Andreas Park is a Professor of Finance at the University of Toronto in the Department of Management at University of Toronto at Mississauga, with a cross appointment to the Finance area at Rotman. He has been a University of Toronto faculty member since 2003. His research covers empirical topics, such as the market impact of maker-taker pricing, dark orders, and high frequency trading, and theoretical topics, such as herd behavior in financial markets and the impact of trading mechanisms. His work has been published at, e.g., Econometrica, the Journal of Finance, and the Journal of Financial and Quantitative Analysis. He has received and has been an affiliate on a number of research grants, including from the ESRC, SSHRC and the GRI. Andreas has served as Co-Director of the Master of Financial Economics program at University of Toronto, and he teaches courses on Market Microstructure, Trading, Investments, Asset Pricing, and Corporate Finance. His current research focuses mostly on impact of high frequency trading and recent market structure chances in Canadian markets. Andreas is currently a member of the Ontario Security Commission’s Market Structure Advisory Committee.
Ph.D., Cambridge University 2004
M.Phil., Cambridge University 1999
Dipl.WirtMath Bielefeld 1998
Trading mechanisms, Financial Markets, Aftermarket trading of IPOs