Ryan Davis

University of Alabama at Birmingham

Birmingham, AL 35294

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 33,122

SSRN RANKINGS

Top 33,122

in Total Papers Downloads

1,834

SSRN CITATIONS
Rank 39,932

SSRN RANKINGS

Top 39,932

in Total Papers Citations

14

CROSSREF CITATIONS

5

Scholarly Papers (9)

1.

Intraday Arbitrage Between ETFs and their Underlying Portfolios

Number of pages: 73 Posted: 30 Jan 2019 Last Revised: 15 Feb 2020
Clemson University, University of Alabama at Birmingham, University of Virginia - Darden School of Business and University of Arkansas - Sam M. Walton College of Business
Downloads 619 (54,280)
Citation 4

Abstract:

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Exchange traded funds (ETFs), limits to arbitrage, liquidity

2.

ETF Competition and Market Quality

Number of pages: 57 Posted: 25 Jan 2016 Last Revised: 09 Aug 2017
Travis Box, Ryan Davis and Kathleen P. Fuller
Clemson University, University of Alabama at Birmingham and University of Mississippi - School of Business Administration
Downloads 304 (125,297)
Citation 2

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ETFs, management fees, fund flows, market quality, liquidity

3.

Secondary Market Frictions and Real Firm Activity

Number of pages: 56 Posted: 20 Apr 2017 Last Revised: 06 Jan 2020
Ryan Davis, David A. Maslar and Brian Roseman
University of Alabama at Birmingham, University of Tennessee, Knoxville - Department of Finance and Oklahoma State University - Department of Finance
Downloads 226 (168,920)

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Debt Issuance, Liquidity, Price Discovery, Market Frictions, Market Microstructure, Real Effects, Investment

4.

1-Share Orders and Trades

Journal of Banking and Finance, Vol. 75, 2017
Number of pages: 32 Posted: 12 Oct 2014 Last Revised: 26 Apr 2018
University of Alabama at Birmingham, Oklahoma State University - Department of Finance, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 188 (200,269)

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One Share trades; One Share orders; trades; orders; NASDAQ

5.

Operating Performance and Aggressive Trade Credit Policies

Number of pages: 51 Posted: 14 Apr 2016 Last Revised: 07 Jan 2018
Clemson University, University of Alabama at Birmingham, Arkansas State University and University of South Alabama
Downloads 168 (220,753)
Citation 4

Abstract:

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Trade credit; Supplier financing; Working capital; Operating performance

6.

Information and Liquidity in the Modern OTC Marketplace

Number of pages: 32 Posted: 23 Nov 2016
University of Alabama at Birmingham, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 112 (302,552)
Citation 1

Abstract:

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OTC Markets, Penny Stocks, Tiers, Liquidity, Market Quality

7.

The Dynamics of ETF Fees

Travis Box, Ryan Davis & Kathleen Fuller (2020) The Dynamics of ETF Fees, Financial Analysts Journal, 76: 1, 11-18
Number of pages: 17 Posted: 10 Feb 2019 Last Revised: 27 Jan 2020
Travis Box, Ryan Davis and Kathleen P. Fuller
Clemson University, University of Alabama at Birmingham and University of Mississippi - School of Business Administration
Downloads 111 (304,451)
Citation 3

Abstract:

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ETFs, Fund Sponsors, Management Fees, Expense Ratios

8.

Market Information and Price Clustering: Evidence from SEC Rule 201

Journal of Financial Services Research, Vol. 54, No. 3, 2018
Number of pages: 33 Posted: 09 Jan 2015 Last Revised: 14 Dec 2018
University of Alabama at Birmingham, Dalton State College, Oklahoma State University - Department of Finance and University of North Carolina (UNC) at Wilmington
Downloads 105 (316,344)
Citation 2

Abstract:

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Price clustering, orders, short selling

9.

Clustering of Trade Prices by High‐Frequency and Non–High‐Frequency Trading Firms

Financial Review, Vol. 49, Issue 2, pp. 421-433, 2014
Number of pages: 13 Posted: 08 Apr 2014
University of Mississippi - Department of Finance, University of Mississippi - Department of Finance and University of Alabama at Birmingham
Downloads 1 (788,435)
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Abstract:

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high‐frequency trading, price clustering, NASDAQ