Corey Garriott

Government of the United States of America - Office of Financial Research

717 14th Street, NW

Washington DC, DC 20005

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 37,414

SSRN RANKINGS

Top 37,414

in Total Papers Downloads

2,580

SSRN CITATIONS
Rank 27,781

SSRN RANKINGS

Top 27,781

in Total Papers Citations

23

CROSSREF CITATIONS

20

Scholarly Papers (10)

1.

High-Frequency Trading Competition

Journal of Financial and Quantitative Analysis (2019), Vol. 54, No. 4
Number of pages: 46 Posted: 13 May 2014 Last Revised: 15 Aug 2019
Jonathan Brogaard and Corey Garriott
University of Utah - David Eccles School of Business and Government of the United States of America - Office of Financial Research
Downloads 1,437 (26,013)
Citation 24

Abstract:

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high-frequency trading, competition, industrial organization

2.

Queuing in limit-order markets

Western Finance Association Paper 2022, EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 52 Posted: 20 Jan 2022 Last Revised: 12 Jul 2024
Corey Garriott, Vincent van Kervel and Marius Zoican
Government of the United States of America - Office of Financial Research, Pontificia Universidad Católica de Chile and University of Calgary - Haskayne School of Business
Downloads 326 (176,943)

Abstract:

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JEL classification: G11, G12, G14 limit order books, queuing, liquidity, inventory, adverse selection

3.

Banking Regulation and Market Making

Number of pages: 47 Posted: 10 Dec 2016 Last Revised: 23 Jul 2019
David A. Cimon and Corey Garriott
Bank of Canada and Government of the United States of America - Office of Financial Research
Downloads 238 (243,102)
Citation 13

Abstract:

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banking regulation, market making, agency, liquidity

4.

Trading on Long-Term Information

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 57 Posted: 13 Jul 2019 Last Revised: 20 Jun 2024
Corey Garriott and Ryan Riordan
Government of the United States of America - Office of Financial Research and Queen's University - Smith School of Business
Downloads 235 (246,086)
Citation 4

Abstract:

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Strategic trading, informed trading, price efficiency

5.

High-Frequency Trading and Institutional Trading Costs

Number of pages: 46 Posted: 13 Feb 2018 Last Revised: 17 Oct 2019
Marie Chen and Corey Garriott
London School of Economics and Government of the United States of America - Office of Financial Research
Downloads 137 (394,858)
Citation 6

Abstract:

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High-frequency trading; Market microstructure; Financial markets; Institutional trading

6.

Informed Trader Competition

Number of pages: 54 Posted: 18 Feb 2021
Ryan Riordan and Corey Garriott
Queen's University - Smith School of Business and Government of the United States of America - Office of Financial Research
Downloads 114 (454,357)

Abstract:

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Strategic trading, informed trading, competition, signal correlation

7.

The Price Impacts of Informed Investors

Number of pages: 46 Posted: 17 Jun 2024
Corey Garriott and Ryan Riordan
Government of the United States of America - Office of Financial Research and Queen's University - Smith School of Business
Downloads 69 (628,148)

Abstract:

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Strategic trading, informed trading, price impact

8.

Alternative Futures for Government of Canada Debt Management

Bank of Canada Staff Discussion Paper/Document d’analyse du personnel 2018-15
Number of pages: 34 Posted: 13 Feb 2019
Government of the United States of America - Office of Financial Research, Bank of Canada, Bank of Canada, Bank of Canada and Bank of Canada
Downloads 24 (931,366)
Citation 2

Abstract:

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Debt Management, Financial Markets, Market Structure and Pricing

9.

Options Decimalization

Journal of Derivatives, Vol. 25, No. 1, 2017, https://doi.org/10.3905/jod.2017.25.1.088
Posted: 20 May 2019
Faith Chin and Corey Garriott
London Business School and Government of the United States of America - Office of Financial Research
Downloads 0 (1,170,640)

Abstract:

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Options markets, decimalization, tick size, market microstructure, market design

10.

Retail Order Flow Segmentation

Journal of Trading, Vol. 13, No. 3, 2018
Posted: 29 Apr 2016 Last Revised: 14 Aug 2018
Corey Garriott and Adrian Walton
Government of the United States of America - Office of Financial Research and Bank of Canada

Abstract:

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Order-flow segmentation, retail liquidity programs, dark pools, retail trading, price discovery