Details about Patrik Sandas

Access statistics for papers by Patrik Sandas.

Last updated 2021-11-23. Update your information in the RePEc Author Service.

Short-id: psa1928

Working Papers

2017

1. Latency Arbitrage When Markets Become Faster
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (1)

2011

2. Imperfect Market Monitoring and SOES Trading
   Working Papers, HAL
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999)
   HEC Research Papers Series, HEC Paris (1999)

2005

3. Market Frictions and Seemingly Anomalous Co-movements of Index Options and Index Futures Quotes
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

2003

4. Market Making with Costly Monitoring: An Analysis of the SOES Controversy
   Post-Print, HAL View citations (42)
   Also in Working Papers, HAL (2000)
   HEC Research Papers Series, HEC Paris (2000)

2002

5. Liquidity Supply and Demand in Limit Order Markets
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)

Undated

6. Liquidity Supply and Demand: Empirical Evidence from the Vancouver Stock Exchange
   GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (7)

Journal Articles

2017

1. The Impact of Iceberg Orders in Limit Order Books
   Quarterly Journal of Finance (QJF), 2017, 07, (03), 1-43 View citations (7)

2001

2. Adverse Selection and Competitive Market Making: Empirical Evidence from a Limit Order Market
   The Review of Financial Studies, 2001, 14, (3), 705-34 View citations (46)