Andreas Park : Citation Profile

Are you Andreas Park?

University of Toronto

8

H index

7

i10 index

283

Citations

RESEARCH PRODUCTION:

12

Articles

26

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 14
   Journals where Andreas Park has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 11 (3.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa262
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Rakowski, David (2)

Xia, Shuo (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Dimpfl, Thomas (2)

Holzmeister, Felix (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Lof, Matthijs (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

Wolff, Christian (2)

Reitz, Stefan (2)

Deev, Oleg (2)

Sarno, Lucio (2)

Foucault, Thierry (2)

Bos, Charles (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Hurlin, Christophe (2)

Caporin, Massimiliano (2)

Colliard, Jean-Edouard (2)

Vilkov, Grigory (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

FERROUHI, EL MEHDI (2)

Vogel, Sebastian (2)

Johannesson, Magnus (2)

Gehrig, Thomas (2)

Schenk-Hoppé, Klaus (2)

CAPELLE-BLANCARD, Gunther (2)

Jalkh, Naji (2)

Alexeev, Vitali (2)

Deku, Solomon (2)

Talavera, Oleksandr (2)

Pasquariello, Paolo (2)

Frömmel, Michael (2)

Stefanova, Denitsa (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Wilhelmsson, Anders (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Roy, Saurabh (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Gerritsen, Dirk (2)

Abudy, Menachem (2)

Harris, Jeffrey (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Ødegaard, Bernt (2)

Horenstein, Alex (2)

Smales, Lee (2)

Patton, Andrew (2)

Adrian, Tobias (2)

Regis, Luca (2)

Patel, Vinay (2)

Dreber, Anna (2)

Walther, Thomas (2)

Menkveld, Albert (2)

Bouri, Elie (2)

Scaillet, Olivier (2)

Ait-Sahalia, Yacine (2)

Schuerhoff, Norman (2)

Hjalmarsson, Erik (2)

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 (6)

Cipriani, Marco (5)

Guarino, Antonio (5)

Seel, Christian (5)

Strack, Philipp (4)

Gallice, Andrea (4)

Smirnov, Vladimir (4)

Nakazono, Yoshiyuki (4)

Peck, James (4)

Cites to:

Milgrom, Paul (14)

Easley, David (9)

List, John (7)

Cipriani, Marco (7)

Guarino, Antonio (7)

Alevy, Jonathan (7)

Back, Kerry (6)

Ritter, Jay (6)

Baruch, Shmuel (6)

Smith, Lones (6)

Avery, Christopher (5)

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
Economic Research Papers / University of Warwick - Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Papers / arXiv.org2

Recent works citing Andreas Park (2023 and 2022)

YearTitle of citing document
2022Observational Learning with Competitive Prices. (2022). Xu, Zikai. In: Papers. RePEc:arx:papers:2202.06425.

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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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2022Diving into dark pools. (2022). Werner, Ingrid M ; Rindi, Barbara ; Buti, Sabrina. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:4:p:961-994.

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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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2022Why you should not use the LSV herding measure. (2022). Jurkatis, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0959.

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2023Strategic 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.

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2022The anatomy of a fee change — evidence from cryptocurrency markets. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:152-167.

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2022Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118.

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2022The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange. (2022). Cox, Justin S. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000424.

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2022Exchange introduction and market competition: The entrance of MEMX and MIAX. (2022). Woods, Donovan ; Watson, Ethan D. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000588.

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2022Herding and Chinas market-wide circuit breaker. (2022). Suardi, Sandy ; Kim, Maria H ; Wang, Xinru. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:141:y:2022:i:c:s0378426622001273.

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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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2022Retail trader sophistication and stock market quality: Evidence from brokerage outages. (2022). Wu, Yanbin ; Roseman, Brian S ; Green, Clifton T ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:2:p:502-528.

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2022The effect of social dynamics in online review voting behavior. (2022). Tu, LE ; Zhou, Shasha. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:69:y:2022:i:c:s0969698922002132.

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2023Dealership 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.

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2022Day-to-day dynamics in a simple traffic network with mixed direct and contrarian route choice behaviors. (2022). Meneguzzer, Claudio . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005453.

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2022A Mathematical Formulation of the Valuation of Ether and Ether Derivatives as a Function of Investor Sentiment and Price Jumps. (2022). El-Chaarani, Hani ; Abraham, Rebecca. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:12:p:591-:d:997755.

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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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2023Social 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.

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2022The 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.

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2022Herding behaviour in the capital market: What do we know and what is next?. (2022). Asri, Marwan ; Purwanto, Bernardinus M ; Setiyono, Bowo ; Komalasari, Puput Tri. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:3:d:10.1007_s11301-021-00212-1.

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2023Competing for Dark Trades. (2023). Karmaziene, Egle ; Irvine, Paul J. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230020.

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2022Where is the missing value? Evidence from the game industry IPOs underpricing in Poland. (2022). Micha, Ukowski ; Kamil, Gemra ; Szymon, Ablewski ; Pawe, Liwiski. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:58:y:2022:i:4:p:335-350:n:3.

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2022A ReMeDI for Microstructure Noise. (2022). Linton, Oliver. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:1:p:367-389.

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2022A 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.

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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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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.
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2016Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis.(2016) In: The Warwick Economics Research Paper Series (TWERPS).
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2016Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis.(2016) In: CRETA Online Discussion Paper Series.
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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.
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2008When Herding and Contrarianism Foster Market Efficiency : A Financial Trading Experiment.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
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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.
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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).
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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]		article52
2009Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper93
2011Herding and Contrarian Behavior in Financial Markets.(2011) In: Econometrica.
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This paper has another version. Agregated cites: 93		article
2009Herding, Contrarianism and Delay in Financial Market Trading In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper19
2012Herding, contrarianism and delay in financial market trading.(2012) In: European Economic Review.
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2010How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
2010Trading Volume in Dealer Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article11
2009Trading Volume in Dealer Markets.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 11		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.
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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]		article9
2014The impact of competition and information on intraday trading In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2018Regulating dark trading: Order flow segmentation and market quality In: Journal of Financial Economics.
[Full Text][Citation analysis]		article19
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]		article6
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Working Papers.
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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]		article1
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.
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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]		article6

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