Details about Andreas Park

Access statistics for papers by Andreas Park.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: ppa262

Working Papers

2024

1. Nonstandard Errors
   Post-Print, HAL
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   Working Papers, Lund University, Department of Economics (2021)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2020

2. Engineering Economics in the Conflux Network
   Papers, arXiv.org

2019

3. Special Drawing Rights in a New Decentralized Century
   Papers, arXiv.org View citations (1)

2016

4. Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2009) View citations (6)
   CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA (2016) View citations (2)
   Economic Research Papers, University of Warwick - Department of Economics (2016)

2009

5. Herding and Contrarian Behaviour in Financial Markets
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (11)
   See also Journal Article Herding and Contrarian Behavior in Financial Markets, Econometrica, Econometric Society (2011) View citations (107) (2011)
6. Herding, Contrarianism and Delay in Financial Market Trading
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (9)
   See also Journal Article Herding, contrarianism and delay in financial market trading, European Economic Review, Elsevier (2012) View citations (17) (2012)
7. Intraday Trading Patterns: The Role of Timing
   Working Papers, University of Toronto, Department of Economics
8. Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
   Working Papers, University of Toronto, Department of Economics View citations (2)
9. Trading Volume in Dealer Markets
   Working Papers, University of Toronto, Department of Economics View citations (6)
   See also Journal Article Trading Volume in Dealer Markets, Journal of Financial and Quantitative Analysis, Cambridge University Press (2010) View citations (7) (2010)

2008

10. Bid-Ask Spreads and Volume:The Role of Trade Timing
    Working Papers, University of Toronto, Department of Economics
11. Caller Number Five and Related Timing Games
    Working Papers, University of Toronto, Department of Economics View citations (22)
    See also Journal Article Caller Number Five and related timing games, Theoretical Economics, Econometric Society (2008) View citations (28) (2008)
12. 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 Economic Research Papers, University of Warwick - Department of Economics (2008)
    Working Papers, University of Toronto, Department of Economics (2008)
13. When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment
    Economic Research Papers, University of Warwick - Department of Economics View citations (7)
    Also in Working Papers, University of Toronto, Department of Economics (2008) View citations (8)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) View citations (8)

2006

14. Caller Number Five: Timing Games that Morph from One Form to Another
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (8)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (10)
15. Herd Behavior in Efficient Financial Markets
    Working Papers, University of Toronto, Department of Economics View citations (5)

2005

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

2002

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

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)

2023

2. The Conceptual Flaws of Decentralized Automated Market Making
   Management Science, 2023, 69, (11), 6731-6751
3. Tokenomics: When Tokens Beat Equity
   Management Science, 2023, 69, (11), 6568-6583 View citations (2)

2018

4. Regulating dark trading: Order flow segmentation and market quality
   Journal of Financial Economics, 2018, 130, (2), 347-366 View citations (24)

2017

5. Rushes in Large Timing Games
   Econometrica, 2017, 85, 871-913 View citations (7)

2015

6. Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
   Journal of Finance, 2015, 70, (2), 509-536 View citations (56)

2014

7. The impact of competition and information on intraday trading
   Journal of Banking & Finance, 2014, 44, (C), 55-71 View citations (4)

2013

8. Liquidity, volume and price efficiency: The impact of order vs. quote driven trading
   Journal of Financial Markets, 2013, 16, (1), 104-126 View citations (10)

2012

9. Herding, contrarianism and delay in financial market trading
   European Economic Review, 2012, 56, (6), 1020-1037 View citations (17)
   See also Working Paper Herding, Contrarianism and Delay in Financial Market Trading, Cambridge Working Papers in Economics (2009) View citations (9) (2009)

2011

10. Herding and Contrarian Behavior in Financial Markets
    Econometrica, 2011, 79, (4), 973-1026 View citations (107)
    See also Working Paper Herding and Contrarian Behaviour in Financial Markets, Cambridge Working Papers in Economics (2009) View citations (11) (2009)

2010

11. Experiential Learning of the Efficient Market Hypothesis: Two Trading Games
    The Journal of Economic Education, 2010, 41, (4), 353-369 View citations (1)
12. How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing
    Journal of Financial and Quantitative Analysis, 2010, 45, (2), 441-471 View citations (3)
13. Trading Volume in Dealer Markets
    Journal of Financial and Quantitative Analysis, 2010, 45, (6), 1447-1484 View citations (7)
    See also Working Paper Trading Volume in Dealer Markets, Working Papers (2009) View citations (6) (2009)

2009

14. 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 View citations (6)

2008

15. Caller Number Five and related timing games
    Theoretical Economics, 2008, 3, (2) View citations (28)
    See also Working Paper Caller Number Five and Related Timing Games, Working Papers (2008) View citations (22) (2008)