9
H index
8
i10 index
319
Citations
University of Toronto | 9 H index 8 i10 index 319 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 |
2024 | 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 |
2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. 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 |
2024 | Binary choice with misclassification and social interactions, with an application to peer effects in attitude. (2024). Hu, Yingyao ; Lin, Zhongjian. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002671. 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 |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
2023 | Banning dark pools: Venue selection and investor trading costs. (2023). Suntheim, Felix ; Oneill, Peter ; Hoffmann, Peter ; Gozluklu, Arie ; Neumeier, Christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000290. 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 |
2024 | Panics and prices. (2024). Krishna, Vijay ; Awaya, YU. In: Journal of Economic Theory. RePEc:eee:jetheo:v:217:y:2024:i:c:s0022053124000243. Full description at Econpapers || Download paper |
2024 | Siphoned apart: A portfolio perspective on order flow segmentation. (2024). Yueshen, Bart Zhou ; Mollner, Joshua ; Baldauf, Markus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000308. 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 |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2024 | Does Short-and-Distort Scheme Really Exist? A Bitcoin Futures Audit Scheme through BIRCH & BPNN Approach. (2024). Cai, Shaokang ; Weng, Tien-Hsiung ; Li, Kuan-Ching ; Han, Dezhi ; Zheng, Zibin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10378-3. 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 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
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 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. 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 |
2024 | . Full description at Econpapers || Download paper |
2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. 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 | 4 |
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: 4 | 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: 4 | 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: 4 | 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 | 55 |
2009 | Herding and Contrarian Behaviour in Financial Markets In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 103 |
2011 | Herding and Contrarian Behavior in Financial Markets.(2011) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 103 | article | |
2009 | Herding, Contrarianism and Delay in Financial Market Trading In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
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: 21 | 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 | 3 |
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 | 10 |
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 | 24 |
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 | 5 |
2021 | Non-Standard Errors In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
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 | 28 |
2008 | Caller Number Five and Related Timing Games.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | 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 | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team