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Details about Andreas Park

Homepage:http://www.chass.utoronto.ca/~apark/
Workplace:Finance, Rotman School of Management, University of Toronto, (more information at EDIRC)

Access statistics for papers by Andreas Park.

Last updated 2022-09-06. Update your information in the RePEc Author Service.

Short-id: ppa262


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Working Papers

2021

  1. Non-Standard Errors
    Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz Downloads
    Also in Working Papers, Faculty of Economics and Statistics, University of Innsbruck (2021) Downloads View citations (1)

2020

  1. Engineering Economics in the Conflux Network
    Papers, arXiv.org Downloads

2019

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

2016

  1. Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
    Also in Economic Research Papers, University of Warwick - Department of Economics (2016) Downloads
    CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA (2016) Downloads View citations (1)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2009) Downloads View citations (5)

2009

  1. Herding and Contrarian Behaviour in Financial Markets
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (10)
    See also Journal Article in Econometrica (2011)
  2. Herding, Contrarianism and Delay in Financial Market Trading
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (9)
    See also Journal Article in European Economic Review (2012)
  3. Intraday Trading Patterns: The Role of Timing
    Working Papers, University of Toronto, Department of Economics Downloads
  4. Liquidity, Volume, and Price Behavior: The Impact of Order vs. Quote Based Trading
    Working Papers, University of Toronto, Department of Economics Downloads View citations (2)
  5. Trading Volume in Dealer Markets
    Working Papers, University of Toronto, Department of Economics Downloads View citations (6)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2010)

2008

  1. Bid-Ask Spreads and Volume:The Role of Trade Timing
    Working Papers, University of Toronto, Department of Economics Downloads
  2. Caller Number Five and Related Timing Games
    Working Papers, University of Toronto, Department of Economics Downloads View citations (21)
    See also Journal Article in Theoretical Economics (2008)
  3. Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing
    Economic Research Papers, University of Warwick - Department of Economics Downloads
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) Downloads
    Working Papers, University of Toronto, Department of Economics (2008) Downloads
  4. When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment
    Working Papers, University of Toronto, Department of Economics Downloads View citations (8)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2008) Downloads View citations (6)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) Downloads View citations (5)

2006

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

2005

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

2002

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

Journal Articles

2018

  1. Regulating dark trading: Order flow segmentation and market quality
    Journal of Financial Economics, 2018, 130, (2), 347-366 Downloads View citations (11)

2017

  1. Rushes in Large Timing Games
    Econometrica, 2017, 85, 871-913 Downloads View citations (6)

2015

  1. Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality
    Journal of Finance, 2015, 70, (2), 509-536 Downloads View citations (47)

2014

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

2013

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

2012

  1. Herding, contrarianism and delay in financial market trading
    European Economic Review, 2012, 56, (6), 1020-1037 Downloads View citations (13)
    See also Working Paper (2009)

2011

  1. Herding and Contrarian Behavior in Financial Markets
    Econometrica, 2011, 79, (4), 973-1026 View citations (83)
    See also Working Paper (2009)

2010

  1. Experiential Learning of the Efficient Market Hypothesis: Two Trading Games
    The Journal of Economic Education, 2010, 41, (4), 353-369 Downloads View citations (1)
  2. How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing
    Journal of Financial and Quantitative Analysis, 2010, 45, (2), 441-471 Downloads View citations (1)
  3. Trading Volume in Dealer Markets
    Journal of Financial and Quantitative Analysis, 2010, 45, (6), 1447-1484 Downloads View citations (8)
    See also Working Paper (2009)

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 Downloads View citations (6)

2008

  1. Caller Number Five and related timing games
    Theoretical Economics, 2008, 3, (2) Downloads View citations (27)
    See also Working Paper (2008)
 
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