Details about Andreas Park

Access statistics for papers by Andreas Park.

Last updated 2009-10-05. Update your information in the RePEc Author Service.

Short-id: ppa262

Working Papers

2009

1. Intraday Trading Patterns: The Role of Timing
   Working Papers, University of Toronto, Department of Economics
2. Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
   Working Papers, University of Toronto, Department of Economics
3. Trading Volume in Dealer Markets
   Working Papers, University of Toronto, Department of Economics

2008

4. Bid-Ask Spreads and Volume:The Role of Trade Timing
   Working Papers, University of Toronto, Department of Economics
5. Caller Number Five and Related Timing Games
   Working Papers, University of Toronto, Department of Economics View citations
   See also Journal Article in Theoretical Economics (2008)
6. Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
   Also in Working Papers, University of Toronto, Department of Economics (2008)
7. When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment
   Working Papers, University of Toronto, Department of Economics View citations
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) View citations

2006

8. Caller Number Five: Timing Games that Morph from One Form to Another
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations
9. Herd Behavior in Efficient Financial Markets
   Working Papers, University of Toronto, Department of Economics View citations

2005

10. Endogenous Herding and The Gold Rush: Timing Models with Both Explosive and Timed Entry
    2005 Meeting Papers, Society for Economic Dynamics

2002

11. Aftermarket Short Covering and the Pricing of IPOs
    Royal Economic Society Annual Conference 2002, Royal Economic Society

Journal Articles

2009

1. What determines the level of IPO gross spreads? Underwriter profits and the cost of going public
   International Review of Economics & Finance, 2009, 18, (1), 81-109

2008

2. Caller Number Five and related timing games
   Theoretical Economics, 2008, 3, (2), 231-256 View citations
   See also Working Paper (2008)