| An Agent-based Model for Financial Vulnerability R Bookstaber, ME Paddrik, B Tivnan Journal of Economic Interaction and Coordination 13 (2), 433-465, 2018 | 103 | 2018 |
| An agent based model of the E-Mini S&P 500 applied to Flash Crash analysis M Paddrik, R Hayes, A Todd, S Yang, P Beling, W Scherer 2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012 | 101 | 2012 |
| Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks A Liu, M Paddrik, SY Yang, X Zhang Journal of Banking & Finance 112, 2020 | 92 | 2020 |
| Bank Networks and Systemic Risk: Evidence from the National Banking Acts H Anderson, M Paddrik, JJ Wang American Economic Review 109 (9), 3125-3161, 2019 | 76* | 2019 |
| Contagion in Derivative Markets M Paddrik, S Rajan, HP Young Management Science 66 (8), 3603-3616, 2020 | 58* | 2020 |
| Behavior based learning in identifying high frequency trading strategies S Yang, M Paddrik, R Hayes, A Todd, A Kirilenko, P Beling, W Scherer 2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012 | 52 | 2012 |
| An Agent-based Model for Crisis Liquidity Dynamics R Bookstaber, ME Paddrik OFR Working Paper 15 (18), 2015 | 39 | 2015 |
| Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets J Cetina, ME Paddrik, S Rajan Journal of Financial Stability 35, 38-52, 2018 | 37 | 2018 |
| How Safe are Central Counterparties in Credit Default Swap Markets? HP Young, M Paddrik Mathematics and Financial Economics 15 (1), 41-57, 2021 | 35* | 2021 |
| A study of dark pool trading using an agent-based model SYK Mo, M Paddrik, SY Yang 2013 IEEE Conference on Computational Intelligence for Financial Engineering …, 2013 | 24 | 2013 |
| Agent based model of the e-mini future: application for policy making R Hayes, M Paddrik, A Todd, S Yang, P Beling, W Scherer Proceedings of the Winter Simulation Conference 2012, 111, 2012 | 19 | 2012 |
| Effects of Limit Order Book Information Level on Market Stability Metrics ME Paddrik, R Hayes, P Beling, W Scherer Journal of Economic Interaction and Coordination 12 (2), 221–247, 2017 | 17 | 2017 |
| Central Counterparty Default Waterfalls and Systemic Loss S Ghamami, M Paddrik, S Zhang Journal of Financial and Quantitative Analysis 58 (8), 3577-3612, 2023 | 14* | 2023 |
| Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets ME Paddrik, S Tompaidis OFR Working Paper 19 (1), 2019 | 14* | 2019 |
| The Dynamics of the US Overnight Triparty Repo Market ME Paddrik, CA Ramírez, MJ McCormick FEDS Notes, 2021 | 12 | 2021 |
| Visual Analysis to Support Regulators in Electronic Order Book Markets ME Paddrik, R Haynes, A Todd, W Scherer, PA Beling Environment Systems and Decisions 36 (2), 167-182, 2016 | 10 | 2016 |
| Revolutionizing Financial Engineering Education: Simulation-Based Strategies for Learning M Olfat, M Paddrik, R Hayes, K Wold Proceedings of the 120th ASEE Annual Conference, 2013 | 7 | 2013 |
| Anatomy of the Repo Rate Spikes in September 2019 ME Paddrik, HP Young, RJ Kahn, MJ McCormick, V Nguyen Journal of Financial Crisis 5 (4), 1-25, 2023 | 6* | 2023 |
| Why Is So Much Repo Not Centrally Cleared? SJ Hempel, RJ Kahn, R Mann, ME Paddrik OFR Brief 23 (01), 2023 | 6 | 2023 |
| Intraday Timing of General Collateral Repo Markets K Clark, A Copeland, RJ Kahn, A Martin, ME Paddrik, B Taylor Liberty Street Economics, 2021 | 4 | 2021 |
Steve YangAssociate Professor at Stevens Institute of TechnologyVerifisert e-postadresse på stevens.edu
