Andreas Park
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Associate Professor; Co-Director, MFE Program
Ph.D. (Cambridge, 2004), M.Phil. (Cambridge, 1999), M.Sc. (University of Bielefeld, 1998) Office: Max Gluskin House, 150 St. George Street, 210. Phone: 416-978-4189. Fax: 416-978-6713. Office: University of Toronto, Mississauga Phone: 905-569-4970. Email address: Personal website: http://www.chass.utoronto.ca/~apark Research fields: Financial economics |
Selected research
- Andreas Park and Hamid Sabourian, "Herding and Contrarian Behaviour in Financial Markets", accepted for publication at Econometrica, 2010.
- Andreas Park and Lones Smith, "Caller Number Five and related timing games", Theoretical Economics 3 (2), 2008.
- Bjoern Bartling and Andreas Park, "How Syndicate Short Sales Affect the Informational Efficiency of IPO Prices and Underpricing", Journal of Financial and Quantitative Analysis, accepted for publication, 2008.
- Bjoern Bartling and Andreas Park, "What Determines the Level of IPO Gross Spreads? Underwriter Profits and the Cost of Going Public", accepted for publication in the International Review of Economics and Finance, 2007.
- Ekaterina Malinova and Andreas Park, "Volume in Dealer Markets", Journal of Finanial and Quantitative Analysis, forthcoming. (Freely available.)
Honors and awards
- Honorable Mention - Paper with (Bjoern Bartling) "IPO Pricing and Informational Efficiency: The Role of Aftermarket Short Covering" was runner-up for Josseph de la Vega Prize (best paper competition), 2004.