10
Post-Print / HAL9
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse4
Working Papers / HAL3
EconPol Working Paper / ifo Institute - Leibniz Institute for Economic Research at the University of Munich3

Recent works citing Sophie Moinas (2022 and 2021)

YearTitle of citing document
2022Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172.

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2021Kaivik: A Free Online Asset Market Cellphone Interface Experiment with Financial Bubbles. (2021). Johnson, Paul ; Hampton, Kyle. In: Working Papers. RePEc:ala:wpaper:2021-04.

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2022When is the Order to Trade Ratio fee effective?. (2022). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Working Papers. RePEc:anf:wpaper:11.

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2021Transaction Cost Analytics for Corporate Bonds. (2019). Xu, Renyuan ; Lehalle, Charles-Albert ; Guo, Xin. In: Papers. RePEc:arx:papers:1903.09140.

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2021Replicating Market Makers. (2021). Chitra, Tarun ; Evans, Alex ; Angeris, Guillermo. In: Papers. RePEc:arx:papers:2103.14769.

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2023Educational Game on Cryptocurrency Investment: Using Microeconomic Decision Making to Understand Macroeconomics Principles. (2023). Zhang, Luyao ; Zhu, Jiasheng. In: Papers. RePEc:arx:papers:2301.10541.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2021Looking under the surface: An analysis of iceberg orders in the U.S. agricultural futures markets. (2021). Mallory, Mindy ; Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:4:p:679-699.

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2021Is faster or slower trading better? An examination of order type execution speed and costs. (2021). Wu, Fei ; Huang, Tao ; Garvey, Ryan. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:326-363.

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2022The dark side of IPOs: Examining where and who trades in the IPO secondary market. (2022). van Ness, Robert ; Cox, Justin. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:1091-1126.

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2022Dealers incentives to reveal their names. (2022). Karam, Arze. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:27-44.

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2023Effect of high?frequency trading on mutual fund performance. (2023). Singal, Vijay ; Qin, Nan. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:369-394.

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2022High?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.

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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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2021Round?number biases on trading time: Evidence from international markets. (2021). Chen, Tao. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:469-495.

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2022Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders. (2022). Liaudinskas, Karolis. In: Working Paper. RePEc:bno:worpap:2022_6.

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2022A structural model of liquidity in over?the?counter markets. (2022). Coen, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:0979.

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2021Intermediation and Price Volatility. (2021). Gehrig, Thomas ; Ritzberger, Klaus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15848.

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2023Zurich Trading Simulator (ZTS) — A dynamic trading experimental tool for oTree. (2023). Holscher, Christoph ; Kaszas, Daniel ; Friedman, Jason ; Andraszewicz, Sandra. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000843.

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2021Flying 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.

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2022Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment. (2022). Tian, Xiao Jason ; Kalev, Petko S ; Duong, Huu Nhan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001415.

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2022Reinforcement Learning Equilibrium in Limit Order Markets. (2022). Lin, Shen ; He, Xue-Zhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002019.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2021The speed of stock price adjustment to corporate announcements: Insights from Turkey. (2021). Hasan, Afan ; Simsek, Koray D ; Simsir, Serif Aziz ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305872.

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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50.

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2021Green credit policy and corporate access to bank loans in China: The role of environmental disclosure and green innovation. (2021). Tripe, David ; Zhang, Yuming ; Xing, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100171x.

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2022High-frequency trading and market quality: The case of a “slightly exposed” market. (2022). Ekinci, Cumhur ; Ersan, Ouz. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003185.

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2023On-demand fast trading on decentralized exchanges. (2023). Zoican, Marius ; Brolley, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005281.

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2021Speed and learning in high-frequency auctions. (2021). Zoican, Marius ; Khapko, Mariana ; Haas, Marlene. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300525.

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2021Do speed bumps curb low-latency investment? Evidence from a laboratory market. (2021). Zoican, Marius ; Khapko, Mariana. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300707.

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2022Attention: How high-frequency trading improves price efficiency following earnings announcements. (2022). Wang, XU ; Moulton, Pamela C ; Chakrabarty, Bidisha. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100063x.

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2022Fast traders make a quick buck: The role of speed in liquidity provision. (2022). Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000033.

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2022Speed segmentation on exchanges: Competition for slow flow. (2022). Walton, Adrian ; Mueller, Michael ; Devani, Baiju ; Andrews, Emad ; Anderson, Lisa. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000148.

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2022Transparency in fragmented markets: Experimental evidence. (2022). Wen, Yuanji ; Wee, Marvin ; Hendershott, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418122000258.

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2022Hidden liquidity, market quality, and order submission strategies. (2022). Chung, Kee H ; Lee, Albert J. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000313.

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2023When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2021Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499.

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2021Funding liquidity and market liquidity in government bonds. (2021). Johnson, Timothy C ; Deuskar, Prachi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001242.

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2021The impact of ETFs in secondary asset markets: Experimental evidence. (2021). Rud, Olga ; Rabanal, Jean Paul ; Duffy, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:674-696.

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2022Speculation, money supply and price indeterminacy in financial markets: An experimental study. (2022). Sunder, Shyam ; Stockl, Thomas ; Huber, Juergen ; Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1275-1296.

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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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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.

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2022Intermediation and price volatility. (2022). Gehrig, Thomas ; Ritzberger, Klaus. In: Journal of Economic Theory. RePEc:eee:jetheo:v:201:y:2022:i:c:s0022053122000321.

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2021Competition among liquidity providers with access to high-frequency trading technology. (2021). Van Achter, Mark ; Bongaerts, Dion. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:220-249.

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2021Two shades of opacity: Hidden orders and dark trading. (2021). Degryse, Hans ; Wuyts, Gunther ; Tombeur, Geoffrey ; Karagiannis, Nikolaos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:47:y:2021:i:c:s1042957321000206.

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2022Money runs. (2022). Piacentino, Giorgia ; Donaldson, Jason Roderick. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:35-57.

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2021Short-term stock price reversals after extreme downward price movements. (2021). Utz, Sebastian ; Rif, Alexandru. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:123-133.

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2022High-frequency trading, stock volatility, and intraday crashes. (2022). Hellara, Slaheddine ; ben Ammar, Imen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:337-344.

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2022Financial trading versus entrepreneurship: Competition for talent and negative feedback effects. (2022). Zelzner, Sebastian ; Arnold, Lutz G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:186-199.

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2022Financial bubbles as a recursive process lead by short-term strategies. (2022). Lombardini, Simone ; Cerruti, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:555-568.

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2023Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures. (2023). Palczewski, Andrzej ; Karkowska, Renata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002586.

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2022Algorithmic trading and investment-to-price sensitivity. (2022). Rzayev, Khaladdin ; Huseynov, Fariz ; Aliyev, Nihad. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118844.

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2021Order 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.

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2022Analogy-Based Expectation Equilibrium and Related Concepts:Theory, Applications, and Beyond. (2022). Jehiel, Philippe. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03735680.

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2022Analogy-Based Expectation Equilibrium and Related Concepts:Theory, Applications, and Beyond. (2022). Jehiel, Philippe. In: Working Papers. RePEc:hal:wpaper:halshs-03735680.

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2021Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1183-1198.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022Secondary Market Transparency and Corporate Bond Issuing Costs. (2022). Martin, Spencer J ; Comerton-Forde, Carole ; Brugler, James. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:1:p:43-77..

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2022When does slower order execution occur? Evidence from U.S. equity investors. (2022). Qin, Yaohua ; Garvey, Ryan. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00242-0.

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2023Educational Game on Cryptocurrency Investment: Using Microeconomic Decision-Making to Understand Macroeconomics Principles. (2023). Zhang, L ; Zhu, J. In: Eastern Economic Journal. RePEc:pal:easeco:v:49:y:2023:i:2:d:10.1057_s41302-023-00240-7.

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2021Managing Financial Expertise. (2021). Asano, Koji. In: MPRA Paper. RePEc:pra:mprapa:107665.

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2023The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6.

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2021Heterogeneity and Competition in Fragmented Markets: Fees Vs Speed. (2021). Tapia, Mikel ; Penalva, Jose S. In: Applied Mathematical Finance. RePEc:taf:apmtfi:v:28:y:2021:i:2:p:143-177.

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2023Multilevel marketing: pyramid-shaped schemes or exploitative scams?. (2022). Antler, Yair. In: Theoretical Economics. RePEc:the:publsh:4890.

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2021Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets. (2021). Serra, Teresa ; He, Xinyue ; Garcia, Philip. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:2:p:743-764.

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2021NATURALLY OCCURRING PREFERENCES AND GENERAL EQUILIBRIUM: A LABORATORY STUDY. (2021). Oprea, Ryan ; Friedman, Daniel ; Crockett, Sean. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:831-859.

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2021High?frequency trading order cancellations and market quality: Is stricter regulation the answer?. (2021). Manahov, Viktor. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5385-5407.

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2023Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605.

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2022Algorithmic trading and market quality: Evidence from the Taiwan index futures market. (2022). Chou, Robin K ; Chang, Yakai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1837-1855.

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2022Connectivity costs and price efficiency: An event study. (2022). Webb, Robert I ; Mollica, Vito ; Kovacevic, Ognjen ; Frino, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:296-309.

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2021Do ETFs increase liquidity?. (2021). Wermers, Russ ; Tuzun, Tugkan ; Saaglam, Mehmet. In: CFR Working Papers. RePEc:zbw:cfrwps:2103.

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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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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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2022.

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Works by Sophie Moinas:

YearTitleTypeCited
2016Who supplies liquidity, how and when? In: BIS Working Papers.
[Full Text][Citation analysis]		paper25
2017Who supplies liquidity, how and when?.(2017) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2017Who supplies liquidity, how and when?.(2017) In: TSE Working Papers.
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This paper has another version. Agregated cites: 25		paper
2008Le Carnet dOrdres : une revue de littérature In: Finance.
[Full Text][Citation analysis]		article0
2018The Role of Pre-Opening Mechanisms in Fragmented Markets In: EconPol Working Paper.
[Full Text][Citation analysis]		paper6
2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market In: EconPol Working Paper.
[Full Text][Citation analysis]		paper7
2017Funding Constraints and Market Illiquidity in the European Treasury Bond Market.(2017) In: TSE Working Papers.
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This paper has another version. Agregated cites: 7		paper
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