Publications of Andreas Park
2018
Ekaterina Malinova, Carole Comerton-Forde, Andreas Park, "Regulating Dark Trading: Order Flow Segmentation and Market Quality", Journal of Financial Economics 130 (2) (2018), 347–366.
2015
Ekaterina Malinova and Andreas Park, "Subsidizing Liquidity: The Impact of Make-Take Fees on Market Quality", Journal of Finance 70 (2015), 509–536.
2014
Ekaterina Malinova and Andreas Park, "The Impact of Competition and Information on Intraday Trading", Journal of Banking and Finance 44 (2014), 55–71.
2013
Ekaterina Malinova and Andreas Park, "Liquidity, Volume, and Price Efficiency: The Impact of Order vs. Quote Driven Trading", Journal of Financial Markets 16 (1) (2013), 104–126.
2010
Ekaterina Malinova and Andreas Park, "Trading Volume in Dealer Markets", Journal of Financial and Quantitative Analysis 45 (6) (2010), 1447–1484.
Andreas Park and Hamid Sabourian, "Herding and Contrarian Behaviour in Financial Markets", accepted for publication at Econometrica, 2010.
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.
Andreas Park and Lones Smith, "Caller Number Five and related timing games", Theoretical Economics 3 (2), 2008.
2007
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.